From f705293353552e41c58f8a892c64db1c1f4f2bee Mon Sep 17 00:00:00 2001
From: George Muravei-Alkhavoi <georgezagraid@gmail.com>
Date: Mon, 19 Jul 2021 00:25:24 +0300
Subject: [PATCH]  Dataprovider caching and trimming to timerange of historical
 informative.

---
 freqtrade/data/dataprovider.py | 23 +++++++++++++++++------
 1 file changed, 17 insertions(+), 6 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 391ed4587..aa3efbd60 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -14,7 +14,8 @@ 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
+from freqtrade.configuration import TimeRange
 
 
 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 +64,20 @@ 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, 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(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:
         """