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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
View File

@@ -49,7 +49,7 @@ class DataProvider:
self._pairlists = pairlists self._pairlists = pairlists
self.__rpc = rpc self.__rpc = rpc
self.__cached_pairs: dict[PairWithTimeframe, tuple[DataFrame, datetime]] = {} 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.__slice_date: datetime | None = None
self.__cached_pairs_backtesting: dict[PairWithTimeframe, DataFrame] = {} self.__cached_pairs_backtesting: dict[PairWithTimeframe, DataFrame] = {}
@@ -69,13 +69,13 @@ class DataProvider:
self.producers = self._config.get("external_message_consumer", {}).get("producers", []) self.producers = self._config.get("external_message_consumer", {}).get("producers", [])
self.external_data_enabled = len(self.producers) > 0 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. Limit analyzed dataframe to max specified index.
Only relevant in backtesting. Only relevant in backtesting.
:param limit_index: dataframe index. :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): def _set_dataframe_max_date(self, limit_date: datetime):
""" """
@@ -393,9 +393,10 @@ class DataProvider:
df, date = self.__cached_pairs[pair_key] df, date = self.__cached_pairs[pair_key]
else: else:
df, date = self.__cached_pairs[pair_key] df, date = self.__cached_pairs[pair_key]
if self.__slice_index is not None: if (max_index := self.__slice_index.get(pair)) is not None:
max_index = self.__slice_index
df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES) : max_index] df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES) : max_index]
else:
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
return df, date return df, date
else: else:
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc)) return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
@@ -430,7 +431,7 @@ class DataProvider:
# Don't reset backtesting pairs - # Don't reset backtesting pairs -
# otherwise they're reloaded each time during hyperopt due to with analyze_per_epoch # otherwise they're reloaded each time during hyperopt due to with analyze_per_epoch
# self.__cached_pairs_backtesting = {} # self.__cached_pairs_backtesting = {}
self.__slice_index = 0 self.__slice_index = {}
# Exchange functions # Exchange functions

4
freqtrade/optimize/backtesting.py
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@@ -1552,7 +1552,9 @@ class Backtesting:
row_index += 1 row_index += 1
indexes[pair] = row_index indexes[pair] = row_index
is_last_row = current_time == end_date is_last_row = current_time == end_date
self.dataprovider._set_dataframe_max_index(self.required_startup + row_index) self.dataprovider._set_dataframe_max_index(
pair, self.required_startup + row_index
)
trade_dir = self.check_for_trade_entry(row) trade_dir = self.check_for_trade_entry(row)
pair_tradedir_cache[pair] = trade_dir pair_tradedir_cache[pair] = trade_dir

8
tests/data/test_dataprovider.py
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@@ -408,20 +408,20 @@ def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):
# Test backtest mode # Test backtest mode
default_conf["runmode"] = RunMode.BACKTEST default_conf["runmode"] = RunMode.BACKTEST
dp._set_dataframe_max_index(1) dp._set_dataframe_max_index("XRP/BTC", 1)
dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
assert len(dataframe) == 1 assert len(dataframe) == 1
dp._set_dataframe_max_index(2) dp._set_dataframe_max_index("XRP/BTC", 2)
dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
assert len(dataframe) == 2 assert len(dataframe) == 2
dp._set_dataframe_max_index(3) dp._set_dataframe_max_index("XRP/BTC", 3)
dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
assert len(dataframe) == 3 assert len(dataframe) == 3
dp._set_dataframe_max_index(500) dp._set_dataframe_max_index("XRP/BTC", 500)
dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
assert len(dataframe) == len(ohlcv_history) assert len(dataframe) == len(ohlcv_history)