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Move informative_pairs for freqAI to backend

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Matthias 2022-09-17 10:11:04 +02:00
parent e5368f5a14
commit 0aada271ca
1 changed files with 17 additions and 0 deletions
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17
freqtrade/strategy/interface.py
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@ -613,6 +613,22 @@ class IStrategy(ABC, HyperStrategyMixin):
# END - Intended to be overridden by strategy
###
def __informative_pairs_freqai(self) -> ListPairsWithTimeframes:
"""
Create informative-pairs needed for FreqAI
"""
if self.config.get('freqai', {}).get('enabled', False):
whitelist_pairs = self.dp.current_whitelist()
candle_type = self.config.get('candle_type_def', CandleType.SPOT)
corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
informative_pairs = []
for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
for pair in set(whitelist_pairs + corr_pairs):
informative_pairs.append((pair, tf, candle_type))
return informative_pairs
return []
def gather_informative_pairs(self) -> ListPairsWithTimeframes:
"""
Internal method which gathers all informative pairs (user or automatically defined).
@ -637,6 +653,7 @@ class IStrategy(ABC, HyperStrategyMixin):
else:
for pair in self.dp.current_whitelist():
informative_pairs.append((pair, inf_data.timeframe, candle_type))
informative_pairs.extend(self.__informative_pairs_freqai())
return list(set(informative_pairs))
def get_strategy_name(self) -> str: