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remove data waiting, remove explicit analyzing of external df

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This commit is contained in:
Timothy Pogue
2022-08-31 10:40:26 -06:00
parent 115a901773
commit 510cf4f305
8 changed files with 182 additions and 207 deletions
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54
freqtrade/strategy/interface.py
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@@ -12,14 +12,13 @@ from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RPCMessageType, SignalDirection,
SignalTagType, SignalType, TradingMode)
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, SignalTagType,
SignalType, TradingMode)
from freqtrade.enums.runmode import RunMode
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
from freqtrade.misc import dataframe_to_json, remove_entry_exit_signals
from freqtrade.misc import remove_entry_exit_signals
from freqtrade.persistence import Order, PairLocks, Trade
from freqtrade.rpc import RPCManager
from freqtrade.strategy.hyper import HyperStrategyMixin
from freqtrade.strategy.informative_decorator import (InformativeData, PopulateIndicators,
_create_and_merge_informative_pair,
@@ -113,7 +112,6 @@ class IStrategy(ABC, HyperStrategyMixin):
# and wallets - access to the current balance.
dp: DataProvider
wallets: Optional[Wallets] = None
rpc: RPCManager
# Filled from configuration
stake_currency: str
# container variable for strategy source code
@@ -731,16 +729,8 @@ class IStrategy(ABC, HyperStrategyMixin):
candle_type = self.config.get('candle_type_def', CandleType.SPOT)
self.dp._set_cached_df(pair, self.timeframe, dataframe, candle_type=candle_type)
if not external_data:
self.rpc.send_msg(
{
'type': RPCMessageType.ANALYZED_DF,
'data': {
'key': (pair, self.timeframe, candle_type),
'value': dataframe_to_json(dataframe)
}
}
)
if populate_indicators:
self.dp.emit_df((pair, self.timeframe, candle_type), dataframe)
else:
logger.debug("Skipping TA Analysis for already analyzed candle")
@@ -763,10 +753,7 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
candle_type = self.config.get('candle_type_def', CandleType.SPOT)
if not external_data:
dataframe = self.dp.ohlcv(pair, self.timeframe, candle_type)
else:
dataframe, _ = self.dp.get_external_df(pair, self.timeframe, candle_type)
dataframe = self.dp.ohlcv(pair, self.timeframe, candle_type)
if not isinstance(dataframe, DataFrame) or dataframe.empty:
logger.warning('Empty candle (OHLCV) data for pair %s', pair)
@@ -790,38 +777,15 @@ class IStrategy(ABC, HyperStrategyMixin):
def analyze(
self,
pairs: List[str]
pairs: List[str],
external_data: bool = False
) -> None:
"""
Analyze all pairs using analyze_pair().
:param pairs: List of pairs to analyze
"""
for pair in pairs:
self.analyze_pair(pair)
def analyze_external(self, pairs: List[str], leader_pairs: List[str]) -> None:
"""
Analyze the pre-populated dataframes from the Leader
:param pairs: The active pair whitelist
:param leader_pairs: The list of pairs from the Leaders
"""
# Get the extra pairs not listed in Leader pairs, and process
# them normally.
# List order is not preserved when doing this!
# We use ^ instead of - for symmetric difference
extra_pairs = list(set(pairs) ^ set(leader_pairs))
# These would be the pairs that we have trades in, which means
# we would have to analyze them normally
# Eventually maybe request data from the Leader if we don't have it?
for pair in leader_pairs:
# Analyze the pairs, but get the dataframe from the external data
self.analyze_pair(pair, external_data=True)
for pair in extra_pairs:
self.analyze_pair(pair)
self.analyze_pair(pair, external_data)
@ staticmethod
def preserve_df(dataframe: DataFrame) -> Tuple[int, float, datetime]: