From 3535aa7724c4a202007841a1efa18c70fe728ab5 Mon Sep 17 00:00:00 2001
From: Timothy Pogue <me@pogue.dev>
Date: Tue, 6 Sep 2022 12:12:05 -0600
Subject: [PATCH] add last_analyzed to emitted dataframe

---
 freqtrade/data/dataprovider.py             | 10 ++++++++--
 freqtrade/rpc/external_message_consumer.py | 21 +++++++++++++--------
 freqtrade/rpc/rpc.py                       |  3 ++-
 3 files changed, 23 insertions(+), 11 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 76e184296..44296ab40 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -121,7 +121,7 @@ class DataProvider:
                     'type': RPCMessageType.ANALYZED_DF,
                     'data': {
                         'key': pair_key,
-                        'value': dataframe
+                        'value': (dataframe, datetime.now(timezone.utc))
                     }
                 }
             )
@@ -130,6 +130,7 @@ class DataProvider:
         self,
         pair: str,
         dataframe: DataFrame,
+        last_analyzed: Optional[str] = None,
         timeframe: Optional[str] = None,
         candle_type: Optional[CandleType] = None,
         producer_name: str = "default"
@@ -149,7 +150,12 @@ class DataProvider:
         if producer_name not in self.__producer_pairs_df:
             self.__producer_pairs_df[producer_name] = {}
 
-        self.__producer_pairs_df[producer_name][pair_key] = (dataframe, datetime.now(timezone.utc))
+        if not last_analyzed:
+            _last_analyzed = datetime.now(timezone.utc)
+        else:
+            _last_analyzed = datetime.fromisoformat(last_analyzed)
+
+        self.__producer_pairs_df[producer_name][pair_key] = (dataframe, _last_analyzed)
         logger.debug(f"External DataFrame for {pair_key} from {producer_name} added.")
 
     def get_external_df(
diff --git a/freqtrade/rpc/external_message_consumer.py b/freqtrade/rpc/external_message_consumer.py
index f0b177647..28628c1f6 100644
--- a/freqtrade/rpc/external_message_consumer.py
+++ b/freqtrade/rpc/external_message_consumer.py
@@ -10,7 +10,6 @@ import socket
 from threading import Thread
 from typing import Any, Dict, List, Optional
 
-import pandas
 import websockets
 
 from freqtrade.data.dataprovider import DataProvider
@@ -225,9 +224,12 @@ class ExternalMessageConsumer:
                     timeout=self.reply_timeout
                 )
 
-                async with lock:
-                    # Handle the message
-                    self.handle_producer_message(producer, message)
+                try:
+                    async with lock:
+                        # Handle the message
+                        self.handle_producer_message(producer, message)
+                except Exception as e:
+                    logger.exception(f"Error handling producer message: {e}")
 
             except (asyncio.TimeoutError, websockets.exceptions.ConnectionClosed):
                 # We haven't received data yet. Check the connection and continue.
@@ -300,17 +302,20 @@ class ExternalMessageConsumer:
 
         key, value = message_data.get('key'), message_data.get('value')
 
-        if key and isinstance(value, pandas.DataFrame):
+        if key and value:
             pair, timeframe, candle_type = key
-            dataframe = value
+            dataframe, last_analyzed = value
 
             # If set, remove the Entry and Exit signals from the Producer
             if self._emc_config.get('remove_entry_exit_signals', False):
                 dataframe = remove_entry_exit_signals(dataframe)
 
             # Add the dataframe to the dataprovider
-            self._dp._add_external_df(pair, dataframe, timeframe,
-                                      candle_type, producer_name=producer_name)
+            self._dp._add_external_df(pair, dataframe,
+                                      last_analyzed=last_analyzed,
+                                      timeframe=timeframe,
+                                      candle_type=candle_type,
+                                      producer_name=producer_name)
 
             logger.debug(
                 f"Consumed message from {producer_name} of type RPCMessageType.ANALYZED_DF")
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 3757c58c2..98dad278f 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -1064,7 +1064,8 @@ class RPC:
 
         for pair in pairlist:
             dataframe, last_analyzed = self.__rpc_analysed_dataframe_raw(pair, timeframe, limit)
-            _data[pair] = {"key": (pair, timeframe, candle_type), "value": dataframe}
+            _data[pair] = {"key": (pair, timeframe, candle_type),
+                           "value": (dataframe, last_analyzed)}
 
         return _data