call bot_loop_start() in backtesting to allow setup-code to run

docs/bot-basics.md

@@ -49,8 +49,9 @@ This loop will be repeated again and again until the bot is stopped.
 [backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
 
 * Load historic data for configured pairlist.
-* Calculate indicators (calls `populate_indicators()`).
-* Calls `populate_buy_trend()` and `populate_sell_trend()`
+* Calls `bot_loop_start()` once.
+* Calculate indicators (calls `populate_indicators()` once per pair).
+* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair)
 * Loops per candle simulating entry and exit points.
 * Generate backtest report output
 

freqtrade/optimize/backtesting.py

@@ -26,6 +26,7 @@ from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
+from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 
 
 logger = logging.getLogger(__name__)
@@ -434,6 +435,8 @@ class Backtesting:
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
         self._set_strategy(strat)
 
+        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
+
         # Use max_open_trades in backtesting, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):
             # Must come from strategy config, as the strategy may modify this setting.

tests/optimize/test_backtesting.py

@@ -350,6 +350,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     default_conf['timerange'] = '-1510694220'
 
     backtesting = Backtesting(default_conf)
+    backtesting.strategy.bot_loop_start = MagicMock()
     backtesting.start()
     # check the logs, that will contain the backtest result
     exists = [
@@ -359,6 +360,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     for line in exists:
         assert log_has(line, caplog)
     assert backtesting.strategy.dp._pairlists is not None
+    assert backtesting.strategy.bot_loop_start.call_count == 1
 
 
 def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None: