From a10b2d003f99f684e2457724e95547e680e4d05c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 9 Oct 2022 14:36:12 +0200
Subject: [PATCH] Add freqai timeframe validation (incl. test)

closes #7543
---
 freqtrade/configuration/config_validation.py | 21 ++++++++++++++++
 tests/freqai/test_freqai_backtesting.py      |  2 +-
 tests/test_configuration.py                  | 25 ++++++++++++++++++++
 3 files changed, 47 insertions(+), 1 deletion(-)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 7055d9551..98f69c030 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -86,6 +86,7 @@ def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False)
     _validate_unlimited_amount(conf)
     _validate_ask_orderbook(conf)
     _validate_freqai_hyperopt(conf)
+    _validate_freqai_include_timeframes(conf)
     _validate_consumers(conf)
     validate_migrated_strategy_settings(conf)
 
@@ -334,6 +335,26 @@ def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
             'Using analyze-per-epoch parameter is not supported with a FreqAI strategy.')
 
 
+def _validate_freqai_include_timeframes(conf: Dict[str, Any]) -> None:
+    freqai_enabled = conf.get('freqai', {}).get('enabled', False)
+    if freqai_enabled:
+        main_tf = conf.get('timeframe', '5m')
+        freqai_include_timeframes = conf.get('freqai', {}).get('feature_parameters', {}
+                                                               ).get('include_timeframes', [])
+
+        from freqtrade.exchange import timeframe_to_seconds
+        main_tf_s = timeframe_to_seconds(main_tf)
+        offending_lines = []
+        for tf in freqai_include_timeframes:
+            tf_s = timeframe_to_seconds(tf)
+            if tf_s < main_tf_s:
+                offending_lines.append(tf)
+        if offending_lines:
+            raise OperationalException(
+                f"Main timeframe of {main_tf} must be smaller or equal to FreqAI "
+                f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}")
+
+
 def _validate_consumers(conf: Dict[str, Any]) -> None:
     emc_conf = conf.get('external_message_consumer', {})
     if emc_conf.get('enabled', False):
diff --git a/tests/freqai/test_freqai_backtesting.py b/tests/freqai/test_freqai_backtesting.py
index b1881b2f5..5b9d3aefd 100644
--- a/tests/freqai/test_freqai_backtesting.py
+++ b/tests/freqai/test_freqai_backtesting.py
@@ -26,7 +26,7 @@ def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, c
         '--config', 'config.json',
         '--datadir', str(testdatadir),
         '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
-        '--timeframe', '1h',
+        '--timeframe', '1m',
         '--strategy-list', CURRENT_TEST_STRATEGY
     ]
     args = get_args(args)
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 2336e3585..ed3c84b1e 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1028,6 +1028,31 @@ def test__validate_pricing_rules(default_conf, caplog) -> None:
         validate_config_consistency(conf)
 
 
+def test__validate_freqai_include_timeframes(default_conf, caplog) -> None:
+    conf = deepcopy(default_conf)
+    conf.update({
+            "freqai": {
+                "enabled": True,
+                "feature_parameters": {
+                    "include_timeframes": ["1m", "5m"],
+                    "include_corr_pairlist": [],
+                },
+                "data_split_parameters": {},
+                "model_training_parameters": {}
+            }
+    })
+    with pytest.raises(OperationalException, match=r"Main timeframe of .*"):
+        validate_config_consistency(conf)
+    # Validation pass
+    conf.update({'timeframe': '1m'})
+    validate_config_consistency(conf)
+    conf.update({'analyze_per_epoch': True})
+
+    with pytest.raises(OperationalException,
+                       match=r"Using analyze-per-epoch .* not supported with a FreqAI strategy."):
+        validate_config_consistency(conf)
+
+
 def test__validate_consumers(default_conf, caplog) -> None:
     conf = deepcopy(default_conf)
     conf.update({