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Merge pull request #5287 from GeorgeMurAlkh/develop

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Dataprovider caching and trimming of historical informative.
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Matthias 2021-07-29 20:43:40 +02:00 committed by GitHub
commit dad98d43be
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2 changed files with 21 additions and 8 deletions
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25
freqtrade/data/dataprovider.py
View File

@ -10,11 +10,12 @@ from typing import Any, Dict, List, Optional, Tuple
from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
from freqtrade.data.history import load_pair_history
from freqtrade.enums import RunMode
from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.exchange import Exchange
from freqtrade.exchange import Exchange, timeframe_to_seconds
logger = logging.getLogger(__name__)
@ -31,6 +32,7 @@ class DataProvider:
self._pairlists = pairlists
self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
self.__slice_index: Optional[int] = None
self.__cached_pairs_backtesting: Dict[PairWithTimeframe, DataFrame] = {}
def _set_dataframe_max_index(self, limit_index: int):
"""
@ -62,11 +64,22 @@ class DataProvider:
:param pair: pair to get the data for
:param timeframe: timeframe to get data for
"""
return load_pair_history(pair=pair,
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir'],
data_format=self._config.get('dataformat_ohlcv', 'json')
)
saved_pair = (pair, str(timeframe))
if saved_pair not in self.__cached_pairs_backtesting:
timerange = TimeRange.parse_timerange(None if self._config.get(
'timerange') is None else str(self._config.get('timerange')))
# Move informative start time respecting startup_candle_count
timerange.subtract_start(
timeframe_to_seconds(str(timeframe)) * self._config.get('startup_candle_count', 0)
)
self.__cached_pairs_backtesting[saved_pair] = load_pair_history(
pair=pair,
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir'],
timerange=timerange,
data_format=self._config.get('dataformat_ohlcv', 'json')
)
return self.__cached_pairs_backtesting[saved_pair].copy()
def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
"""

4
freqtrade/rpc/api_server/api_backtest.py
View File

@ -47,15 +47,15 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
not ApiServer._bt
or lastconfig.get('timeframe') != strat.timeframe
or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
or lastconfig.get('timerange') != btconfig['timerange']
):
from freqtrade.optimize.backtesting import Backtesting
ApiServer._bt = Backtesting(btconfig)
# Only reload data if timeframe or timerange changed.
# Only reload data if timeframe changed.
if (
not ApiServer._bt_data
or not ApiServer._bt_timerange
or lastconfig.get('timerange') != btconfig['timerange']
or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
or lastconfig.get('protections') != btconfig.get('protections', [])