Properly cache pair dataframe in backtesting (without startup-range).

freqtrade/optimize/backtesting.py

@@ -240,6 +240,9 @@ class Backtesting:
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
+            # Update dataprovider cache
+            self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
+
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
             data[pair] = df_analyzed.values.tolist()
@@ -434,10 +437,6 @@ class Backtesting:
         trades: List[LocalTrade] = []
         self.prepare_backtest(enable_protections)
 
-        # Update dataprovider cache
-        for pair, dataframe in processed.items():
-            self.dataprovider._set_cached_df(pair, self.timeframe, dataframe)
-
         # Use dict of lists with data for performance
         # (looping lists is a lot faster than pandas DataFrames)
         data: Dict = self._get_ohlcv_as_lists(processed)