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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: 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. 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 To not keep testing the same candle data, which is wasteful in CPU and time
''' '''
def __init__(self, candle_row=0): def __init__(self, last_seen = {}):
self.candle_row = candle_row self.last_seen = last_seen
def get_candle_row(self): def get_last_seen(self, pair):
return self._candle_row return self.last_seen.get(pair)
def set_candle_row(self, row): def set_last_seen(self, pair, candle_date):
self._candle_row = row 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): class SignalType(Enum):
@ -90,7 +90,7 @@ class IStrategy(ABC):
def __init__(self, config: dict) -> None: def __init__(self, config: dict) -> None:
self.config = config self.config = config
self.r = CandleAnalyzed() self.candleSeen = CandleAnalyzed()
@abstractmethod @abstractmethod
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: 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. # Test if seen this pair and last candle before.
dataframe = parse_ticker_dataframe(ticker_history) dataframe = parse_ticker_dataframe(ticker_history)
last_seen = metadata['pair'] + str(dataframe.iloc[-1]['date']) pair = metadata['pair']
last_candle_processed = self.r.get_candle_row() 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. # Defs that only make change on new candle data.
logging.info("TA Analysis Launched") logging.info("TA Analysis Launched")
dataframe = self.advise_indicators(dataframe, metadata) dataframe = self.advise_indicators(dataframe, metadata)
dataframe = self.advise_buy(dataframe, metadata) dataframe = self.advise_buy(dataframe, metadata)
dataframe = self.advise_sell(dataframe, metadata) dataframe = self.advise_sell(dataframe, metadata)
self.candleSeen.set_last_seen(pair=pair, candle_date=dataframe.iloc[-1]['date'])
last_seen = metadata['pair'] + str(dataframe.iloc[-1]['date'])
self.r.set_candle_row(last_seen)
else: else:
dataframe.loc['buy'] = 0 dataframe.loc['buy'] = 0
dataframe.loc['sell'] = 0 dataframe.loc['sell'] = 0