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Convert timeframe to next date

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This commit is contained in:
Matthias 2019-08-12 16:07:19 +02:00
parent af67bbde31
commit 933a553dd4
2 changed files with 42 additions and 4 deletions
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18
freqtrade/exchange/exchange.py
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@ -6,7 +6,7 @@ import asyncio
import inspect
import logging
from copy import deepcopy
from datetime import datetime
from datetime import datetime, timezone
from math import ceil, floor
from random import randint
from typing import Any, Dict, List, Optional, Tuple
@ -781,13 +781,25 @@ def timeframe_to_seconds(ticker_interval: str) -> int:
def timeframe_to_minutes(ticker_interval: str) -> int:
"""
Same as above, but returns minutes.
Same as timeframe_to_seconds, but returns minutes.
"""
return ccxt.Exchange.parse_timeframe(ticker_interval) // 60
def timeframe_to_msecs(ticker_interval: str) -> int:
"""
Same as above, but returns milliseconds.
Same as timeframe_to_seconds, but returns milliseconds.
"""
return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000
def timeframe_to_next_date(timeframe: str, date: datetime = None):
"""
Use Timeframe and determine next candle.
"""
if not date:
date = datetime.utcnow()
timeframe_secs = timeframe_to_seconds(timeframe)
offset = date.timestamp() % timeframe_secs
new_timestamp = date.timestamp() + (timeframe_secs - offset)
return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)

28
freqtrade/tests/exchange/test_exchange.py
View File

@ -14,7 +14,9 @@ from pandas import DataFrame
from freqtrade import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Binance, Exchange, Kraken
from freqtrade.exchange.exchange import (API_RETRY_COUNT, timeframe_to_minutes,
from freqtrade.exchange.exchange import (API_RETRY_COUNT,
timeframe_to_next_date,
timeframe_to_minutes,
timeframe_to_msecs,
timeframe_to_seconds)
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
@ -1563,3 +1565,27 @@ def test_timeframe_to_msecs():
assert timeframe_to_msecs("10m") == 600000
assert timeframe_to_msecs("1h") == 3600000
assert timeframe_to_msecs("1d") == 86400000
def test_timeframe_to_next_date():
# 2019-08-12 13:22:08
date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
# 5m -> 2019-08-12 13:25:00
assert timeframe_to_next_date("5m", date) == datetime(
2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)
# 10m -> 2019-08-12 13:30:00
assert timeframe_to_next_date("10m", date) == datetime(
2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)
# 1h -> 2019-08-12 14:00:00
assert timeframe_to_next_date("1h", date) == datetime(
2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)
# 2h -> 2019-08-12 14:00:00
assert timeframe_to_next_date("2h", date) == datetime(
2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)
# 4h -> 2019-08-12 14:00:00
assert timeframe_to_next_date("4h", date) == datetime(
2019, 8, 12, 16, 00, 0, tzinfo=timezone.utc)
# 1d -> 2019-08-13 00:00:00
assert timeframe_to_next_date("1d", date) == datetime(
2019, 8, 13, 0, 0, 0, tzinfo=timezone.utc)