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Support informative pairs in edge positioning

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This commit is contained in:
Matthias 2021-05-04 07:37:21 +02:00
parent da47f4e1a4
commit 431cb5313f
1 changed files with 30 additions and 4 deletions
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34
freqtrade/edge/edge_positioning.py
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@ -1,6 +1,8 @@
# pragma pylint: disable=W0603
""" Edge positioning package """
import logging
from collections import defaultdict
from copy import deepcopy
from typing import Any, Dict, List, NamedTuple
import arrow
@ -12,8 +14,10 @@ from freqtrade.configuration import TimeRange
from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
from freqtrade.data.history import get_timerange, load_data, refresh_data
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.exchange import timeframe_to_seconds
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.strategy.interface import SellType
from freqtrade.state import RunMode
from freqtrade.strategy.interface import IStrategy, SellType
logger = logging.getLogger(__name__)
@ -45,7 +49,7 @@ class Edge:
self.config = config
self.exchange = exchange
self.strategy = strategy
self.strategy: IStrategy = strategy
self.edge_config = self.config.get('edge', {})
self._cached_pairs: Dict[str, Any] = {} # Keeps a list of pairs
@ -102,14 +106,33 @@ class Edge:
logger.info('Using local backtesting data (using whitelist in given config) ...')
if self._refresh_pairs:
timerange_startup = deepcopy(self._timerange)
timerange_startup.subtract_start(timeframe_to_seconds(
self.strategy.timeframe) * self.strategy.startup_candle_count)
refresh_data(
datadir=self.config['datadir'],
pairs=pairs,
exchange=self.exchange,
timeframe=self.strategy.timeframe,
timerange=self._timerange,
timerange=timerange_startup,
data_format=self.config.get('dataformat_ohlcv', 'json'),
)
# Download informative pairs too
res = defaultdict(list)
for p, t in self.strategy.informative_pairs():
res[t].append(p)
for timeframe, inf_pairs in res.items():
timerange_startup = deepcopy(self._timerange)
timerange_startup.subtract_start(timeframe_to_seconds(
timeframe) * self.strategy.startup_candle_count)
refresh_data(
datadir=self.config['datadir'],
pairs=inf_pairs,
exchange=self.exchange,
timeframe=timeframe,
timerange=timerange_startup,
data_format=self.config.get('dataformat_ohlcv', 'json'),
)
data = load_data(
datadir=self.config['datadir'],
@ -125,8 +148,11 @@ class Edge:
self._cached_pairs = {}
logger.critical("No data found. Edge is stopped ...")
return False
# Fake run-mode to Edge
prior_rm = self.config['runmode']
self.config['runmode'] = RunMode.EDGE
preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
self.config['runmode'] = prior_rm
# Print timeframe
min_date, max_date = get_timerange(preprocessed)