Add validation to make sure strategies work on that exchange

freqtrade/exchange/exchange.py

@@ -228,6 +228,7 @@ class Exchange:
             self.validate_pairs(config['exchange']['pair_whitelist'])
             self.validate_ordertypes(config.get('order_types', {}))
             self.validate_order_time_in_force(config.get('order_time_in_force', {}))
+            self.validate_required_startup_candles(config.get('startup_candle_count', 0))
 
         # Converts the interval provided in minutes in config to seconds
         self.markets_refresh_interval: int = exchange_config.get(
@@ -443,6 +444,15 @@ class Exchange:
             raise OperationalException(
                 f'Time in force policies are not supported for {self.name} yet.')
 
+    def validate_required_startup_candles(self, startup_candles) -> None:
+        """
+        Checks if required startup_candles is more than ohlcv_candle_limit.
+        """
+        if startup_candles + 5 > self._ft_has['ohlcv_candle_limit']:
+            raise OperationalException(
+                f"This strategy requires {startup_candles} candles to start. "
+                f"{self.name} only provides {self._ft_has['ohlcv_candle_limit']}.")
+
     def exchange_has(self, endpoint: str) -> bool:
         """
         Checks if exchange implements a specific API endpoint.

freqtrade/resolvers/strategy_resolver.py

@@ -57,6 +57,7 @@ class StrategyResolver(IResolver):
                       ("order_time_in_force",             None,        False),
                       ("stake_currency",                  None,        False),
                       ("stake_amount",                    None,        False),
+                      ("startup_candle_count",            None,        False),
                       ("use_sell_signal",                 True,        True),
                       ("sell_profit_only",                False,       True),
                       ("ignore_roi_if_buy_signal",        False,       True),

tests/exchange/test_exchange.py

@@ -533,6 +533,20 @@ def test_validate_order_types_not_in_config(default_conf, mocker):
     Exchange(conf)
 
 
+def test_validate_required_startup_candles(default_conf, mocker, caplog):
+    api_mock = MagicMock()
+    default_conf['startup_candle_count'] = 2000
+    mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
+
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+
+    with pytest.raises(OperationalException, match=r'This strategy requires 2000.*'):
+        Exchange(default_conf)
+
+
 def test_exchange_has(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf)
     assert not exchange.exchange_has('ASDFASDF')