Use candle_type_def where possible

freqtrade/configuration/configuration.py

@@ -14,6 +14,7 @@ from freqtrade.configuration.directory_operations import create_datadir, create_
 from freqtrade.configuration.environment_vars import enironment_vars_to_dict
 from freqtrade.configuration.load_config import load_config_file, load_file
 from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, RunMode
+from freqtrade.enums.candletype import CandleType
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
 from freqtrade.misc import deep_merge_dicts, parse_db_uri_for_logging
@@ -433,6 +434,7 @@ class Configuration:
                              logstring='Detected --new-pairs-days: {}')
         self._args_to_config(config, argname='trading_mode',
                              logstring='Detected --trading-mode: {}')
+        config['candle_type_def'] = CandleType.get_default(config.get('trading_mode', 'spot'))
 
         self._args_to_config(config, argname='candle_types',
                              logstring='Detected --candle-types: {}')

freqtrade/data/history/history_utils.py

@@ -260,7 +260,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
     """
     pairs_not_available = []
     data_handler = get_datahandler(datadir, data_format)
-    candle_type = CandleType.FUTURES if trading_mode == 'futures' else CandleType.SPOT_
+    candle_type = CandleType.get_default(trading_mode)
     for idx, pair in enumerate(pairs, start=1):
         if pair not in exchange.markets:
             pairs_not_available.append(pair)

freqtrade/plugins/pairlist/AgeFilter.py

@@ -10,7 +10,6 @@ from pandas import DataFrame
 
 from freqtrade.configuration import PeriodicCache
 from freqtrade.constants import ListPairsWithTimeframes
-from freqtrade.enums import CandleType
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -74,7 +73,7 @@ class AgeFilter(IPairList):
         :return: new allowlist
         """
         needed_pairs: ListPairsWithTimeframes = [
-            (p, '1d', CandleType.SPOT_) for p in pairlist
+            (p, '1d', self._config['candle_type_def']) for p in pairlist
             if p not in self._symbolsChecked and p not in self._symbolsCheckFailed]
         if not needed_pairs:
             # Remove pairs that have been removed before
@@ -90,8 +89,8 @@ class AgeFilter(IPairList):
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
         if self._enabled:
             for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1d', CandleType.SPOT_)] if (
-                    p, '1d', CandleType.SPOT_) in candles else None
+                daily_candles = candles[(p, '1d', self._config['candle_type_def'])] if (
+                    p, '1d', self._config['candle_type_def']) in candles else None
                 if not self._validate_pair_loc(p, daily_candles):
                     pairlist.remove(p)
         self.log_once(f"Validated {len(pairlist)} pairs.", logger.info)

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -12,7 +12,6 @@ from cachetools.ttl import TTLCache
 from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
-from freqtrade.enums import CandleType
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -70,7 +69,7 @@ class VolatilityFilter(IPairList):
         :return: new allowlist
         """
         needed_pairs: ListPairsWithTimeframes = [
-            (p, '1d', CandleType.SPOT_) for p in pairlist if p not in self._pair_cache]
+            (p, '1d', self._config['candle_type_def']) for p in pairlist if p not in self._pair_cache]
 
         since_ms = (arrow.utcnow()
                          .floor('day')
@@ -84,8 +83,8 @@ class VolatilityFilter(IPairList):
 
         if self._enabled:
             for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1d', CandleType.SPOT_)] if (
-                    p, '1d', CandleType.SPOT_) in candles else None
+                daily_candles = candles[(p, '1d', self._config['candle_type_def'])] if (
+                    p, '1d', self._config['candle_type_def']) in candles else None
                 if not self._validate_pair_loc(p, daily_candles):
                     pairlist.remove(p)
         return pairlist

freqtrade/plugins/pairlist/VolumePairList.py

@@ -11,7 +11,6 @@ import arrow
 from cachetools.ttl import TTLCache
 
 from freqtrade.constants import ListPairsWithTimeframes
-from freqtrade.enums import CandleType
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import format_ms_time
@@ -45,6 +44,7 @@ class VolumePairList(IPairList):
         self._lookback_days = self._pairlistconfig.get('lookback_days', 0)
         self._lookback_timeframe = self._pairlistconfig.get('lookback_timeframe', '1d')
         self._lookback_period = self._pairlistconfig.get('lookback_period', 0)
+        self._def_candletype = self._config['candle_type_def']
 
