Support backteating with two different timeframes

[ramilexe]

I would like to run backteating for BTCUSDT pair 1h timeframe but then simulate exchange behavior using 1s timeframe to have more realistic analys. Is it possible to do using existing code or it is a new feature?

[rodrigo-brito]

Hi @ramilexe, I never tested with 1s timeframe. But it works fine with 1m and above. I believe that Binance do not provide the 1s timeframe data feed to download. Because the real time feed is updated each 2s.

To use this feature, you have to load a small time frame in the backtest, example:

	csvFeed, err := exchange.NewCSVFeed(
		strategy.Timeframe(),
		exchange.PairFeed{
			Pair:      "BTCUSDT",
			File:      "testdata/btc-1m.csv",
			Timeframe: "1m",
		},
		exchange.PairFeed{
			Pair:      "ETHUSDT",
			File:      "testdata/eth-1m.csv",
			Timeframe: "1h",
		},
	)

And in your strategy you have to specify a timeframe bigger than the dataset, e.g.: 1h

[ramilexe]

Thank you, does the order of PairFeed matter?

[rodrigo-brito]

I think it will not affect the trading results.