feat: cancel uncompleted tasks before return

freqtrade/exchange/binance_public_data.py

@@ -126,10 +126,12 @@ async def _fetch_ohlcv(
     async with aiohttp.ClientSession(connector=connector, trust_env=True) as session:
         # the HTTP connections has been throttled by TCPConnector
         for dates in chunks(list(date_range(start, end)), 1000):
-            results = await asyncio.gather(
-                *(get_daily_ohlcv(asset_type, symbol, timeframe, date, session) for date in dates)
-            )
-            for result in results:
+            tasks = [
+                asyncio.create_task(get_daily_ohlcv(asset_type, symbol, timeframe, date, session))
+                for date in dates
+            ]
+            for task in tasks:
+                result = await task
                 current_day += 1
                 if isinstance(result, Http404):
                     if stop_on_404:
@@ -152,20 +154,29 @@ async def _fetch_ohlcv(
                                 f"data missing: {result.url}, fall back to rest API for the "
                                 "remaining data download, this can take more time."
                             )
-
-                        logger.debug("Abort downloading from data.binance.vision due to 404")
+                        await cancel_uncompleted_tasks(tasks)
                         return concat(dfs)
                     else:
                         dfs.append(None)
                 elif isinstance(result, BaseException):
                     logger.warning(f"An exception raised: : {result}")
                     # Directly return the existing data, do not allow the gap within the data
+                    await cancel_uncompleted_tasks(tasks)
                     return concat(dfs)
                 else:
                     dfs.append(result)
     return concat(dfs)
 
 
+async def cancel_uncompleted_tasks(tasks):
+    logger.debug("Try to cancel uncompleted download tasks.")
+    uncompleted_tasks = [task for task in tasks if not task.done()]
+    for task in uncompleted_tasks:
+        task.cancel()
+    await asyncio.gather(*uncompleted_tasks)
+    logger.debug("All uncompleted download tasks were successfully cancelled.")
+
+
 def date_range(start: datetime.date, end: datetime.date):
     date = start
     while date <= end:
@@ -253,10 +264,12 @@ async def get_daily_ohlcv(
                             df["date"] = pd.to_datetime(df["date"], unit="ms", utc=True)
                             return df
                 elif resp.status == 404:
-                    logger.debug(f"No data available for {symbol} in {format_date(date)}")
+                    logger.debug(f"Failed to download {url}")
                     raise Http404(f"404: {url}", date, url)
                 else:
                     raise BadHttpStatus(f"{resp.status} - {resp.reason}")
+        except asyncio.CancelledError as e:
+            return e
         except Exception as e:
             if isinstance(e, Http404):
                 return e