         if (self._lookback_days > 0) & (self._lookback_period > 0):
             raise OperationalException(
@@ -162,7 +162,7 @@ class VolumePairList(IPairList):
                           f"{self._lookback_timeframe}, starting from {format_ms_time(since_ms)} "
                           f"till {format_ms_time(to_ms)}", logger.info)
             needed_pairs: ListPairsWithTimeframes = [
-                (p, self._lookback_timeframe, CandleType.SPOT_) for p in
+                (p, self._lookback_timeframe, self._def_candletype) for p in
                 [s['symbol'] for s in filtered_tickers]
                 if p not in self._pair_cache
             ]
@@ -175,8 +175,10 @@ class VolumePairList(IPairList):
                 )
             for i, p in enumerate(filtered_tickers):
                 pair_candles = candles[
-                    (p['symbol'], self._lookback_timeframe, CandleType.SPOT_)
-                ] if (p['symbol'], self._lookback_timeframe, CandleType.SPOT_) in candles else None
+                    (p['symbol'], self._lookback_timeframe, self._def_candletype)
+                ] if (
+                    p['symbol'], self._lookback_timeframe, self._def_candletype
+                    ) in candles else None
                 # in case of candle data calculate typical price and quoteVolume for candle
                 if pair_candles is not None and not pair_candles.empty:
                     pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low']

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -10,7 +10,6 @@ from cachetools.ttl import TTLCache
 from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
-from freqtrade.enums import CandleType
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -68,7 +67,7 @@ class RangeStabilityFilter(IPairList):
         :return: new allowlist
         """
         needed_pairs: ListPairsWithTimeframes = [
-            (p, '1d', CandleType.SPOT_) for p in pairlist if p not in self._pair_cache]
+            (p, '1d', self._config['candle_type_def']) for p in pairlist if p not in self._pair_cache]
 
         since_ms = (arrow.utcnow()
                          .floor('day')
@@ -82,8 +81,8 @@ class RangeStabilityFilter(IPairList):
 
         if self._enabled:
             for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1d', CandleType.SPOT_)] if (
-                    p, '1d', CandleType.SPOT_) in candles else None
+                daily_candles = candles[(p, '1d', self._config['candle_type_def'])] if (
+                    p, '1d', self._config['candle_type_def']) in candles else None
                 if not self._validate_pair_loc(p, daily_candles):
                     pairlist.remove(p)
         return pairlist

freqtrade/strategy/informative_decorator.py

@@ -15,7 +15,7 @@ class InformativeData(NamedTuple):
     timeframe: str
     fmt: Union[str, Callable[[Any], str], None]
     ffill: bool
-    candle_type: CandleType = CandleType.SPOT_
+    candle_type: CandleType
 
 
 def informative(timeframe: str, asset: str = '',
@@ -58,7 +58,8 @@ def informative(timeframe: str, asset: str = '',
     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))
+        informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill,
+                                                 CandleType.SPOT_))
         setattr(fn, '_ft_informative', informative_pairs)
         return fn
     return decorator

freqtrade/strategy/interface.py

@@ -424,7 +424,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         informative_pairs = self.informative_pairs()
         # Compatibility code for 2 tuple informative pairs
         informative_pairs = [
-            (p[0], p[1], CandleType.from_string(p[2]) if len(p) > 2 else CandleType.SPOT_)
+            (p[0], p[1], CandleType.from_string(p[2]) if len(
+                p) > 2 else self.config['candle_type_def'])
             for p in informative_pairs]
         for inf_data, _ in self._ft_informative:
             if inf_data.asset:
@@ -530,8 +531,9 @@ class IStrategy(ABC, HyperStrategyMixin):
             dataframe = self.analyze_ticker(dataframe, metadata)
             self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
             if self.dp:
-                self.dp._set_cached_df(pair, self.timeframe, dataframe, CandleType.SPOT_)
-                # TODO-lev: CandleType should be set conditionally
+                self.dp._set_cached_df(
+                    pair, self.timeframe, dataframe,
+                    candle_type=self.config['candle_type_def'])
         else:
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe[SignalType.ENTER_LONG.value] = 0

tests/conftest.py

@@ -19,6 +19,7 @@ from freqtrade.commands import Arguments
 from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import PairInfo
 from freqtrade.enums import Collateral, RunMode, TradingMode
+from freqtrade.enums.candletype import CandleType
 from freqtrade.enums.signaltype import SignalDirection
 from freqtrade.exchange import Exchange
 from freqtrade.freqtradebot import FreqtradeBot
@@ -459,6 +460,7 @@ def get_default_conf(testdatadir):
         "disableparamexport": True,
         "internals": {},
         "export": "none",
+        "candle_type_def": CandleType.SPOT,
     }
     return configuration