Merge branch 'develop' into backtest_live_models

freqtrade/configuration/config_validation.py

@@ -87,6 +87,7 @@ def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False)
     _validate_ask_orderbook(conf)
     _validate_freqai_hyperopt(conf)
     _validate_freqai_backtest(conf)
+    _validate_freqai_include_timeframes(conf)
     _validate_consumers(conf)
     validate_migrated_strategy_settings(conf)
 
@@ -335,6 +336,26 @@ def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
             'Using analyze-per-epoch parameter is not supported with a FreqAI strategy.')
 
 
+def _validate_freqai_include_timeframes(conf: Dict[str, Any]) -> None:
+    freqai_enabled = conf.get('freqai', {}).get('enabled', False)
+    if freqai_enabled:
+        main_tf = conf.get('timeframe', '5m')
+        freqai_include_timeframes = conf.get('freqai', {}).get('feature_parameters', {}
+                                                               ).get('include_timeframes', [])
+
+        from freqtrade.exchange import timeframe_to_seconds
+        main_tf_s = timeframe_to_seconds(main_tf)
+        offending_lines = []
+        for tf in freqai_include_timeframes:
+            tf_s = timeframe_to_seconds(tf)
+            if tf_s < main_tf_s:
+                offending_lines.append(tf)
+        if offending_lines:
+            raise OperationalException(
+                f"Main timeframe of {main_tf} must be smaller or equal to FreqAI "
+                f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}")
+
+
 def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
     if conf.get('runmode', RunMode.OTHER) == RunMode.BACKTEST:
         freqai_enabled = conf.get('freqai', {}).get('enabled', False)