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Resolve using trades directly from trades_load when backtesting

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This commit is contained in:
Joe Schr
2024-02-12 09:29:30 +01:00
parent eaa85e8651
commit 0a4da26f2d
1 changed files with 1 additions and 2 deletions
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3
freqtrade/data/dataprovider.py
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@@ -529,8 +529,7 @@ class DataProvider:
candle_type) if candle_type != '' else self._config['candle_type_def']
data_handler = get_datahandler(
self._config['datadir'], data_format=self._config['dataformat_trades'])
ticks = data_handler.trades_load(pair)
trades_df = public_trades_to_dataframe(ticks.values.tolist(), pair=pair)
trades_df = data_handler.trades_load(pair)
return trades_df
else: