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Add parameters for analysis tests ...

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This commit is contained in:
Matthias 2023-05-20 20:12:04 +02:00
parent 104fa9e32d
commit 3e6a2bf9b0
2 changed files with 33 additions and 7 deletions
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23
tests/optimize/test_lookahead_analysis.py
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@ -113,7 +113,10 @@ def test_initialize_single_lookahead_analysis():
pytest.skip("TODO")
def test_biased_strategy(lookahead_conf, mocker, caplog) -> None:
@pytest.mark.parametrize('scenario', [
'no_bias', 'bias1'
])
def test_biased_strategy(lookahead_conf, mocker, caplog, scenario) -> None:
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
mocker.patch(f'{EXMS}.get_fee', return_value=0.0)
@ -128,10 +131,26 @@ def test_biased_strategy(lookahead_conf, mocker, caplog) -> None:
lookahead_conf['timerange'] = '20180119-20180122'
lookahead_conf['strategy'] = 'strategy_test_v3_with_lookahead_bias'
# Patch scenario Parameter to allow for easy selection
mocker.patch('freqtrade.strategy.hyper.HyperStrategyMixin.load_params_from_file',
return_value={
'params': {
"buy": {
"scenario": scenario
}
}
})
strategy_obj = {}
strategy_obj['name'] = "strategy_test_v3_with_lookahead_bias"
instance = LookaheadAnalysis(lookahead_conf, strategy_obj)
instance.start()
# Assert init correct
assert log_has_re(f"Strategy Parameter: scenario = {scenario}", caplog)
# Assert bias detected
assert log_has_re(r".*bias detected.*", caplog)
# TODO: assert something ... most likely output (?) or instance state?
# Assert False to see full logs in output
# assert False
# Run with `pytest tests/optimize/test_lookahead_analysis.py -k test_biased_strategy`

13
tests/strategy/strats/lookahead_bias/strategy_test_v3_with_lookahead_bias.py
View File

@ -3,6 +3,7 @@ from pandas import DataFrame
from technical.indicators import ichimoku
from freqtrade.strategy import IStrategy
from freqtrade.strategy.parameters import CategoricalParameter
class strategy_test_v3_with_lookahead_bias(IStrategy):
@ -21,6 +22,7 @@ class strategy_test_v3_with_lookahead_bias(IStrategy):
# Optimal timeframe for the strategy
timeframe = '5m'
scenario = CategoricalParameter(['no_bias', 'bias1'], default='bias1', space="buy")
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20
@ -37,13 +39,18 @@ class strategy_test_v3_with_lookahead_bias(IStrategy):
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
dataframe['close'].shift(-10) > dataframe['close'],
'enter_long'] = 1
if self.scenario.value == 'no_bias':
dataframe.loc[dataframe['close'].shift(10) < dataframe['close'], 'enter_long'] = 1
else:
dataframe.loc[dataframe['close'].shift(-10) > dataframe['close'], 'enter_long'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
if self.scenario.value == 'no_bias':
dataframe.loc[
dataframe['close'].shift(10) < dataframe['close'], 'exit'] = 1
else:
dataframe.loc[
dataframe['close'].shift(-10) > dataframe['close'], 'exit'] = 1