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Fix superfluous changes

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This commit is contained in:
Joe Schr
2024-02-07 11:54:56 +01:00
parent e6c1c3d60b
commit b117f1b474
3 changed files with 32 additions and 55 deletions
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60
freqtrade/exchange/exchange.py
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@@ -23,10 +23,9 @@ from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, DEFAULT_TRADES_
NON_OPEN_EXCHANGE_STATES, BidAsk, BuySell, Config, EntryExit,
ExchangeConfig, ListPairsWithTimeframes, MakerTaker, OBLiteral,
PairWithTimeframe)
from freqtrade.data.converter import (clean_duplicate_trades, clean_ohlcv_dataframe,
ohlcv_to_dataframe, public_trades_to_dataframe,
trades_dict_to_list)
from freqtrade.data.converter.converter import _calculate_ohlcv_candle_start_and_end
from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.data.converter.converter import (_calculate_ohlcv_candle_start_and_end,
clean_duplicate_trades, public_trades_to_dataframe)
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, PriceType, RunMode, TradingMode
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
@@ -176,8 +175,6 @@ class Exchange:
self._trades_pagination = self._ft_has['trades_pagination']
self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
self._trades_bin_size_scale = self._config.get('exchange', {}).get('bin_size_scale', 0.5)
# Initialize ccxt objects
ccxt_config = self._ccxt_config
ccxt_config = deep_merge_dicts(exchange_conf.get('ccxt_config', {}), ccxt_config)
@@ -698,16 +695,16 @@ class Exchange:
if timeframe else None)
# Require one more candle - to account for the still open candle.
candle_count = startup_candles + 1
# Allow max calls to the exchange per pair
# Allow 5 calls to the exchange per pair
required_candle_call_count = int(
(candle_count / candle_limit) + (0 if candle_count % candle_limit == 0 else 1))
if self._ft_has['ohlcv_has_history']:
if required_candle_call_count > 5:
# Only allow max calls per pair to somewhat limit the impact
# Only allow 5 calls per pair to somewhat limit the impact
raise OperationalException(
f"This strategy requires {startup_candles} candles to start, "
f"which is more than 5x"
"which is more than 5x "
f"the amount of candles {self.name} provides for {timeframe}.")
elif required_candle_call_count > 1:
raise OperationalException(
@@ -1997,8 +1994,7 @@ class Exchange:
logger.debug(
"one_call: %s msecs (%s)",
one_call,
dt_humanize(dt_now() - timedelta(milliseconds=one_call),
only_distance=True)
dt_humanize(dt_now() - timedelta(milliseconds=one_call), only_distance=True)
)
input_coroutines = [self._async_get_candle_history(
pair, timeframe, candle_type, since) for since in
@@ -2073,11 +2069,10 @@ class Exchange:
not_all_data = cache and self.required_candle_call_count > 1
if cache and (pair, timeframe, candle_type) in self._klines:
candle_limit = self.ohlcv_candle_limit(timeframe, candle_type)
min_date = date_minus_candles(
timeframe, candle_limit - 5).timestamp()
min_date = date_minus_candles(timeframe, candle_limit - 5).timestamp()
# Check if 1 call can get us updated candles without hole in the data.
if min_date < self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0):
