From 79b5125a3bb7b01d51b27e43fb2c49d2b10fce9b Mon Sep 17 00:00:00 2001
From: creslin <creslin@gmail.com>
Date: Thu, 2 Aug 2018 12:04:13 +0000
Subject: [PATCH] Do not run indicators on candle rows already processed.

track the last candle processed by indicators and buy/sell logic
do not pass to them for expensive processing if already processed.

current flow is we throw away incomplete candle and then pass the
same dataframe to be analysed for any change

This change will reduce CPU on host system between candles as opposed to
constantly burning a loop

it will also allow faster loop processing.
---
 freqtrade/strategy/interface.py | 38 ++++++++++++++++++++++++++++++---
 1 file changed, 35 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index dfd624393..50be4c16b 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -19,6 +19,23 @@ from freqtrade.persistence import Trade
 logger = logging.getLogger(__name__)
 
 
+class candle_analyzed:
+    '''
+    Maintains candle_row, an int set by analyze_ticker
+    this allows analyze_ticker to not keep testing the same candle data
+    which is wastful in CPU and time
+    '''
+    def __init__(self, candle_row = 0):
+        self.candle_row = candle_row
+
+    def get_candle_row(self):
+        return self._candle_row
+
+    def set_candle_row(self, row):
+        self._candle_row = row
+
+    candle_row = property(get_candle_row, set_candle_row)
+
 class SignalType(Enum):
     """
     Enum to distinguish between buy and sell signals
@@ -72,6 +89,7 @@ class IStrategy(ABC):
 
     def __init__(self, config: dict) -> None:
         self.config = config
+        self.r = candle_analyzed()
 
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -112,10 +130,24 @@ class IStrategy(ABC):
         add several TA indicators and buy signal to it
         :return DataFrame with ticker data and indicator data
         """
+
+        # Get last candle processed and ln of Dataframe
+        last_candle_processed = self.r.get_candle_row()
         dataframe = parse_ticker_dataframe(ticker_history)
-        dataframe = self.advise_indicators(dataframe, metadata)
-        dataframe = self.advise_buy(dataframe, metadata)
-        dataframe = self.advise_sell(dataframe, metadata)
+
+        if last_candle_processed != len(dataframe.index):
+            # Defs that only make change on new candle data here
+            dataframe = self.advise_indicators(dataframe, metadata)
+            dataframe = self.advise_buy(dataframe, metadata)
+            dataframe = self.advise_sell(dataframe, metadata)
+            self.r.set_candle_row(len(dataframe.index))
+        else:
+            dataframe.loc['buy'] = 0
+            dataframe.loc['sell'] = 0
+
+        ## Other Defs that want to see and run every ticker here:
+        # example = self.watch_ticker(do something)
+
         return dataframe
 
     def get_signal(self, pair: str, interval: str, ticker_hist: List[Dict]) -> Tuple[bool, bool]: