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[SQUASH] Fix informatives for each pair not being created because dataprovider was not available.

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Fix not being able to have informative dataframe of a pair in whitelist.
This commit is contained in:
Rokas Kupstys
2021-09-07 15:40:53 +03:00
parent f2a1d9d2fc
commit dfa61b7ad2
7 changed files with 47 additions and 33 deletions
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38
freqtrade/strategy/interface.py
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@@ -137,9 +137,13 @@ class IStrategy(ABC, HyperStrategyMixin):
self._last_candle_seen_per_pair: Dict[str, datetime] = {}
super().__init__(config)
def _initialize(self):
"""
Late initialization tasks, which may depend on availability of dataprovider/wallets/etc.
"""
# Gather informative pairs from @informative-decorated methods.
self._ft_informative: Dict[
Tuple[str, str], Tuple[InformativeData, PopulateIndicators]] = {}
Tuple[str, str], List[Tuple[InformativeData, PopulateIndicators]]] = {}
for attr_name in dir(self.__class__):
cls_method = getattr(self.__class__, attr_name)
if not callable(cls_method):
@@ -158,16 +162,19 @@ class IStrategy(ABC, HyperStrategyMixin):
'strategy timeframe!')
if asset:
pair = _format_pair_name(self.config, asset)
if (pair, timeframe) in self._ft_informative:
raise OperationalException(f'Informative pair {pair} {timeframe} can not '
f'be defined more than once!')
self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
elif self.dp is not None:
try:
self._ft_informative[(pair, timeframe)].append(
(informative_data, cls_method))
except KeyError:
self._ft_informative[(pair, timeframe)] = [(informative_data, cls_method)]
else:
for pair in self.dp.current_whitelist():
if (pair, timeframe) in self._ft_informative:
raise OperationalException(f'Informative pair {pair} {timeframe} can '
f'not be defined more than once!')
self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
try:
self._ft_informative[(pair, timeframe)].append(
(informative_data, cls_method))
except KeyError:
self._ft_informative[(pair, timeframe)] = \
[(informative_data, cls_method)]
@abstractmethod
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -838,11 +845,12 @@ class IStrategy(ABC, HyperStrategyMixin):
logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
# call populate_indicators_Nm() which were tagged with @informative decorator.
for (pair, timeframe), (informative_data, populate_fn) in self._ft_informative.items():
if not informative_data.asset and pair != metadata['pair']:
continue
dataframe = _create_and_merge_informative_pair(
self, dataframe, metadata, informative_data, populate_fn)
for (pair, timeframe), informatives in self._ft_informative.items():
for (informative_data, populate_fn) in informatives:
if not informative_data.asset and pair != metadata['pair']:
continue
dataframe = _create_and_merge_informative_pair(
self, dataframe, metadata, informative_data, populate_fn)
if self._populate_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "