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Merge pull request #9450 from freqtrade/fix/startup-candle-count

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Bug: freqai backtesting startup_candle_count handling
This commit is contained in:
Robert Caulk
2023-12-02 21:01:11 +01:00
committed by GitHub
parent b417a0297b d52936fd42
commit 15771043f7
1 changed files with 9 additions and 2 deletions
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11
freqtrade/optimize/backtesting.py
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@@ -147,7 +147,9 @@ class Backtesting:
if self.config.get('freqai', {}).get('enabled', False): if self.config.get('freqai', {}).get('enabled', False):
# For FreqAI, increase the required_startup to includes the training data # For FreqAI, increase the required_startup to includes the training data
self.required_startup = self.dataprovider.get_required_startup(self.timeframe) self.freqai_startup_candles = self.dataprovider.get_required_startup(
self.timeframe
)
# Add maximum startup candle count to configuration for informative pairs support # Add maximum startup candle count to configuration for informative pairs support
self.config['startup_candle_count'] = self.required_startup self.config['startup_candle_count'] = self.required_startup
@@ -234,12 +236,17 @@ class Backtesting:
""" """
self.progress.init_step(BacktestState.DATALOAD, 1) self.progress.init_step(BacktestState.DATALOAD, 1)
if self.config.get('freqai', {}).get('enabled', False):
startup_candle_count = self.freqai_startup_candles
else:
startup_candle_count = self.config['startup_candle_count']
data = history.load_data( data = history.load_data(
datadir=self.config['datadir'], datadir=self.config['datadir'],
pairs=self.pairlists.whitelist, pairs=self.pairlists.whitelist,
timeframe=self.timeframe, timeframe=self.timeframe,
timerange=self.timerange, timerange=self.timerange,
startup_candles=self.config['startup_candle_count'], startup_candles=startup_candle_count,
fail_without_data=True, fail_without_data=True,
data_format=self.config['dataformat_ohlcv'], data_format=self.config['dataformat_ohlcv'],
candle_type=self.config.get('candle_type_def', CandleType.SPOT) candle_type=self.config.get('candle_type_def', CandleType.SPOT)