Unable to backtest multi-timeframe strategy

[lgrawet]

Describe the bug

Hi,

It seems I'm not able to backtest a multi-timeframe because of

backtesting_result = await backtesting.run_backtesting(config, start, end, backtesting_resolution)

Also, why not using controller config instead like optimizer.optimize(...) ?

Steps to reproduce bug

[cardosofede]

it should be able to backtest multi-timeframe, check the line of 105 of backtesting_engine_base.py

    async def initialize_backtesting_data_provider(self):
        backtesting_config = CandlesConfig(
            connector=self.controller.config.connector_name,
            trading_pair=self.controller.config.trading_pair,
            interval=self.backtesting_resolution
        )
        await self.controller.market_data_provider.initialize_candles_feed(backtesting_config)
        for config in self.controller.config.candles_config:
            await self.controller.market_data_provider.initialize_candles_feed(config)

[lgrawet]

Shouldn't be CandleConfig(...) taken from controller instead?
Oh, I see, you are talking about

        for config in self.controller.config.candles_config:
            await self.controller.market_data_provider.initialize_candles_feed(config)

[lgrawet]

So you need backtesting_config as a standard base to compute metrics for backtesting ?

[lgrawet]

And my strategy use it's own CandleConfig(..) to compute indicators?