adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #5287 from GeorgeMurAlkh/develop

Browse Source 
Dataprovider caching and trimming of historical informative.
This commit is contained in:
Matthias 2021-07-29 20:43:40 +02:00 committed by GitHub
commit dad98d43be
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 21 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

25
freqtrade/data/dataprovider.py
View File

@ -10,11 +10,12 @@ from typing import Any, Dict, List, Optional, Tuple
from pandas import DataFrame from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
from freqtrade.data.history import load_pair_history from freqtrade.data.history import load_pair_history
from freqtrade.enums import RunMode from freqtrade.enums import RunMode
from freqtrade.exceptions import ExchangeError, OperationalException from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.exchange import Exchange from freqtrade.exchange import Exchange, timeframe_to_seconds
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -31,6 +32,7 @@ class DataProvider:
self._pairlists = pairlists self._pairlists = pairlists
self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {} self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
self.__slice_index: Optional[int] = None self.__slice_index: Optional[int] = None
self.__cached_pairs_backtesting: Dict[PairWithTimeframe, DataFrame] = {}
def _set_dataframe_max_index(self, limit_index: int): def _set_dataframe_max_index(self, limit_index: int):
""" """
@ -62,11 +64,22 @@ class DataProvider:
:param pair: pair to get the data for :param pair: pair to get the data for
:param timeframe: timeframe to get data for :param timeframe: timeframe to get data for
""" """
return load_pair_history(pair=pair, saved_pair = (pair, str(timeframe))
timeframe=timeframe or self._config['timeframe'], if saved_pair not in self.__cached_pairs_backtesting:
datadir=self._config['datadir'], timerange = TimeRange.parse_timerange(None if self._config.get(
data_format=self._config.get('dataformat_ohlcv', 'json') '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: 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 not ApiServer._bt
or lastconfig.get('timeframe') != strat.timeframe or lastconfig.get('timeframe') != strat.timeframe
or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0) or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
or lastconfig.get('timerange') != btconfig['timerange']
): ):
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
ApiServer._bt = Backtesting(btconfig) ApiServer._bt = Backtesting(btconfig)
# Only reload data if timeframe or timerange changed. # Only reload data if timeframe changed.
if ( if (
not ApiServer._bt_data not ApiServer._bt_data
or not ApiServer._bt_timerange or not ApiServer._bt_timerange
or lastconfig.get('timerange') != btconfig['timerange']
or lastconfig.get('stake_amount') != btconfig.get('stake_amount') or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
or lastconfig.get('enable_protections') != btconfig.get('enable_protections') or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
or lastconfig.get('protections') != btconfig.get('protections', []) or lastconfig.get('protections') != btconfig.get('protections', [])