Cache analyzed dataframe

This commit is contained in:
Matthias
2020-06-12 14:02:21 +02:00
parent 79933060e5
commit fd97ad9b76
2 changed files with 34 additions and 10 deletions

View File

@@ -273,6 +273,7 @@ class IStrategy(ABC):
# Defs that only make change on new candle data.
dataframe = self.analyze_ticker(dataframe, metadata)
self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
self.dp._set_cached_df(pair, self.timeframe, dataframe)
else:
logger.debug("Skipping TA Analysis for already analyzed candle")
dataframe['buy'] = 0
@@ -348,13 +349,8 @@ class IStrategy(ABC):
return False, False
(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
logger.debug(
'trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'],
pair,
str(buy),
str(sell)
)
logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'], pair, str(buy), str(sell))
return buy, sell
def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,