Merge pull request #6312 from freqtrade/short_informative_decorator

Short informative decorator

freqtrade/data/dataprovider.py

@@ -78,8 +78,9 @@ class DataProvider:
         :param timeframe: timeframe to get data for
         :param candle_type: '', mark, index, premiumIndex, or funding_rate
         """
-        candleType = CandleType.from_string(candle_type)
-        saved_pair = (pair, str(timeframe), candleType)
+        _candle_type = CandleType.from_string(
+            candle_type) if candle_type != '' else self._config['candle_type_def']
+        saved_pair = (pair, str(timeframe), _candle_type)
         if saved_pair not in self.__cached_pairs_backtesting:
             timerange = TimeRange.parse_timerange(None if self._config.get(
                 'timerange') is None else str(self._config.get('timerange')))
@@ -93,7 +94,7 @@ class DataProvider:
                 datadir=self._config['datadir'],
                 timerange=timerange,
                 data_format=self._config.get('dataformat_ohlcv', 'json'),
-                candle_type=candleType,
+                candle_type=_candle_type,
 
             )
         return self.__cached_pairs_backtesting[saved_pair].copy()
@@ -221,8 +222,10 @@ class DataProvider:
         if self._exchange is None:
             raise OperationalException(NO_EXCHANGE_EXCEPTION)
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
+            _candle_type = CandleType.from_string(
+                candle_type) if candle_type != '' else self._config['candle_type_def']
             return self._exchange.klines(
-                (pair, timeframe or self._config['timeframe'], CandleType.from_string(candle_type)),
+                (pair, timeframe or self._config['timeframe'], _candle_type),
                 copy=copy
             )
         else:

freqtrade/strategy/informative_decorator.py

@@ -1,4 +1,5 @@
-from typing import Any, Callable, NamedTuple, Optional, Union
+from dataclasses import dataclass
+from typing import Any, Callable, Optional, Union
 
 from pandas import DataFrame
 
@@ -10,16 +11,19 @@ from freqtrade.strategy.strategy_helper import merge_informative_pair
 PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
 
 
-class InformativeData(NamedTuple):
+@dataclass
+class InformativeData:
     asset: Optional[str]
     timeframe: str
     fmt: Union[str, Callable[[Any], str], None]
     ffill: bool
-    candle_type: CandleType
+    candle_type: Optional[CandleType]
 
 
 def informative(timeframe: str, asset: str = '',
                 fmt: Optional[Union[str, Callable[[Any], str]]] = None,
+                *,
+                candle_type: Optional[CandleType] = None,
                 ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
     """
     A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
@@ -54,12 +58,11 @@ def informative(timeframe: str, asset: str = '',
     _timeframe = timeframe
     _fmt = fmt
     _ffill = ffill
+    _candle_type = CandleType.from_string(candle_type) if candle_type else None
 
     def decorator(fn: PopulateIndicators):
         informative_pairs = getattr(fn, '_ft_informative', [])
-        # TODO-lev: Add candle_type to InformativeData
-        informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill,
-                                                 CandleType.SPOT))
+        informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill, _candle_type))
         setattr(fn, '_ft_informative', informative_pairs)
         return fn
     return decorator
@@ -76,6 +79,8 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
     asset = inf_data.asset or ''
     timeframe = inf_data.timeframe
     fmt = inf_data.fmt
+    candle_type = inf_data.candle_type
+
     config = strategy.config
 
     if asset:
@@ -102,7 +107,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
             fmt = '{base}_{quote}_' + fmt           # Informatives of other pairs
 
     inf_metadata = {'pair': asset, 'timeframe': timeframe}
-    inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
+    inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe, candle_type)
     inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata)
 
     formatter: Any = None

freqtrade/strategy/interface.py

@@ -147,7 +147,8 @@ class IStrategy(ABC, HyperStrategyMixin):
             cls_method = getattr(self.__class__, attr_name)
             if not callable(cls_method):
                 continue
-            informative_data_list = getattr(cls_method, '_ft_informative', None)
+            informative_data_list = getattr(
+                cls_method, '_ft_informative', None)
             if not isinstance(informative_data_list, list):
                 # Type check is required because mocker would return a mock object that evaluates to
                 # True, confusing this code.
@@ -157,6 +158,8 @@ class IStrategy(ABC, HyperStrategyMixin):
                 if timeframe_to_minutes(informative_data.timeframe) < strategy_timeframe_minutes:
                     raise OperationalException('Informative timeframe must be equal or higher than '
                                                'strategy timeframe!')
+                if not informative_data.candle_type:
+                    informative_data.candle_type = config['candle_type_def']
                 self._ft_informative.append((informative_data, cls_method))
 
     @abstractmethod
@@ -465,14 +468,17 @@ class IStrategy(ABC, HyperStrategyMixin):
         # Compatibility code for 2 tuple informative pairs
         informative_pairs = [
             (p[0], p[1], CandleType.from_string(p[2]) if len(
-                p) > 2 else self.config.get('candle_type_def', CandleType.SPOT))
+                p) > 2 and p[2] != '' else self.config.get('candle_type_def', CandleType.SPOT))
             for p in informative_pairs]
         for inf_data, _ in self._ft_informative:
+            # Get default candle type if not provided explicitly.
+            candle_type = (inf_data.candle_type if inf_data.candle_type
+                           else self.config.get('candle_type_def', CandleType.SPOT))
             if inf_data.asset:
                 pair_tf = (
                     _format_pair_name(self.config, inf_data.asset),
                     inf_data.timeframe,
-                    inf_data.candle_type
+                    candle_type,
                 )
                 informative_pairs.append(pair_tf)
             else:
@@ -480,7 +486,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                     raise OperationalException('@informative decorator with unspecified asset '
                                                'requires DataProvider instance.')
                 for pair in self.dp.current_whitelist():
-                    informative_pairs.append((pair, inf_data.timeframe, inf_data.candle_type))
+                    informative_pairs.append((pair, inf_data.timeframe, candle_type))
         return list(set(informative_pairs))
 
     def get_strategy_name(self) -> str: