Clean up.

locast/candle/candle_utility.py

@@ -161,9 +161,8 @@ def amount_of_candles_in_range(
         range_seconds = (end_date - start_date).total_seconds()
         return int(range_seconds / resolution.seconds)
 
-    # TODO: Rename this func
     @classmethod
-    def amount_of_candles_missing_inbetween(
+    def amount_missing(
         cls,
         start_date: datetime,
         end_date: datetime,

locast/candle_fetcher/dydx/candle_fetcher/dydx_candle_fetcher.py

@@ -23,14 +23,6 @@ def __init__(self, api_fetcher: DydxFetcher, log_progress: bool = False) -> None
     def exchange(self) -> Exchange:
         return self._exchange
 
-    # TODO: This function contains violation detection and reporting code, that is not covering edge cases (where a gap exists in between two batches).
-    # Also i would like to refactor that code out of here to make fetch_candles really only call violoation and logging specific code.
-    # Idea:
-    # - Run violation detection not on batch, but on candles collected so far (where batches are incrementally added to)
-    # - Problem: We run detection over the same candles many times which is more expensive and forces us to handle duplicate detections.
-    # - The simpler apporach would be, to feed overlapping portions into detection func, by not strictly passing a batch,
-    #   but rather passing a candle range reaching from previous batch end to current batch end. This way, if a gap exists inbetween batches
-    #   it would still detect it.
     async def fetch_candles(
         self,
         market: str,
@@ -163,10 +155,6 @@ def _violations_in_batch(
 
     def _count_missing(self, batch_violations: List[Tuple[Candle, Candle]]):
         return sum(
-            cu.amount_of_candles_missing_inbetween(
-                vi[0].started_at,
-                vi[1].started_at,
-                vi[0].resolution,
-            )
+            cu.amount_missing(vi[0].started_at, vi[1].started_at, vi[0].resolution)
             for vi in batch_violations
         )

locast/logging.py

@@ -32,7 +32,7 @@ def log_integrity_violations(
     detail = f"{market}, {resolution.notation}"
     print(f"{emoji} Attention: {exchange.name} delivered {n} {vi} for {detail} {emoji}")
     for v in violations:
-        n_missing = cu.amount_of_candles_missing_inbetween(
+        n_missing = cu.amount_missing(
             v[0].started_at,
             v[1].started_at,
             resolution,

notebooks/example_dydx_v3.ipynb

@@ -114,7 +114,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.11.2"
+   "version": "3.11.4"
   }
  },
  "nbformat": 4,

tests/candle/test_candle_utility.py

@@ -126,7 +126,7 @@ def test_amount_of_candles_missing_intbetween_returns_correctly(amount: int) ->
     start = candles[-1].started_at
     end = candles[0].started_at
     res = candles[0].resolution
-    missing = uc.amount_of_candles_missing_inbetween(start, end, res)
+    missing = uc.amount_missing(start, end, res)
 
     # then
     expected_missing = amount - 2