From 730fba956b55b67555bf5766532faf7ddc8ba856 Mon Sep 17 00:00:00 2001 From: Emre Date: Mon, 5 Dec 2022 16:16:17 +0300 Subject: [PATCH] Ensure base tf included in include_timeframes --- freqtrade/freqai/utils.py | 20 ++++++++++++++++++++ freqtrade/strategy/interface.py | 4 +++- tests/freqai/test_freqai_interface.py | 17 ++++++++++++++++- 3 files changed, 39 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqai/utils.py b/freqtrade/freqai/utils.py index 806e3ca15..7a9d3df76 100644 --- a/freqtrade/freqai/utils.py +++ b/freqtrade/freqai/utils.py @@ -233,3 +233,23 @@ def get_timerange_backtest_live_models(config: Config) -> str: dd = FreqaiDataDrawer(models_path, config) timerange = dd.get_timerange_from_live_historic_predictions() return timerange.timerange_str + + +def ensure_base_tf_in_include_timeframes(config: Config) -> Config: + """ + Ensure that the base timeframe is included in the include_timeframes list + :param config: Configuration dictionary + + :return config: Configuration dictionary + """ + feature_parameters = config.get('freqai', {}).get('feature_parameters', {}) + include_timeframes = feature_parameters.get('include_timeframes', []) + + if config['timeframe'] in include_timeframes: + return config + + include_timeframes = [config['timeframe']] + include_timeframes + config.get('freqai', {}).get('feature_parameters', {}) \ + .update({**feature_parameters, 'include_timeframes': include_timeframes}) + + return config diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 681c5fcbb..48a03e216 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -148,9 +148,11 @@ class IStrategy(ABC, HyperStrategyMixin): def load_freqAI_model(self) -> None: if self.config.get('freqai', {}).get('enabled', False): # Import here to avoid importing this if freqAI is disabled - from freqtrade.freqai.utils import download_all_data_for_training + from freqtrade.freqai.utils import (download_all_data_for_training, + ensure_base_tf_in_include_timeframes) from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver self.freqai = FreqaiModelResolver.load_freqaimodel(self.config) + self.config = ensure_base_tf_in_include_timeframes(self.config) self.freqai_info = self.config["freqai"] # download the desired data in dry/live diff --git a/tests/freqai/test_freqai_interface.py b/tests/freqai/test_freqai_interface.py index c53137093..6f01c66f6 100644 --- a/tests/freqai/test_freqai_interface.py +++ b/tests/freqai/test_freqai_interface.py @@ -9,7 +9,9 @@ from freqtrade.configuration import TimeRange from freqtrade.data.dataprovider import DataProvider from freqtrade.enums import RunMode from freqtrade.freqai.data_kitchen import FreqaiDataKitchen -from freqtrade.freqai.utils import download_all_data_for_training, get_required_data_timerange +from freqtrade.freqai.utils import (download_all_data_for_training, + ensure_base_tf_in_include_timeframes, + get_required_data_timerange) from freqtrade.optimize.backtesting import Backtesting from freqtrade.persistence import Trade from freqtrade.plugins.pairlistmanager import PairListManager @@ -528,6 +530,19 @@ def test_start_set_train_queue(mocker, freqai_conf, caplog): ) +def test_base_tf_in_include_timeframes(mocker, freqai_conf): + freqai_conf['timeframe'] = '5m' + freqai_conf['freqai']['feature_parameters'].update({ + 'include_timeframes': ['15m', '1h'] + }) + updated_conf = ensure_base_tf_in_include_timeframes(freqai_conf) + assert updated_conf['freqai']['feature_parameters']['include_timeframes'] == [ + '5m', '15m', '1h', + ] + last_conf = ensure_base_tf_in_include_timeframes(updated_conf) + assert last_conf == updated_conf + + def test_get_required_data_timerange(mocker, freqai_conf): time_range = get_required_data_timerange(freqai_conf) assert (time_range.stopts - time_range.startts) == 177300