From ba305e93edb49defc42f9a8b01b957e33984722f Mon Sep 17 00:00:00 2001
From: Patel Kaushal <36811899+koradiyakaushal@users.noreply.github.com>
Date: Thu, 21 Apr 2022 18:35:41 +0530
Subject: [PATCH] Ref: timeseries friendly merge_ordered in
 merge_informative_pair function

---
 freqtrade/strategy/strategy_helper.py | 14 ++++++++++----
 1 file changed, 10 insertions(+), 4 deletions(-)

diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index a36cb3dbb..fef5fb812 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -56,12 +56,18 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
 
     # Combine the 2 dataframes
     # all indicators on the informative sample MUST be calculated before this point
-    dataframe = pd.merge(dataframe, informative, left_on='date',
-                         right_on=date_merge, how='left')
+    if ffill:
+        # https://pandas.pydata.org/docs/user_guide/merging.html#timeseries-friendly-merging
+        # merge_ordered - ffill method is 2.5x faster than seperate ffill()
+        dataframe = pd.merge_ordered(dataframe, informative, fill_method="ffill", left_on='date',
+                            right_on=date_merge, how='left')
+    else:
+        dataframe = pd.merge(dataframe, informative, left_on='date',
+                            right_on=date_merge, how='left')
     dataframe = dataframe.drop(date_merge, axis=1)
 
-    if ffill:
-        dataframe = dataframe.ffill()
+    # if ffill:
+    #     dataframe = dataframe.ffill()
 
     return dataframe