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deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.

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This commit is contained in:
robcaulk
2022-08-22 18:19:07 +02:00
parent 88dd9920ea
commit ac42c0153d
10 changed files with 61 additions and 38 deletions
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13
freqtrade/data/dataprovider.py
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@@ -92,7 +92,7 @@ class DataProvider:
'timerange') is None else str(self._config.get('timerange')))
# Move informative start time respecting startup_candle_count
timerange.subtract_start(
timeframe_to_seconds(str(timeframe)) * self._config.get('startup_candle_count', 0)
self.get_required_startup_seconds(str(timeframe))
)
self.__cached_pairs_backtesting[saved_pair] = load_pair_history(
pair=pair,
@@ -105,6 +105,17 @@ class DataProvider:
)
return self.__cached_pairs_backtesting[saved_pair].copy()
def get_required_startup_seconds(self, timeframe: str) -> int:
tf_seconds = timeframe_to_seconds(timeframe)
base_seconds = tf_seconds * self._config.get('startup_candle_count', 0)
if not self._config['freqai']['enabled']:
return base_seconds
else:
train_seconds = self._config['freqai']['train_period_days'] * 86400
# multiplied by safety factor of 2 because FreqAI users
# typically do not know the correct window.
return base_seconds * 2 + int(train_seconds)
def get_pair_dataframe(
self,
pair: str,