# Cache can be used - do one-off call.
# Cache can be used - do one-off call.
not_all_data = False
else:
# Time jump detected, evict cache
@@ -2089,7 +2084,6 @@ class Exchange:
# Multiple calls for one pair - to get more history
since_ms = self.needed_candle_ms(timeframe, candle_type)
# TODO: fetch_trades and return as results
if since_ms:
return self._async_get_historic_ohlcv(
pair, timeframe, since_ms=since_ms, raise_=True, candle_type=candle_type)
@@ -2132,12 +2126,12 @@ class Exchange:
pair, timeframe, since_ms=since_ms, candle_type=candle_type)
def _build_ohlcv_dl_jobs(
self, pair_list: ListPairsWithTimeframes, since_ms: Optional[int],
cache: bool) -> Tuple[List[Coroutine], List[Tuple[str, str, CandleType]]]:
self, pair_list: ListPairsWithTimeframes, since_ms: Optional[int],
cache: bool) -> Tuple[List[Coroutine], List[Tuple[str, str, CandleType]]]:
"""
Build Coroutines to execute as part of refresh_latest_ohlcv
"""
input_coroutines: List[Coroutine[Any, Any, Ticker]] = []
input_coroutines: List[Coroutine[Any, Any, OHLCVResponse]] = []
cached_pairs = []
for pair, timeframe, candle_type in set(pair_list):
if (timeframe not in self.timeframes
@@ -2210,7 +2204,7 @@ class Exchange:
def _process_ohlcv_df(self, pair: str, timeframe: str, c_type: CandleType, ticks: List[List],
cache: bool, drop_incomplete: bool) -> DataFrame:
# keeping last candle time as last refreshed time of the pair
# keeping last candle time as last refreshed time of the pair
if ticks and cache:
idx = -2 if drop_incomplete and len(ticks) > 1 else -1
self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[idx][0] // 1000
@@ -2223,11 +2217,9 @@ class Exchange:
# Reassign so we return the updated, combined df
ohlcv_df = clean_ohlcv_dataframe(concat([old, ohlcv_df], axis=0), timeframe, pair,
fill_missing=True, drop_incomplete=False)
candle_limit = self.ohlcv_candle_limit(
timeframe, self._config['candle_type_def'])
candle_limit = self.ohlcv_candle_limit(timeframe, self._config['candle_type_def'])
# Age out old candles
ohlcv_df = ohlcv_df.tail(
candle_limit + self._startup_candle_count)
ohlcv_df = ohlcv_df.tail(candle_limit + self._startup_candle_count)
ohlcv_df = ohlcv_df.reset_index(drop=True)
self._klines[(pair, timeframe, c_type)] = ohlcv_df
else:
@@ -2237,7 +2229,6 @@ class Exchange:
def _process_trades_df(self, pair: str, timeframe: str, c_type: CandleType, ticks: List[List],
cache: bool, drop_incomplete: bool, first_required_candle_date: Optional[int]) -> DataFrame:
# keeping parsed dataframe in cache
# TODO: pass last_full_candle_date to drop as incomplete
trades_df = public_trades_to_dataframe(ticks, timeframe, pair=pair, fill_missing=False,
drop_incomplete=drop_incomplete)
# keeping last candle time as last refreshed time of the pair
@@ -2270,22 +2261,19 @@ class Exchange:
Only used in the dataprovider.refresh() method.
:param pair_list: List of 2 element tuples containing pair, interval to refresh
:param since_ms: time since when to download, in milliseconds
:param cache: Assign result to _trades. Usefull for one-off downloads like for pairlists
:param cache: Assign result to _klines. Usefull for one-off downloads like for pairlists
:param drop_incomplete: Control candle dropping.
Specifying None defaults to _ohlcv_partial_candle
:return: Dict of [{(pair, timeframe): Dataframe}]
"""
logger.debug(
"Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
# Gather coroutines to run
input_coroutines, cached_pairs = self._build_ohlcv_dl_jobs(
pair_list, since_ms, cache)
input_coroutines, cached_pairs = self._build_ohlcv_dl_jobs(pair_list, since_ms, cache)
results_df = {}
# Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
for input_coro in chunks(input_coroutines, 100):
async def gather_stuff():
return await asyncio.gather(*input_coro, return_exceptions=True)
@@ -2294,19 +2282,17 @@ class Exchange:
for res in results:
if isinstance(res, Exception):
logger.warning(
f"Async code raised an exception: {repr(res)}")
logger.warning(f"Async code raised an exception: {repr(res)}")
continue
# Deconstruct tuple (has 5 elements)
pair, timeframe, c_type, ticks, drop_hint = res
drop_incomplete = drop_hint if drop_incomplete is None else drop_incomplete
# TODO: here ohlcv candles get saved into self._trades
drop_incomplete_ = drop_hint if drop_incomplete is None else drop_incomplete
ohlcv_df = self._process_ohlcv_df(
pair, timeframe, c_type, ticks, cache, drop_incomplete)
pair, timeframe, c_type, ticks, cache, drop_incomplete_)
results_df[(pair, timeframe, c_type)] = ohlcv_df
# Return cached trades
# Return cached klines
for pair, timeframe, c_type in cached_pairs:
results_df[(pair, timeframe, c_type)] = self.klines(
(pair, timeframe, c_type),
@@ -2412,6 +2398,7 @@ class Exchange:
# Timeframe in seconds
interval_in_sec = timeframe_to_seconds(timeframe)
plr = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec
# current,active candle open date
now = int(timeframe_to_prev_date(timeframe).timestamp())
return plr < now
@@ -2522,7 +2509,6 @@ class Exchange:
pair, since=since_ms,
limit=candle_limit, params=params)
else:
# TODO: debug?
# Funding rate
data = await self._fetch_funding_rate_history(
pair=pair,