Merge branch 'freqtrade:develop' into freqtrade-develop

stash86 · Aug 18, 2024 · 9faa750 · 9faa750
2 parents 4acd410 + 624dfdf
commit 9faa750
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Showing 2 changed files with 23 additions and 5 deletions.
diff --git a/freqtrade/optimize/analysis/recursive.py b/freqtrade/optimize/analysis/recursive.py
@@ -14,17 +14,27 @@
 )
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.optimize.base_analysis import BaseAnalysis, VarHolder
+from freqtrade.resolvers import StrategyResolver
 
 
 logger = logging.getLogger(__name__)
 
 
 class RecursiveAnalysis(BaseAnalysis):
     def __init__(self, config: Dict[str, Any], strategy_obj: Dict):
-        self._startup_candle = config.get("startup_candle", [199, 399, 499, 999, 1999])
+        self._startup_candle = list(
+            map(int, config.get("startup_candle", [199, 399, 499, 999, 1999]))
+        )
 
         super().__init__(config, strategy_obj)
 
+        strat = StrategyResolver.load_strategy(config)
+        self._strat_scc = strat.startup_candle_count
+
+        if self._strat_scc not in self._startup_candle:
+            self._startup_candle.append(self._strat_scc)
+        self._startup_candle.sort()
+
         self.partial_varHolder_array: List[VarHolder] = []
         self.partial_varHolder_lookahead_array: List[VarHolder] = []
 
@@ -58,9 +68,13 @@ def analyze_indicators(self):
                         values_diff = compare_df.loc[indicator]
                         values_diff_self = values_diff.loc["self"]
                         values_diff_other = values_diff.loc["other"]
-                        diff = (values_diff_other - values_diff_self) / values_diff_self * 100
 
-                        self.dict_recursive[indicator][part.startup_candle] = f"{diff:.3f}%"
+                        if values_diff_self and values_diff_other:
+                            diff = (values_diff_other - values_diff_self) / values_diff_self * 100
+                            str_diff = f"{diff:.3f}%"
+                        else:
+                            str_diff = "NaN"
+                        self.dict_recursive[indicator][part.startup_candle] = str_diff
 
             else:
                 logger.info("No variance on indicator(s) found due to recursive formula.")
@@ -174,7 +188,7 @@ def start(self) -> None:
         start_date_partial = end_date_full - timedelta(minutes=int(timeframe_minutes))
 
         for startup_candle in self._startup_candle:
-            self.fill_partial_varholder(start_date_partial, int(startup_candle))
+            self.fill_partial_varholder(start_date_partial, startup_candle)
 
         # Restore verbosity, so it's not too quiet for the next strategy
         restore_verbosity_for_bias_tester()

diff --git a/freqtrade/optimize/analysis/recursive_helpers.py b/freqtrade/optimize/analysis/recursive_helpers.py
@@ -17,9 +17,13 @@ class RecursiveAnalysisSubFunctions:
     @staticmethod
     def text_table_recursive_analysis_instances(recursive_instances: List[RecursiveAnalysis]):
         startups = recursive_instances[0]._startup_candle
+        strat_scc = recursive_instances[0]._strat_scc
         headers = ["Indicators"]
         for candle in startups:
-            headers.append(str(candle))
+            if candle == strat_scc:
+                headers.append(f"{candle} (from strategy)")
+            else:
+                headers.append(str(candle))
 
         data = []
         for inst in recursive_instances: