Add Guard Clause

src/dali/abstract_ccxt_pair_converter_plugin.py

@@ -247,6 +247,7 @@
 DAYS_IN_WEEK: int = 7
 MANY_YEARS_IN_THE_FUTURE: relativedelta = relativedelta(years=100)
 
+
 class AssetPairAndHistoricalPrice(NamedTuple):
     from_asset: str
     to_asset: str
@@ -513,6 +514,18 @@ def find_historical_bar(self, from_asset: str, to_asset: str, timestamp: datetim
     def find_historical_bars(
         self, from_asset: str, to_asset: str, timestamp: datetime, exchange: str, all_bars: bool = False, timespan: str = _MINUTE
     ) -> Optional[List[HistoricalBar]]:
+
+        # Guard clause to pull from cache
+        if all_bars:
+            cached_bundle = self._get_bundle_from_cache(AssetPairAndTimestamp(timestamp, from_asset, to_asset, exchange))
+            if cached_bundle:
+                # If the last bar in the bundle is within the last week, return the bundle
+                if (datetime.now(timezone.utc) - cached_bundle[-1].timestamp).total_seconds() <= _TIME_GRANULARITY_STRING_TO_SECONDS[_ONE_WEEK]:
+                    return cached_bundle
+                # If the last bar in the bundle is older than a week, we need to start from the next millisecond
+                # We will pull the rest later and add to this bundle
+                timestamp = cached_bundle[-1].timestamp + timedelta(milliseconds=1)
+
         # Stage 1 Initialization
         result: List[HistoricalBar] = []
         self.__transaction_count += 1
@@ -561,18 +574,6 @@ def find_historical_bars(
 
         within_last_week: bool = False
 
-        # Get bundles of bars if they exist, saving us from making a call to the API
-        if all_bars:
-            cached_bundle: Optional[List[HistoricalBar]] = self._get_bundle_from_cache(AssetPairAndTimestamp(timestamp, from_asset, to_asset, exchange))
-            if cached_bundle:
-                result.extend(cached_bundle)
-                timestamp = cached_bundle[-1].timestamp + timedelta(milliseconds=1)
-                ms_timestamp = int(timestamp.timestamp() * _MS_IN_SECOND)
-
-            # If the bundle of bars is within the last week, we don't need to pull new optimization data.
-            if result and (datetime.now(timezone.utc) - result[-1].timestamp).total_seconds() > _TIME_GRANULARITY_STRING_TO_SECONDS[_ONE_WEEK]:
-                within_last_week = True
-
         while (retry_count < len(_TIME_GRANULARITY_DICT.get(exchange, _TIME_GRANULARITY))) and not within_last_week:
             timeframe: str = _TIME_GRANULARITY_DICT.get(exchange, _TIME_GRANULARITY)[retry_count]
             request_count: int = 0
@@ -713,6 +714,8 @@ def find_historical_bars(
                         )
                     )
             elif all_bars:
+                if cached_bundle:
+                    result = cached_bundle + result
                 self._add_bundle_to_cache(AssetPairAndTimestamp(timestamp, from_asset, to_asset, exchange), result)
                 break  # If historical_data is empty we have hit the end of records and need to return
             else:
@@ -726,20 +729,14 @@ def find_historical_bars(
     def _initialize_retry_count(self, exchange: str, timespan: str) -> int:
         if timespan not in _TIME_GRANULARITY_SET:
             raise RP2ValueError(f"Internal error: Invalid time span '{timespan}' passed to find_historical_bars.")
-
-        granularity = (
-            _TIME_GRANULARITY_DICT[exchange]
-            if exchange in _NONSTANDARD_GRANULARITY_EXCHANGE_SET
-            else _TIME_GRANULARITY
-        )
+
+        granularity = _TIME_GRANULARITY_DICT[exchange] if exchange in _NONSTANDARD_GRANULARITY_EXCHANGE_SET else _TIME_GRANULARITY
 
         if timespan not in granularity:
-            raise RP2ValueError(
-                f"Internal error: Time span '{timespan}' is not valid for exchange '{exchange}'."
-            )
+            raise RP2ValueError(f"Internal error: Time span '{timespan}' is not valid for exchange '{exchange}'.")
 
         return granularity.index(timespan)
-    
+
     def _add_alternative_markets(self, graph: MappedGraph[str], current_markets: Dict[str, List[str]]) -> None:
         for base_asset, quote_asset in _ALT_MARKET_BY_BASE_DICT.items():
             alt_market = base_asset + quote_asset