Seperate detail data loading from regular backest-data loading

freqtrade/commands/arguments.py

@@ -22,7 +22,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee", "pairs"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
-                                        "enable_protections", "dry_run_wallet", "detail_timeframe",
+                                        "enable_protections", "dry_run_wallet", "timeframe_detail",
                                         "strategy_list", "export", "exportfilename"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",

freqtrade/commands/cli_options.py

@@ -135,7 +135,7 @@ AVAILABLE_CLI_OPTIONS = {
         help='Override the value of the `stake_amount` configuration setting.',
     ),
     # Backtesting
-    "detail_timeframe": Arg(
+    "timeframe_detail": Arg(
         '--timeframe-detail',
         help='Specify detail timeframe for backtesting (`1m`, `5m`, `30m`, `1h`, `1d`).',
     ),

freqtrade/configuration/configuration.py

@@ -242,9 +242,9 @@ class Configuration:
             except ValueError:
                 pass
 
-        self._args_to_config(config, argname='detail_timeframe',
+        self._args_to_config(config, argname='timeframe_detail',
                              logstring='Parameter --detail-timeframe detected, '
-                             'using {} for intra-candle backtesting')
+                             'using {} for intra-candle backtesting ...')
         self._args_to_config(config, argname='stake_amount',
                              logstring='Parameter --stake-amount detected, '
                              'overriding stake_amount to: {} ...')

freqtrade/optimize/backtesting.py

@@ -87,7 +87,7 @@ class Backtesting:
         self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
         # Load detail timeframe if specified
-        self.timeframe_detail = str(self.config.get('detail_timeframe', ''))
+        self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
         if self.timeframe_detail:
             self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
             if self.timeframe_min <= self.timeframe_detail_min:
@@ -96,6 +96,7 @@ class Backtesting:
 
         else:
             self.timeframe_detail_min = 0
+        self.detail_data: Dict[str, DataFrame] = {}
 
         self.pairlists = PairListManager(self.exchange, self.config)
         if 'VolumePairList' in self.pairlists.name_list:
@@ -168,7 +169,7 @@ class Backtesting:
                 conf['protections'] = strategy.protections
             self.protections = ProtectionManager(self.config, strategy.protections)
 
-    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange, Dict[str, DataFrame]]:
+    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
         """
         Loads backtest data and returns the data combined with the timerange
         as tuple.
@@ -184,18 +185,6 @@ class Backtesting:
             fail_without_data=True,
             data_format=self.config.get('dataformat_ohlcv', 'json'),
         )
-        if self.timeframe_detail:
-            detail_data = history.load_data(
-                datadir=self.config['datadir'],
-                pairs=self.pairlists.whitelist,
-                timeframe=self.timeframe_detail,
-                timerange=self.timerange,
-                startup_candles=0,
-                fail_without_data=True,
-                data_format=self.config.get('dataformat_ohlcv', 'json'),
-            )
-        else:
-            detail_data = None
 
         min_date, max_date = history.get_timerange(data)
 
@@ -208,7 +197,24 @@ class Backtesting:
                                                  self.required_startup, min_date)
 
         self.progress.set_new_value(1)
-        return data, self.timerange, detail_data
+        return data, self.timerange
+
+    def load_bt_data_detail(self) -> None:
+        """
+        Loads backtest detail data (smaller timeframe) if necessary.
+        """
+        if self.timeframe_detail:
+            self.detail_data = history.load_data(
+                datadir=self.config['datadir'],
+                pairs=self.pairlists.whitelist,
+                timeframe=self.timeframe_detail,
+                timerange=self.timerange,
+                startup_candles=0,
+                fail_without_data=True,
+                data_format=self.config.get('dataformat_ohlcv', 'json'),
+            )
+        else:
+            self.detail_data = {}
 
     def prepare_backtest(self, enable_protections):
         """
@@ -637,7 +643,8 @@ class Backtesting:
         """
         data: Dict[str, Any] = {}
 
-        data, timerange, self.detail_data = self.load_bt_data()
+        data, timerange = self.load_bt_data()
+        self.load_bt_data_detail()
         logger.info("Dataload complete. Calculating indicators")
 
         for strat in self.strategylist:

freqtrade/optimize/optimize_reports.py

@@ -368,6 +368,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'max_open_trades_setting': (config['max_open_trades']
                                     if config['max_open_trades'] != float('inf') else -1),
         'timeframe': config['timeframe'],
+        'timeframe_detail': config.get('timeframe_detail', ''),
         'timerange': config.get('timerange', ''),
         'enable_protections': config.get('enable_protections', False),
         'strategy_name': strategy,

freqtrade/rpc/api_server/api_backtest.py

@@ -46,11 +46,14 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
             if (
                 not ApiServer._bt
                 or lastconfig.get('timeframe') != strat.timeframe
+                or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail')
                 or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
                 or lastconfig.get('timerange') != btconfig['timerange']
             ):
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
+                if ApiServer._bt.timeframe_detail:
+                    ApiServer._bt.load_bt_data_detail()
 
             # Only reload data if timeframe changed.
             if (

freqtrade/rpc/api_server/api_schemas.py

@@ -324,6 +324,7 @@ class PairHistory(BaseModel):
 class BacktestRequest(BaseModel):
     strategy: str
     timeframe: Optional[str]
+    timeframe_detail: Optional[str]
     timerange: Optional[str]
     max_open_trades: Optional[int]
     stake_amount: Optional[Union[float, str]]