diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 6741e0605..45df778cd 100644 --- a/freqtrade/constants.py +++ b/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] diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 8dc53b034..d93b77121 100644 --- a/freqtrade/data/dataprovider.py +++ b/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lastrefreshed) for the requested pair / timeframe + combination """ # TODO: check updated time and don't return outdated data.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})")