Implement trades_remove_dulicates

freqtrade/data/converter.py

@@ -1,15 +1,17 @@
 """
 Functions to convert data from one format to another
 """
+import itertools
 import logging
 from datetime import datetime, timezone
+from operator import itemgetter
 from typing import Any, Dict, List
 
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS
-
+from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS,
+                                 DEFAULT_TRADES_COLUMNS)
 
 logger = logging.getLogger(__name__)
 
@@ -155,6 +157,17 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     return frame
 
 
+def trades_remove_duplicates(trades: List[List]) -> List[List]:
+    """
+    Removes duplicates from the trades list.
+    Uses itertools.groupby to avoid converting to pandas.
+    Tests show it as being pretty efficient on lists of 4M Lists.
+    :param trades: List of Lists with constants.DEFAULT_TRADES_COLUMNS as columns
+    :return: same format as above, but with duplicates removed
+    """
+    return [i for i, _ in itertools.groupby(sorted(trades, key=itemgetter(0)))]
+
+
 def trades_dict_to_list(trades: List[Dict]) -> List[List]:
     """
     Convert fetch_trades result into a List (to be more memory efficient).

tests/data/test_converter.py

@@ -6,7 +6,7 @@ from freqtrade.data.converter import (convert_ohlcv_format,
                                       convert_trades_format,
                                       ohlcv_fill_up_missing_data,
                                       ohlcv_to_dataframe, trades_dict_to_list,
-                                      trim_dataframe)
+                                      trades_remove_duplicates, trim_dataframe)
 from freqtrade.data.history import (get_timerange, load_data,
                                     load_pair_history, validate_backtest_data)
 from tests.conftest import log_has
@@ -195,7 +195,16 @@ def test_trim_dataframe(testdatadir) -> None:
     assert all(data_modify.iloc[0] == data.iloc[25])
 
 
-def test_trades_dict_to_list(mocker, fetch_trades_result):
+def test_trades_remove_duplicates(trades_history):
+    trades_history1 = trades_history * 3
+    assert len(trades_history1) == len(trades_history) * 3
+    res = trades_remove_duplicates(trades_history1)
+    assert len(res) == len(trades_history)
+    for i, t in enumerate(res):
+        assert t == trades_history[i]
+
+
+def test_trades_dict_to_list(fetch_trades_result):
     res = trades_dict_to_list(fetch_trades_result)
     assert isinstance(res, list)
     assert isinstance(res[0], list)