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fix: spot data is in microseconds

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closes #11465
As announced in the documentation:
https://github.com/binance/binance-public-data

> Note: The timestamp for SPOT Data from January 1st 2025 onwards will be in microseconds.
This commit is contained in:
Matthias
2025-03-05 20:15:38 +01:00
parent 53f68a3834
commit d461d6f8e8
1 changed files with 6 additions and 2 deletions
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8
freqtrade/exchange/binance_public_data.py
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@@ -285,7 +285,11 @@ async def get_daily_ohlcv(
names=["date", "open", "high", "low", "close", "volume"], names=["date", "open", "high", "low", "close", "volume"],
header=header, header=header,
) )
df["date"] = pd.to_datetime(df["date"], unit="ms", utc=True) df["date"] = pd.to_datetime(
np.where(df["date"] > 1e13, df["date"] // 1000, df["date"]),
unit="ms",
utc=True,
)
return df return df
elif resp.status == 404: elif resp.status == 404:
logger.debug(f"Failed to download {url}") logger.debug(f"Failed to download {url}")
@@ -374,7 +378,7 @@ def parse_trades_from_zip(csvf):
df.loc[:, "type"] = None df.loc[:, "type"] = None
# Convert timestamp to ms # Convert timestamp to ms
df.loc[:, "timestamp"] = np.where( df.loc[:, "timestamp"] = np.where(
df["timestamp"] > 10000000000000, df["timestamp"] > 1e13,
df["timestamp"] // 1000, df["timestamp"] // 1000,
df["timestamp"], df["timestamp"],
) )