Merge pull request #3134 from freqtrade/backtesting_memory

Backtesting memory and dataframe

tests/strategy/test_interface.py

@@ -168,6 +168,19 @@ def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
     assert len(processed['UNITTEST/BTC']) == 102  # partial candle was removed
 
 
+def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None:
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+    aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
+    timerange = TimeRange.parse_timerange('1510694220-1510700340')
+    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
+                     fill_up_missing=True)
+    strategy.ohlcvdata_to_dataframe(data)
+    assert aimock.call_count == 1
+    # Ensure that a copy of the dataframe is passed to advice_indicators
+    assert aimock.call_args_list[0][0][0] is not data
+
+
 def test_min_roi_reached(default_conf, fee) -> None:
 
     # Use list to confirm sequence does not matter