Freqtrade 加密回测

WHENWhen implementing OHLCV data loading and storage

ACTIONUse exactly 6 columns in DEFAULT_DATAFRAME_COLUMNS order: date, open, high, low, close, volume

CONSEQUENCEDownstream components expect specific column positions; wrong column order causes indicator calculations to fail and produces incorrect trading signals

WHENWhen loading OHLCV data with load_data or DataProvider.get_pair_dataframe

ACTIONReturn DataFrames with exactly the same column structure during both live and backtest modes

CONSEQUENCEStrategies that expect consistent OHLCV structure will fail silently or produce incorrect signals when column order differs between execution modes, causing live trading losses

WHENWhen configuring startup_candle_count for a strategy

ACTIONSet startup_candle_count higher than 5x the exchange's ohlcv_candle_limit

CONSEQUENCEStrategy startup validation throws ConfigurationError when required startup candles exceed 5x candle limit, preventing backtesting and live trading