merging develop into async. requirement.txt conflict resolved

freqtrade/constants.py

@@ -53,6 +53,7 @@ CONF_SCHEMA = {
         },
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
         'dry_run': {'type': 'boolean'},
+        'process_only_new_candles': {'type': 'boolean'},
         'minimal_roi': {
             'type': 'object',
             'patternProperties': {

freqtrade/strategy/interface.py

@@ -70,8 +70,15 @@ class IStrategy(ABC):
     # associated ticker interval
     ticker_interval: str
 
+    # run "populate_indicators" only for new candle
+    process_only_new_candles: bool = False
+
+    # Dict to determine if analysis is necessary
+    _last_candle_seen_per_pair: Dict[str, datetime] = {}
+
     def __init__(self, config: dict) -> None:
         self.config = config
+        self._last_candle_seen_per_pair = {}
 
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -112,10 +119,30 @@ class IStrategy(ABC):
         add several TA indicators and buy signal to it
         :return DataFrame with ticker data and indicator data
         """
+
         dataframe = parse_ticker_dataframe(ticker_history)
-        dataframe = self.advise_indicators(dataframe, metadata)
-        dataframe = self.advise_buy(dataframe, metadata)
-        dataframe = self.advise_sell(dataframe, metadata)
+
+        pair = str(metadata.get('pair'))
+
+        # Test if seen this pair and last candle before.
+        # always run if process_only_new_candles is set to true
+        if (not self.process_only_new_candles or
+                self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
+            # Defs that only make change on new candle data.
+            logging.debug("TA Analysis Launched")
+            dataframe = self.advise_indicators(dataframe, metadata)
+            dataframe = self.advise_buy(dataframe, metadata)
+            dataframe = self.advise_sell(dataframe, metadata)
+            self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
+        else:
+            logging.debug("Skippinig TA Analysis for already analyzed candle")
+            dataframe['buy'] = 0
+            dataframe['sell'] = 0
+
+        # Other Defs in strategy that want to be called every loop here
+        # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
+        logging.debug("Loop Analysis Launched")
+
         return dataframe
 
     def get_signal(self, pair: str, interval: str,

freqtrade/strategy/resolver.py

@@ -66,6 +66,15 @@ class StrategyResolver(object):
         else:
             config['ticker_interval'] = self.strategy.ticker_interval
 
+        if 'process_only_new_candles' in config:
+            self.strategy.process_only_new_candles = config['process_only_new_candles']
+            logger.info(
+                "Override process_only_new_candles 'process_only_new_candles' "
+                "with value in config file: %s.", config['process_only_new_candles']
+            )
+        else:
+            config['process_only_new_candles'] = self.strategy.process_only_new_candles
+
         # Sort and apply type conversions
         self.strategy.minimal_roi = OrderedDict(sorted(
             {int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),

freqtrade/tests/strategy/test_interface.py

@@ -128,3 +128,75 @@ def test_min_roi_reached(default_conf, fee) -> None:
 
     assert not strategy.min_roi_reached(trade, -0.01, arrow.utcnow().shift(minutes=-1).datetime)
     assert strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-1).datetime)
+
+
+def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    ind_mock = MagicMock(side_effect=lambda x, meta: x)
+    buy_mock = MagicMock(side_effect=lambda x, meta: x)
+    sell_mock = MagicMock(side_effect=lambda x, meta: x)
+    mocker.patch.multiple(
+        'freqtrade.strategy.interface.IStrategy',
+        advise_indicators=ind_mock,
+        advise_buy=buy_mock,
+        advise_sell=sell_mock,
+
+    )
+    strategy = DefaultStrategy({})
+    strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    assert ind_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert buy_mock.call_count == 1
+
+    assert log_has('TA Analysis Launched', caplog.record_tuples)
+    assert not log_has('Skippinig TA Analysis for already analyzed candle',
+                       caplog.record_tuples)
+    caplog.clear()
+
+    strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    # No analysis happens as process_only_new_candles is true
+    assert ind_mock.call_count == 2
+    assert buy_mock.call_count == 2
+    assert buy_mock.call_count == 2
+    assert log_has('TA Analysis Launched', caplog.record_tuples)
+    assert not log_has('Skippinig TA Analysis for already analyzed candle',
+                       caplog.record_tuples)
+
+
+def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    ind_mock = MagicMock(side_effect=lambda x, meta: x)
+    buy_mock = MagicMock(side_effect=lambda x, meta: x)
+    sell_mock = MagicMock(side_effect=lambda x, meta: x)
+    mocker.patch.multiple(
+        'freqtrade.strategy.interface.IStrategy',
+        advise_indicators=ind_mock,
+        advise_buy=buy_mock,
+        advise_sell=sell_mock,
+
+    )
+    strategy = DefaultStrategy({})
+    strategy.process_only_new_candles = True
+
+    ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    assert ind_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert log_has('TA Analysis Launched', caplog.record_tuples)
+    assert not log_has('Skippinig TA Analysis for already analyzed candle',
+                       caplog.record_tuples)
+    caplog.clear()
+
+    ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    # No analysis happens as process_only_new_candles is true
+    assert ind_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    # only skipped analyze adds buy and sell columns, otherwise it's all mocked
+    assert 'buy' in ret
+    assert 'sell' in ret
+    assert ret['buy'].sum() == 0
+    assert ret['sell'].sum() == 0
+    assert not log_has('TA Analysis Launched', caplog.record_tuples)
+    assert log_has('Skippinig TA Analysis for already analyzed candle',
+                   caplog.record_tuples)

freqtrade/tests/strategy/test_strategy.py

@@ -165,6 +165,23 @@ def test_strategy_override_ticker_interval(caplog):
             ) in caplog.record_tuples
 
 
+def test_strategy_override_process_only_new_candles(caplog):
+    caplog.set_level(logging.INFO)
+
+    config = {
+        'strategy': 'DefaultStrategy',
+        'process_only_new_candles': True
+    }
+    resolver = StrategyResolver(config)
+
+    assert resolver.strategy.process_only_new_candles
+    assert ('freqtrade.strategy.resolver',
+            logging.INFO,
+            "Override process_only_new_candles 'process_only_new_candles' "
+            "with value in config file: True."
+            ) in caplog.record_tuples
+
+
 def test_deprecate_populate_indicators(result):
     default_location = path.join(path.dirname(path.realpath(__file__)))
     resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',