avoid redundant indicator population for corr_pair list

freqtrade/freqai/data_kitchen.py

@@ -1126,6 +1126,49 @@ class FreqaiDataKitchen:
             if pair not in self.all_pairs:
                 self.all_pairs.append(pair)
 
+    def extract_corr_pair_columns_from_populated_indicators(
+        self,
+        dataframe: DataFrame
+    ) -> Dict[str, DataFrame]:
+        """
+        Find the columns of the dataframe corresponding to the corr_pairlist, save them
+        in a dictionary to be reused and attached to other pairs.
+        :params:
+        :dataframe: fully populated dataframe (current pair + corr_pairs)
+        :return:
+        :corr_dataframes: dictionary of dataframes to be attached to other pairs in same candle.
+        """
+        corr_dataframes: Dict[str, DataFrame] = {}
+        pairs = self.freqai_config["feature_parameters"].get("include_corr_pairlist", [])
+
+        for pair in pairs:
+            coin = pair.split('/')[0]
+            pair_cols = [col for col in dataframe.columns if coin in col]
+            corr_dataframes[pair] = dataframe.filter(pair_cols, axis=1)
+
+        return corr_dataframes
+
+    def attach_corr_pair_columns(self, dataframe: DataFrame,
+                                 corr_dataframes: Dict[str, DataFrame],
+                                 current_pair: str) -> DataFrame:
+        """
+        Attach the existing corr_pair dataframes to the current pair dataframe before training
+        :params:
+        :dataframe: current pair strategy dataframe, indicators populated already
+        :corr_dataframes: dictionary of saved dataframes from earlier in the same candle
+        :current_pair: current pair to which we will attach corr pair dataframe
+        :return:
+        :dataframe: current pair dataframe of populated indicators, concatenated with corr_pairs
+                    ready for training
+        """
+        pairs = self.freqai_config["feature_parameters"].get("include_corr_pairlist", [])
+
+        for pair in pairs:
+            if current_pair not in pair:
+                dataframe = pd.concat([dataframe, corr_dataframes[pair]], axis=1)
+
+        return dataframe
+
     def use_strategy_to_populate_indicators(
         self,
         strategy: IStrategy,
@@ -1133,6 +1176,7 @@ class FreqaiDataKitchen:
         base_dataframes: dict = {},
         pair: str = "",
         prediction_dataframe: DataFrame = pd.DataFrame(),
+        do_corr_pairs: bool = True,
     ) -> DataFrame:
         """
         Use the user defined strategy for populating indicators during retrain
@@ -1173,10 +1217,13 @@ class FreqaiDataKitchen:
                 informative=base_dataframes[tf],
                 set_generalized_indicators=sgi
             )
-            if pairs:
-                for i in pairs:
-                    if pair in i:
-                        continue  # dont repeat anything from whitelist
+
+        # ensure corr pairs are always last
+        for i in pairs:
+            if pair in i:
+                continue  # dont repeat anything from whitelist
+            for tf in tfs:
+                if pairs and do_corr_pairs:
                     dataframe = strategy.populate_any_indicators(
                         i,
                         dataframe.copy(),