Merge branch 'develop' into pr/wizrds/7303

freqtrade/strategy/hyper.py

@@ -6,6 +6,7 @@ import logging
 from pathlib import Path
 from typing import Any, Dict, Iterator, List, Tuple, Type, Union
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, json_load
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
@@ -21,7 +22,7 @@ class HyperStrategyMixin:
      strategy logic.
     """
 
-    def __init__(self, config: Dict[str, Any], *args, **kwargs):
+    def __init__(self, config: Config, *args, **kwargs):
         """
         Initialize hyperoptable strategy mixin.
         """

freqtrade/strategy/interface.py

@@ -10,7 +10,7 @@ from typing import Dict, List, Optional, Tuple, Union
 import arrow
 from pandas import DataFrame
 
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RunMode, SignalDirection,
                              SignalTagType, SignalType, TradingMode)
@@ -119,7 +119,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     # Definition of plot_config. See plotting documentation for more details.
     plot_config: Dict = {}
 
-    def __init__(self, config: dict) -> None:
+    def __init__(self, config: Config) -> None:
         self.config = config
         # Dict to determine if analysis is necessary
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
@@ -614,6 +614,22 @@ class IStrategy(ABC, HyperStrategyMixin):
 # END - Intended to be overridden by strategy
 ###
 
+    def __informative_pairs_freqai(self) -> ListPairsWithTimeframes:
+        """
+        Create informative-pairs needed for FreqAI
+        """
+        if self.config.get('freqai', {}).get('enabled', False):
+            whitelist_pairs = self.dp.current_whitelist()
+            candle_type = self.config.get('candle_type_def', CandleType.SPOT)
+            corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
+            informative_pairs = []
+            for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
+                for pair in set(whitelist_pairs + corr_pairs):
+                    informative_pairs.append((pair, tf, candle_type))
+            return informative_pairs
+
+        return []
+
     def gather_informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Internal method which gathers all informative pairs (user or automatically defined).
@@ -638,6 +654,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 for pair in self.dp.current_whitelist():
                     informative_pairs.append((pair, inf_data.timeframe, candle_type))
+        informative_pairs.extend(self.__informative_pairs_freqai())
         return list(set(informative_pairs))
 
     def get_strategy_name(self) -> str: