Implement startup-period to default-strategy

freqtrade/optimize/backtesting.py

@@ -421,7 +421,6 @@ class Backtesting:
         timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
-
         data = history.load_data(
             datadir=Path(self.config['datadir']),
             pairs=pairs,
@@ -447,9 +446,11 @@ class Backtesting:
             'Loading backtest data from %s up to %s (%s days)..',
             min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
         )
-        if not timerange.starttype:
+        if (not timerange.starttype or (self.required_startup
-            # If no startts was defined, we need to move the backtesting start
+                                        and min_date.timestamp == timerange.startts)):
-            logger.info("Moving start-date by %s candles.", self.required_startup)
+            # If no startts was defined, or test-data starts at the defined test-date
+            logger.warning("Moving start-date by %s candles to account for startup time.",
+                           self.required_startup)
             timerange.startts = (min_date.timestamp
                                  + timeframe_to_seconds(self.ticker_interval)
                                  * self.required_startup)

freqtrade/strategy/default_strategy.py

@@ -39,6 +39,9 @@ class DefaultStrategy(IStrategy):
         'stoploss_on_exchange': False
     }
 
+    # Count of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 20
+
     # Optional time in force for orders
     order_time_in_force = {
         'buy': 'gtc',
@@ -105,9 +108,6 @@ class DefaultStrategy(IStrategy):
         # EMA - Exponential Moving Average
         dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
 
-        # SMA - Simple Moving Average
-        dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
-
         return dataframe
 
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

tests/optimize/test_backtesting.py

@@ -838,7 +838,10 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
         f'Using data directory: {testdatadir} ...',
         'Using stake_currency: BTC ...',
         'Using stake_amount: 0.001 ...',
-        'Backtesting with data from 2017-11-14T21:17:00+00:00 '
+        'Backtesting with data from 2017-11-14T21:37:00+00:00 '
+        'up to 2017-11-14T22:58:00+00:00 (0 days)..',
+        'Moving start-date by 20 candles to account for startup time.',
+        'Loading backtest data from 2017-11-14T21:17:00+00:00 '
         'up to 2017-11-14T22:58:00+00:00 (0 days)..',
         'Parameter --enable-position-stacking detected ...'
     ]
@@ -892,7 +895,10 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         f'Using data directory: {testdatadir} ...',
         'Using stake_currency: BTC ...',
         'Using stake_amount: 0.001 ...',
-        'Backtesting with data from 2017-11-14T21:17:00+00:00 '
+        'Backtesting with data from 2017-11-14T21:37:00+00:00 '
+        'up to 2017-11-14T22:58:00+00:00 (0 days)..',
+        'Moving start-date by 20 candles to account for startup time.',
+        'Loading backtest data from 2017-11-14T21:17:00+00:00 '
         'up to 2017-11-14T22:58:00+00:00 (0 days)..',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',