⚡ Bolt: 5 small performance optimizations#40
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1. Optimized `_filter_whitelist_for_open_trades` in `freqtradebot.py` using set operations. 2. Optimized `order_book_to_dataframe` in `converter.py` using direct DataFrame construction. 3. Optimized `clean_ohlcv_dataframe` in `converter.py` by skipping groupby if unique. 4. Optimized `timeframe_to_prev_date` in `exchange_utils_timeframe.py` by inlining date calc. 5. Inlined `get_option` in `exchange.py` hot paths.
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- Fixed Mypy error in `freqtrade/exchange/exchange.py` by casting `FtHas` key to `str`. - Fixed backtesting regression in `clean_ohlcv_dataframe` in `freqtrade/data/converter/converter.py` by ensuring data is sorted and index reset when skipping `groupby`. - Verified fixes with `tests/optimize/test_backtesting.py` and other relevant tests.
- Fixed Mypy error in `freqtrade/exchange/exchange.py` by providing explicit default for `funding_fee_timeframe` in `_build_ohlcv_dl_jobs`. - Fixed potential KeyError in `freqtrade/exchange/exchange.py` `create_stoploss` by safely accessing `stop_price_type_value_mapping`. - Fixed schema inconsistency in `freqtrade/data/converter/converter.py` `clean_ohlcv_dataframe` by explicitly filtering columns in the optimized sort path. - Verified that `freqtrade/exchange/exchange_utils_timeframe.py` correctly handles `date=None`. - Verified changes with tests.
- Refactored `create_stoploss` in `freqtrade/exchange/exchange.py` to use a helper method `_get_stoploss_params`. - This reduces the cyclomatic complexity to pass `flake8` (C901). - All other optimizations (Mypy fixes, DataFrame column filtering) are preserved and verified.
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💡 What:
Implemented 5 small performance optimizations:
freqtradebot.py: Use set operations in_filter_whitelist_for_open_tradesto avoid redundant loops.converter.py: Optimizeorder_book_to_dataframeto avoidpd.Seriescreation overhead.converter.py: Optimizeclean_ohlcv_dataframeto skipgroupbyif data is already unique.exchange_utils_timeframe.py: Optimizetimeframe_to_prev_dateandnext_dateby inlining timestamp calculations.exchange.py: Inlineget_optioncalls in hot paths (fetch_stoploss_order, etc.) to reduce function call overhead.🎯 Why:
These functions are called frequently in hot loops (backtesting, live trading). Reducing overhead in data conversion and date manipulation improves overall bot performance and throughput.
📊 Impact:
🔬 Measurement:
tests/freqtradebot/test_freqtradebot.pytests/data/test_converter.pytests/exchange/test_exchange_utils.pytests/exchange/test_exchange.pyPR created automatically by Jules for task 7451456803140761701 started by @Corax-CoLAB