Add check to verify that "since" is properly respected.

tests/exchange_online/test_ccxt_compat.py

@@ -12,6 +12,7 @@ import pytest
 from freqtrade.enums import CandleType
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
 from freqtrade.exchange.exchange import timeframe_to_msecs
+from freqtrade.util import dt_floor_day, dt_now, dt_ts
 from tests.exchange_online.conftest import EXCHANGE_FIXTURE_TYPE, EXCHANGES
 
 
@@ -187,6 +188,25 @@ class TestCCXTExchange:
         now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
         assert exch.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
 
+    def test_ccxt_fetch_ohlcv_startdate(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        """
+        Test that pair data starts at the provided startdate
+        """
+        exch, exchangename = exchange
+        pair = EXCHANGES[exchangename]['pair']
+        timeframe = '1d'
+
+        pair_tf = (pair, timeframe, CandleType.SPOT)
+        # last 5 days ...
+        since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=6))
+        ohlcv = exch.refresh_latest_ohlcv([pair_tf], since_ms=since_ms)
+        assert isinstance(ohlcv, dict)
+        assert len(ohlcv[pair_tf]) == len(exch.klines(pair_tf))
+        # Check if last-timeframe is within the last 2 intervals
+        now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
+        assert exch.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
+        assert exch.klines(pair_tf)['date'].astype(int).iloc[0] // 1e6 == since_ms
+
     def ccxt__async_get_candle_history(
             self, exchange, exchangename, pair, timeframe, candle_type, factor=0.9):