From 565a543b7b58437f5ecdca63bc96702b0f8c50f9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Aug 2019 10:34:56 +0200
Subject: [PATCH 1/3] Use ccxt base methods to round timeframe

---
 freqtrade/exchange/exchange.py | 18 ++++++++----------
 1 file changed, 8 insertions(+), 10 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index a8e974991..6abf1f270 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -14,6 +14,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
+from ccxt.base.decimal_to_precision import ROUND_UP, ROUND_DOWN
 from pandas import DataFrame
 
 from freqtrade import (DependencyException, InvalidOrderException,
@@ -824,11 +825,9 @@ def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
     """
     if not date:
         date = datetime.now(timezone.utc)
-    timeframe_secs = timeframe_to_seconds(timeframe)
-    # Get offset based on timerame_secs
-    offset = date.timestamp() % timeframe_secs
-    # Subtract seconds passed since last offset
-    new_timestamp = date.timestamp() - offset
+
+    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
+                                                  ROUND_DOWN) // 1000
     return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
 
 
@@ -839,9 +838,8 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
     :param date: date to use. Defaults to utcnow()
     :returns: date of next candle (with utc timezone)
     """
-    prevdate = timeframe_to_prev_date(timeframe, date)
-    timeframe_secs = timeframe_to_seconds(timeframe)
-
-    # Add one interval to previous candle
-    new_timestamp = prevdate.timestamp() + timeframe_secs
+    if not date:
+        date = datetime.now(timezone.utc)
+    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
+                                                  ROUND_UP) // 1000
     return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)

From 8f8acf5b06410b0c425aa6e66bb9f4de695ef320 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Aug 2019 10:43:37 +0200
Subject: [PATCH 2/3] Update ccxt to have this implemented

---
 requirements-common.txt | 2 +-
 setup.py                | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 3d80c3ef5..bd3afd8de 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.18.1068
+ccxt==1.18.1084
 SQLAlchemy==1.3.7
 python-telegram-bot==11.1.0
 arrow==0.14.5
diff --git a/setup.py b/setup.py
index 631c8b654..b48bddd56 100644
--- a/setup.py
+++ b/setup.py
@@ -45,7 +45,7 @@ setup(name='freqtrade',
       tests_require=['pytest', 'pytest-mock', 'pytest-cov'],
       install_requires=[
           # from requirements-common.txt
-          'ccxt>=1.18',
+          'ccxt>=1.18.1080',
           'SQLAlchemy',
           'python-telegram-bot',
           'arrow',
@@ -76,7 +76,7 @@ setup(name='freqtrade',
           'plot': plot,
           'all': all_extra,
           'jupyter': jupyter,
-          
+
       },
       include_package_data=True,
       zip_safe=False,

From e603cca7a590b8cd5229a0c827bf5f812eab0fbc Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Aug 2019 10:53:56 +0200
Subject: [PATCH 3/3] Testing with now() should not pass in date/time

---
 freqtrade/tests/exchange/test_exchange.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index e453b5dca..dad2d9c37 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -1604,7 +1604,7 @@ def test_timeframe_to_prev_date():
         assert timeframe_to_prev_date(interval, date) == result
 
     date = datetime.now(tz=timezone.utc)
-    assert timeframe_to_prev_date("5m", date) < date
+    assert timeframe_to_prev_date("5m") < date
 
 
 def test_timeframe_to_next_date():
@@ -1629,4 +1629,4 @@ def test_timeframe_to_next_date():
         assert timeframe_to_next_date(interval, date) == result
 
     date = datetime.now(tz=timezone.utc)
-    assert timeframe_to_next_date("5m", date) > date
+    assert timeframe_to_next_date("5m") > date