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fix ruff

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This commit is contained in:
Stefano Ariestasia 2023-09-04 11:35:44 +09:00
parent feab5f82c1
commit 821a598ff4
2 changed files with 16 additions and 28 deletions
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5
freqtrade/commands/arguments.py
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@ -208,8 +208,9 @@ class Arguments:
start_list_strategies, start_list_timeframes,
start_lookahead_analysis, start_new_config,
start_new_strategy, start_plot_dataframe, start_plot_profit,
start_recursive_analysis, start_show_trades, start_strategy_update,
start_test_pairlist, start_trading, start_webserver)
start_recursive_analysis, start_show_trades,
start_strategy_update, start_test_pairlist,
start_trading, start_webserver)
subparsers = self.parser.add_subparsers(dest='command',
# Use custom message when no subhandler is added

39
freqtrade/optimize/recursive_analysis.py
View File

@ -8,7 +8,6 @@ from typing import Any, Dict, List, Optional
from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.data.history import get_timerange
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.loggers.set_log_levels import (reduce_verbosity_for_bias_tester,
restore_verbosity_for_bias_tester)
@ -54,21 +53,16 @@ class RecursiveAnalysis:
# For recursive bias check
# analyzes two data frames with processed indicators and shows differences between them.
def analyze_indicators(self):
pair_to_check = self.local_config['pairs'][0]
logger.info(f"Start checking for recursive bias")
logger.info("Start checking for recursive bias")
# check and report signals
base_last_row = self.full_varHolder.indicators[pair_to_check].iloc[-1]
base_timerange = self.full_varHolder.from_dt.strftime('%Y-%m-%dT%H:%M:%S') + "-" + self.full_varHolder.to_dt.strftime('%Y-%m-%dT%H:%M:%S')
for part in self.partial_varHolder_array:
part_last_row = part.indicators[pair_to_check].iloc[-1]
part_timerange = part.from_dt.strftime('%Y-%m-%dT%H:%M:%S') + "-" + part.to_dt.strftime('%Y-%m-%dT%H:%M:%S')
logger.info(f"Comparing last row of {base_timerange} backtest")
logger.info(f"vs {part_timerange} with {part.startup_candle} startup candle")
compare_df = base_last_row.compare(part_last_row)
if compare_df.shape[0] > 0:
# print(compare_df)
@ -85,13 +79,9 @@ class RecursiveAnalysis:
values_diff = compare_df.loc[indicator]
values_diff_self = values_diff.loc['self']
values_diff_other = values_diff.loc['other']
difference = (values_diff_other - values_diff_self) / values_diff_self * 100
self.dict_recursive[indicator][part.startup_candle] = "{:.3f}%".format(difference)
diff = (values_diff_other - values_diff_self) / values_diff_self * 100
# logger.info(f"=> found difference in indicator "
# f"{indicator}, with difference of "
# "{:.8f}%".format(difference))
self.dict_recursive[indicator][part.startup_candle] = "{:.3f}%".format(diff)
else:
logger.info("No difference found. Stop the process.")
@ -100,25 +90,22 @@ class RecursiveAnalysis:
# For lookahead bias check
# analyzes two data frames with processed indicators and shows differences between them.
def analyze_indicators_lookahead(self):
pair_to_check = self.local_config['pairs'][0]
logger.info(f"Start checking for lookahead bias")
# check and report signals
# base_last_row = self.full_varHolder.indicators[pair_to_check].iloc[-1]
# base_timerange = self.full_varHolder.from_dt.strftime('%Y-%m-%dT%H:%M:%S') + "-" + self.full_varHolder.to_dt.strftime('%Y-%m-%dT%H:%M:%S')
pair_to_check = self.local_config['pairs'][0]
logger.info("Start checking for lookahead bias on indicators only")
part = self.partial_varHolder_lookahead_array[0]
part_last_row = part.indicators[pair_to_check].iloc[-1]
date_to_check = part_last_row['date']
base_row_to_check = self.full_varHolder.indicators[pair_to_check].loc[(self.full_varHolder.indicators[pair_to_check]['date'] == date_to_check)].iloc[-1]
index_to_get = (self.full_varHolder.indicators[pair_to_check]['date'] == date_to_check)
base_row_check = self.full_varHolder.indicators[pair_to_check].loc[index_to_get].iloc[-1]
check_time = part.to_dt.strftime('%Y-%m-%dT%H:%M:%S')
logger.info(f"Check indicators at {check_time}")
# logger.info(f"vs {part_timerange} with {part.startup_candle} startup candle")
compare_df = base_row_to_check.compare(part_last_row)
compare_df = base_row_check.compare(part_last_row)
if compare_df.shape[0] > 0:
# print(compare_df)
for col_name, values in compare_df.items():
@ -133,7 +120,7 @@ class RecursiveAnalysis:
# logger.info("part value {:.5f}".format(values_diff_other))
else:
logger.info("No lookahead bias found. Stop the process.")
logger.info("No lookahead bias on indicators found. Stop the process.")
def prepare_data(self, varholder: VarHolder, pairs_to_load: List[DataFrame]):
@ -233,4 +220,4 @@ class RecursiveAnalysis:
restore_verbosity_for_bias_tester()
self.analyze_indicators()
self.analyze_indicators_lookahead()
self.analyze_indicators_lookahead()