Use exchange-dependant timeframe/candletype to get mark/index candles

This commit is contained in:
Matthias
2021-12-05 10:01:44 +01:00
parent 1a08613498
commit a80c3f6a1b
4 changed files with 9 additions and 3 deletions

View File

@@ -281,9 +281,12 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
timeframe=str(timeframe), new_pairs_days=new_pairs_days,
candle_type=candle_type)
if trading_mode == 'futures':
# TODO-lev: Use correct candletype (and timeframe) depending on exchange
timeframe = '1h'
candle_type = CandleType.MARK
# Predefined candletype (and timeframe) depending on exchange
# Downloads what is necessary to backtest based on futures data.
timeframe = exchange._ft_has['mark_ohlcv_timeframe']
candle_type = CandleType.from_string(exchange._ft_has['mark_ohlcv_price'])
# candle_type = CandleType.MARK
# TODO: this could be in most parts to the above.
if erase:
if data_handler.ohlcv_purge(pair, timeframe, candle_type=candle_type):