diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index 334aabfab..721e22262 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -1,6 +1,8 @@ # pragma pylint: disable=W0603 """ Edge positioning package """ import logging +from collections import defaultdict +from copy import deepcopy from typing import Any, Dict, List, NamedTuple import arrow @@ -12,8 +14,10 @@ from freqtrade.configuration import TimeRange from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT from freqtrade.data.history import get_timerange, load_data, refresh_data from freqtrade.exceptions import OperationalException +from freqtrade.exchange.exchange import timeframe_to_seconds from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist -from freqtrade.strategy.interface import SellType +from freqtrade.state import RunMode +from freqtrade.strategy.interface import IStrategy, SellType logger = logging.getLogger(__name__) @@ -45,7 +49,7 @@ class Edge: self.config = config self.exchange = exchange - self.strategy = strategy + self.strategy: IStrategy = strategy self.edge_config = self.config.get('edge', {}) self._cached_pairs: Dict[str, Any] = {} # Keeps a list of pairs @@ -102,14 +106,33 @@ class Edge: logger.info('Using local backtesting data (using whitelist in given config) ...') if self._refresh_pairs: + timerange_startup = deepcopy(self._timerange) + timerange_startup.subtract_start(timeframe_to_seconds( + self.strategy.timeframe) * self.strategy.startup_candle_count) refresh_data( datadir=self.config['datadir'], pairs=pairs, exchange=self.exchange, timeframe=self.strategy.timeframe, - timerange=self._timerange, + timerange=timerange_startup, data_format=self.config.get('dataformat_ohlcv', 'json'), ) + # Download informative pairs too + res = defaultdict(list) + for p, t in self.strategy.informative_pairs(): + res[t].append(p) + for timeframe, inf_pairs in res.items(): + timerange_startup = deepcopy(self._timerange) + timerange_startup.subtract_start(timeframe_to_seconds( + timeframe) * self.strategy.startup_candle_count) + refresh_data( + datadir=self.config['datadir'], + pairs=inf_pairs, + exchange=self.exchange, + timeframe=timeframe, + timerange=timerange_startup, + data_format=self.config.get('dataformat_ohlcv', 'json'), + ) data = load_data( datadir=self.config['datadir'], @@ -125,8 +148,11 @@ class Edge: self._cached_pairs = {} logger.critical("No data found. Edge is stopped ...") return False - + # Fake run-mode to Edge + prior_rm = self.config['runmode'] + self.config['runmode'] = RunMode.EDGE preprocessed = self.strategy.ohlcvdata_to_dataframe(data) + self.config['runmode'] = prior_rm # Print timeframe min_date, max_date = get_timerange(preprocessed)