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Cache dataframe before cutting the first candle

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This allows providing the "current closed" candle in all cases.
This commit is contained in:
Matthias
2021-08-10 07:09:38 +02:00
parent cf27968b97
commit 3f160c7144
2 changed files with 7 additions and 7 deletions
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6
freqtrade/optimize/backtesting.py
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@@ -246,11 +246,11 @@ class Backtesting:
if has_buy_tag:
df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
# Update dataprovider cache
self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
df_analyzed = df_analyzed.drop(df_analyzed.head(1).index)
# Convert from Pandas to list for performance reasons
# (Looping Pandas is slow.)
data[pair] = df_analyzed[headers].values.tolist()
@@ -478,9 +478,9 @@ class Backtesting:
if row[DATE_IDX] > tmp:
continue
self.dataprovider._set_dataframe_max_index(row_index)
row_index += 1
indexes[pair] = row_index
self.dataprovider._set_dataframe_max_index(row_index)
# without positionstacking, we can only have one open trade per pair.
# max_open_trades must be respected