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fix: keep pair index per pair

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closes #11479
This commit is contained in:
Matthias
2025-03-09 15:00:13 +01:00
parent 6efe6bbfc2
commit 35cc7da9b3
3 changed files with 14 additions and 11 deletions
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13
freqtrade/data/dataprovider.py
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@@ -49,7 +49,7 @@ class DataProvider:
self._pairlists = pairlists
self.__rpc = rpc
self.__cached_pairs: dict[PairWithTimeframe, tuple[DataFrame, datetime]] = {}
self.__slice_index: int | None = None
self.__slice_index: dict[str, int] = {}
self.__slice_date: datetime | None = None
self.__cached_pairs_backtesting: dict[PairWithTimeframe, DataFrame] = {}
@@ -69,13 +69,13 @@ class DataProvider:
self.producers = self._config.get("external_message_consumer", {}).get("producers", [])
self.external_data_enabled = len(self.producers) > 0
def _set_dataframe_max_index(self, limit_index: int):
def _set_dataframe_max_index(self, pair: str, limit_index: int):
"""
Limit analyzed dataframe to max specified index.
Only relevant in backtesting.
:param limit_index: dataframe index.
"""
self.__slice_index = limit_index
self.__slice_index[pair] = limit_index
def _set_dataframe_max_date(self, limit_date: datetime):
"""
@@ -393,9 +393,10 @@ class DataProvider:
df, date = self.__cached_pairs[pair_key]
else:
df, date = self.__cached_pairs[pair_key]
if self.__slice_index is not None:
max_index = self.__slice_index
if (max_index := self.__slice_index.get(pair)) is not None:
df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES) : max_index]
else:
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
return df, date
else:
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
@@ -430,7 +431,7 @@ class DataProvider:
# Don't reset backtesting pairs -
# otherwise they're reloaded each time during hyperopt due to with analyze_per_epoch
# self.__cached_pairs_backtesting = {}
self.__slice_index = 0
self.__slice_index = {}
# Exchange functions