store dataframe updated as tuple

freqtrade/constants.py

@@ -336,4 +336,5 @@ CANCEL_REASON = {
 }
 
 # List of pairs with their timeframes
-ListPairsWithTimeframes = List[Tuple[str, str]]
+PairWithTimeframe = Tuple[str, str]
+ListPairsWithTimeframes = List[PairWithTimeframe]

freqtrade/data/dataprovider.py

@@ -5,12 +5,13 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
+from datetime import datetime
 from typing import Any, Dict, List, Optional, Tuple
 
 from arrow import Arrow
 from pandas import DataFrame
 
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
@@ -25,7 +26,7 @@ class DataProvider:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
-        self.__cached_pairs: Dict[Tuple(str, str), DataFrame] = {}
+        self.__cached_pairs: Dict[PairWithTimeframe, Tuple(DataFrame, datetime)] = {}
 
     def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
         """
@@ -36,10 +37,7 @@ class DataProvider:
         :param timeframe: Timeframe to get data for
         :param dataframe: analyzed dataframe
         """
-        self.__cached_pairs[(pair, timeframe)] = {
-            'data': dataframe,
-            'updated': Arrow.utcnow().datetime,
-        }
+        self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime)
 
     def refresh(self,
                 pairlist: ListPairsWithTimeframes,
@@ -104,15 +102,17 @@ class DataProvider:
             logger.warning(f"No data found for ({pair}, {timeframe}).")
         return data
 
-    def get_analyzed_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
+    def get_analyzed_dataframe(self, pair: str,
+                               timeframe: str = None) -> Tuple[DataFrame, datetime]:
         """
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
-        :return: Analyzed Dataframe for this pair
+        :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
+            combination
         """
         # TODO: check updated time and don't return outdated data.
-        if (pair, timeframe) in self._set_cached_df:
-            return self._set_cached_df[(pair, timeframe)]['data']
+        if (pair, timeframe) in self.__cached_pairs:
+            return self.__cached_pairs[(pair, timeframe)]
         else:
             # TODO: this is most likely wrong...
             raise ValueError(f"No analyzed dataframe found for ({pair}, {timeframe})")