diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 5e0837767..0f03cddb3 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -19,22 +19,6 @@ from freqtrade.persistence import Trade logger = logging.getLogger(__name__) -class CandleAnalyzed: - ''' - 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, last_seen={}): - self.last_seen = last_seen - - def get_last_seen(self, pair): - return self.last_seen.get(pair) - - def set_last_seen(self, pair, candle_date): - self.last_seen[pair] = candle_date - - class SignalType(Enum): """ Enum to distinguish between buy and sell signals @@ -86,9 +70,11 @@ class IStrategy(ABC): # associated ticker interval ticker_interval: str + # Dict to determine if analysis is necessary + candle_seen: Dict[str, datetime] = {} + def __init__(self, config: dict) -> None: self.config = config - self.candleSeen = CandleAnalyzed() @abstractmethod def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: @@ -133,23 +119,23 @@ class IStrategy(ABC): # Test if seen this pair and last candle before. dataframe = parse_ticker_dataframe(ticker_history) - pair = metadata.get('pair') - last_seen = self.candleSeen.get_last_seen(pair) + pair = str(metadata.get('pair')) - if last_seen != dataframe.iloc[-1]['date'] or self.config.get('ta_on_candle') is False: + if (not self.config.get('ta_on_candle') or + self.candle_seen.get(pair, None) != dataframe.iloc[-1]['date']): # Defs that only make change on new candle data. - logging.info("TA Analysis Launched") + logging.debug("TA Analysis Launched") dataframe = self.advise_indicators(dataframe, metadata) dataframe = self.advise_buy(dataframe, metadata) dataframe = self.advise_sell(dataframe, metadata) - self.candleSeen.set_last_seen(pair=pair, candle_date=dataframe.iloc[-1]['date']) + self.candle_seen[pair] = dataframe.iloc[-1]['date'] else: dataframe.loc['buy'] = 0 dataframe.loc['sell'] = 0 # Other Defs in strategy that want to be called every loop here # twitter_sell = self.watch_twitter_feed(dataframe, metadata) - logging.info("Loop Analysis Launched") + logging.debug("Loop Analysis Launched") return dataframe