adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

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

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
freqtrade/data/history/history_utils.py
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, timeframe=str(timeframe), new_pairs_days=new_pairs_days,
candle_type=candle_type) candle_type=candle_type)
if trading_mode == 'futures': if trading_mode == 'futures':
# TODO-lev: Use correct candletype (and timeframe) depending on exchange # Predefined candletype (and timeframe) depending on exchange
timeframe = '1h' # Downloads what is necessary to backtest based on futures data.
candle_type = CandleType.MARK 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. # TODO: this could be in most parts to the above.
if erase: if erase:
if data_handler.ohlcv_purge(pair, timeframe, candle_type=candle_type): if data_handler.ohlcv_purge(pair, timeframe, candle_type=candle_type):

1
freqtrade/exchange/exchange.py
View File

@ -70,6 +70,7 @@ class Exchange:
"l2_limit_range": None, "l2_limit_range": None,
"l2_limit_range_required": True, # Allow Empty L2 limit (kucoin) "l2_limit_range_required": True, # Allow Empty L2 limit (kucoin)
"mark_ohlcv_price": "mark", "mark_ohlcv_price": "mark",
"mark_ohlcv_timeframe": "8h",
"ccxt_futures_name": "swap" "ccxt_futures_name": "swap"
} }
_ft_has: Dict = {} _ft_has: Dict = {}

1
freqtrade/exchange/ftx.py
View File

@ -21,6 +21,7 @@ class Ftx(Exchange):
"stoploss_on_exchange": True, "stoploss_on_exchange": True,
"ohlcv_candle_limit": 1500, "ohlcv_candle_limit": 1500,
"mark_ohlcv_price": "index", "mark_ohlcv_price": "index",
"mark_ohlcv_timeframe": "1h",
"ccxt_futures_name": "future" "ccxt_futures_name": "future"
} }

1
freqtrade/exchange/kraken.py
View File

@ -22,6 +22,7 @@ class Kraken(Exchange):
"ohlcv_candle_limit": 720, "ohlcv_candle_limit": 720,
"trades_pagination": "id", "trades_pagination": "id",
"trades_pagination_arg": "since", "trades_pagination_arg": "since",
"mark_ohlcv_timeframe": "4h",
} }
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [ _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [