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added mentioning which pair + timerange + idx is biased for visibility and debugging purposes

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This commit is contained in:
hippocritical 2023-07-23 15:29:25 +02:00
parent a33be8a349
commit 1ab357dc32
1 changed files with 15 additions and 3 deletions
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18
freqtrade/optimize/lookahead_analysis.py
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@ -141,7 +141,7 @@ class LookaheadAnalysis:
shutil.rmtree(path_to_current_identifier)
prepare_data_config = deepcopy(self.local_config)
prepare_data_config['timerange'] = (str(self.dt_to_timestamp(varholder.from_dt)) + "-" +
prepare_data_config['timerange'] = (str(self.dt_to_timestamp(varholder.from_dt)) + " - " +
str(self.dt_to_timestamp(varholder.to_dt)))
prepare_data_config['exchange']['pair_whitelist'] = pairs_to_load
@ -209,13 +209,16 @@ class LookaheadAnalysis:
# fill entry_varHolder and exit_varHolder
self.fill_entry_and_exit_varHolders(result_row)
# this will trigger a logger-message
buy_or_sell_biased: bool = False
# register if buy signal is broken
if not self.report_signal(
self.entry_varHolders[idx].result,
"open_date",
self.entry_varHolders[idx].compared_dt):
# logger.info(f"found lookahead-bias in trade {self.entry_varHolders[idx][]} {idx}")
self.current_analysis.false_entry_signals += 1
buy_or_sell_biased = True
# register if buy or sell signal is broken
if not self.report_signal(
@ -223,6 +226,13 @@ class LookaheadAnalysis:
"close_date",
self.exit_varHolders[idx].compared_dt):
self.current_analysis.false_exit_signals += 1
buy_or_sell_biased = True
if buy_or_sell_biased:
logger.info(f"found lookahead-bias in trade "
f"pair: {result_row['pair']}, "
f"timerange:{result_row['open_date']}-{result_row['close_date']}, "
f"idx: {idx}")
# check if the indicators themselves contain biased data
self.analyze_indicators(self.full_varHolder, self.entry_varHolders[idx], result_row['pair'])
@ -261,7 +271,9 @@ class LookaheadAnalysis:
f"Exiting this lookahead-analysis")
return None
if "force_exit" in result_row['exit_reason']:
logger.info("found force-exit, skipping this one to avoid a false-positive.")
logger.info("found force-exit in pair: {result_row['pair']}, "
f"timerange:{result_row['open_date']}-{result_row['close_date']}, "
f"idx: {idx}, skipping this one to avoid a false-positive.")
# just to keep the IDs of both full, entry and exit varholders the same
# to achieve a better debugging experience