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Update documentation to clarify new behaviour

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Matthias 2021-11-07 13:14:29 +01:00
parent a08dd17bc1
commit de4bc7204d
3 changed files with 8 additions and 4 deletions
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9
docs/strategy-customization.md
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@ -134,7 +134,7 @@ Additional technical libraries can be installed as necessary, or custom indicato
### Strategy startup period ### Strategy startup period
Most indicators have an instable startup period, in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be. Most indicators have an instable startup period, in which they are either not available (NaN), or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be.
To account for this, the strategy can be assigned the `startup_candle_count` attribute. To account for this, the strategy can be assigned the `startup_candle_count` attribute.
This should be set to the maximum number of candles that the strategy requires to calculate stable indicators. This should be set to the maximum number of candles that the strategy requires to calculate stable indicators.
@ -146,8 +146,13 @@ In this example strategy, this should be set to 100 (`startup_candle_count = 100
By letting the bot know how much history is needed, backtest trades can start at the specified timerange during backtesting and hyperopt. By letting the bot know how much history is needed, backtest trades can start at the specified timerange during backtesting and hyperopt.
!!! Warning "Using x calls to get OHLCV"
If you receive a warning like `WARNING - Using 3 calls to get OHLCV. This can result in slower operations for the bot. Please check if you really need 1500 candles for your strategy` - you should consider if you really need this much lookback.
This will make Freqtrade take longer to refresh candles - and should be avoided if possible.
This is capped to 5 total calls to avoid overloading the exchange, or make freqtrade too slow.
!!! Warning !!! Warning
`startup_candle_count` should be below `ohlcv_candle_limit` (which is 500 for most exchanges) - since only this amount of candles will be available during Dry-Run/Live Trade operations. `startup_candle_count` should be below `ohlcv_candle_limit * 5` (which is 500 * 5 for most exchanges) - since only this amount of candles will be available during Dry-Run/Live Trade operations.
#### Example #### Example

2
freqtrade/exchange/exchange.py
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@ -471,7 +471,7 @@ class Exchange:
raise OperationalException( raise OperationalException(
f'Time in force policies are not supported for {self.name} yet.') f'Time in force policies are not supported for {self.name} yet.')
def validate_required_startup_candles(self, startup_candles: int, timeframe: str) -> None: def validate_required_startup_candles(self, startup_candles: int, timeframe: str) -> int:
""" """
Checks if required startup_candles is more than ohlcv_candle_limit(). Checks if required startup_candles is more than ohlcv_candle_limit().
Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default. Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.

1
tests/exchange/test_exchange.py
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@ -960,7 +960,6 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog):
Exchange(default_conf) Exchange(default_conf)
def test_exchange_has(default_conf, mocker): def test_exchange_has(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
assert not exchange.exchange_has('ASDFASDF') assert not exchange.exchange_has('ASDFASDF')