Ensure base tf included in include_timeframes

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

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

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