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Refactor to use a plain dict

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* check config-setting first - avoids any call to "candle_seen"
eventually
This commit is contained in:
Matthias 2018-08-09 13:02:41 +02:00
parent d1306a2177
commit 98730939d4
1 changed files with 9 additions and 23 deletions
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32
freqtrade/strategy/interface.py
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@ -19,22 +19,6 @@ from freqtrade.persistence import Trade
logger = logging.getLogger(__name__) 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): class SignalType(Enum):
""" """
Enum to distinguish between buy and sell signals Enum to distinguish between buy and sell signals
@ -86,9 +70,11 @@ class IStrategy(ABC):
# associated ticker interval # associated ticker interval
ticker_interval: str ticker_interval: str
# Dict to determine if analysis is necessary
candle_seen: Dict[str, datetime] = {}
def __init__(self, config: dict) -> None: def __init__(self, config: dict) -> None:
self.config = config self.config = config
self.candleSeen = CandleAnalyzed()
@abstractmethod @abstractmethod
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: 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. # Test if seen this pair and last candle before.
dataframe = parse_ticker_dataframe(ticker_history) dataframe = parse_ticker_dataframe(ticker_history)
pair = metadata.get('pair') pair = str(metadata.get('pair'))
last_seen = self.candleSeen.get_last_seen(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. # 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_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']) self.candle_seen[pair] = dataframe.iloc[-1]['date']
else: else:
dataframe.loc['buy'] = 0 dataframe.loc['buy'] = 0
dataframe.loc['sell'] = 0 dataframe.loc['sell'] = 0
# Other Defs in strategy that want to be called every loop here # Other Defs in strategy that want to be called every loop here
# twitter_sell = self.watch_twitter_feed(dataframe, metadata) # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
logging.info("Loop Analysis Launched") logging.debug("Loop Analysis Launched")
return dataframe return dataframe