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refactor: _if_enabled_populate_trades may mutate the dataframe

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Matthias
2025-04-08 19:33:50 +02:00
parent 2d194995bc
commit 6b41594c53
1 changed files with 5 additions and 4 deletions
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freqtrade/strategy/interface.py
+5 -4
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@@ -1700,12 +1700,12 @@ class IStrategy(ABC, HyperStrategyMixin):
dataframe = self.advise_exit(dataframe, metadata) dataframe = self.advise_exit(dataframe, metadata)
return dataframe return dataframe
def _if_enabled_populate_trades(self, dataframe: DataFrame, metadata: dict): def _if_enabled_populate_trades(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
use_public_trades = self.config.get("exchange", {}).get("use_public_trades", False) use_public_trades = self.config.get("exchange", {}).get("use_public_trades", False)
if use_public_trades: if use_public_trades:
trades = self.dp.trades(pair=metadata["pair"], copy=False)
pair = metadata["pair"] pair = metadata["pair"]
trades = self.dp.trades(pair=pair, copy=False)
# TODO: slice trades to size of dataframe for faster backtesting # TODO: slice trades to size of dataframe for faster backtesting
cached_grouped_trades: DataFrame | None = self._cached_grouped_trades_per_pair.get(pair) cached_grouped_trades: DataFrame | None = self._cached_grouped_trades_per_pair.get(pair)
dataframe, cached_grouped_trades = populate_dataframe_with_trades( dataframe, cached_grouped_trades = populate_dataframe_with_trades(
@@ -1718,6 +1718,7 @@ class IStrategy(ABC, HyperStrategyMixin):
self._cached_grouped_trades_per_pair[pair] = cached_grouped_trades self._cached_grouped_trades_per_pair[pair] = cached_grouped_trades
logger.debug("Populated dataframe with trades.") logger.debug("Populated dataframe with trades.")
return dataframe
def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
""" """
@@ -1735,7 +1736,7 @@ class IStrategy(ABC, HyperStrategyMixin):
self, dataframe, metadata, inf_data, populate_fn self, dataframe, metadata, inf_data, populate_fn
) )
self._if_enabled_populate_trades(dataframe, metadata) dataframe = self._if_enabled_populate_trades(dataframe, metadata)
dataframe = self.populate_indicators(dataframe, metadata) dataframe = self.populate_indicators(dataframe, metadata)
if self.config.get("reduce_df_footprint", False) and self.config.get("runmode") not in [ if self.config.get("reduce_df_footprint", False) and self.config.get("runmode") not in [
RunMode.DRY_RUN, RunMode.DRY_RUN,