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holds a dict of each pair last seen. 

to correctly manage the last seen of a pair.
This commit is contained in:
creslin 2018-08-03 08:33:37 +00:00
parent c38d94df2d
commit 6b3e8dcc33
1 changed files with 13 additions and 15 deletions
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28
freqtrade/strategy/interface.py
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@ -21,20 +21,20 @@ logger = logging.getLogger(__name__)
class CandleAnalyzed:
'''
Maintains candle_row, the last df ['date'], set by analyze_ticker.
Maintains dictionary of the last candle date a pair was processed with
This allows analyze_ticker to test if analysed the candle row in dataframe prior.
To not keep testing the same candle data, which is wasteful in CPU and time
'''
def __init__(self, candle_row=0):
self.candle_row = candle_row
def __init__(self, last_seen = {}):
self.last_seen = last_seen
def get_candle_row(self):
return self._candle_row
def get_last_seen(self, pair):
return self.last_seen.get(pair)
def set_candle_row(self, row):
self._candle_row = row
def set_last_seen(self, pair, candle_date):
self.last_seen[pair] = candle_date
candle_row = property(get_candle_row, set_candle_row)
candle_row = property(get_last_seen, set_last_seen)
class SignalType(Enum):
@ -90,7 +90,7 @@ class IStrategy(ABC):
def __init__(self, config: dict) -> None:
self.config = config
self.r = CandleAnalyzed()
self.candleSeen = CandleAnalyzed()
@abstractmethod
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@ -135,18 +135,16 @@ class IStrategy(ABC):
# Test if seen this pair and last candle before.
dataframe = parse_ticker_dataframe(ticker_history)
last_seen = metadata['pair'] + str(dataframe.iloc[-1]['date'])
last_candle_processed = self.r.get_candle_row()
pair = metadata['pair']
last_candle_seen = self.candleSeen.get_last_seen(pair)
if last_candle_processed != last_seen or self.config.get('ta_on_candle') is False:
if last_candle_seen != dataframe.iloc[-1]['date'] or self.config.get('ta_on_candle') is False:
# Defs that only make change on new candle data.
logging.info("TA Analysis Launched")
dataframe = self.advise_indicators(dataframe, metadata)
dataframe = self.advise_buy(dataframe, metadata)
dataframe = self.advise_sell(dataframe, metadata)
last_seen = metadata['pair'] + str(dataframe.iloc[-1]['date'])
self.r.set_candle_row(last_seen)
self.candleSeen.set_last_seen(pair=pair, candle_date=dataframe.iloc[-1]['date'])
else:
dataframe.loc['buy'] = 0
dataframe.loc['sell'] = 0