feat: if a biased_indicator starting with & appears in a lookahead-analysis, caption the table with a note that freqai targets appearing here can be ignored

freqtrade/optimize/analysis/lookahead_helpers.py

@@ -19,7 +19,9 @@ logger = logging.getLogger(__name__)
 class LookaheadAnalysisSubFunctions:
     @staticmethod
     def text_table_lookahead_analysis_instances(
-        config: Dict[str, Any], lookahead_instances: List[LookaheadAnalysis]
+        config: Dict[str, Any],
+        lookahead_instances: List[LookaheadAnalysis],
+        caption: str | None = None,
     ):
         headers = [
             "filename",
@@ -65,7 +67,12 @@ class LookaheadAnalysisSubFunctions:
                     ]
                 )
 
-        print_rich_table(data, headers, summary="Lookahead Analysis")
+        print_rich_table(
+            data,
+            headers,
+            summary="Lookahead Analysis",
+            table_kwargs={"caption": caption}
+        )
         return data
 
     @staticmethod
@@ -239,8 +246,19 @@ class LookaheadAnalysisSubFunctions:
 
         # report the results
         if lookaheadAnalysis_instances:
+            caption: str | None = None
+            if any([
+                any([
+                    indicator.startswith("&")
+                    for indicator in inst.current_analysis.false_indicators
+                ]) for inst in lookaheadAnalysis_instances
+            ]):
+                caption = (
+                    "Any indicators in 'biased_indicators' which are used within "
+                    "set_freqai_targets() can be ignored."
+                )
             LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
-                config, lookaheadAnalysis_instances
+                config, lookaheadAnalysis_instances, caption=caption
             )
             if config.get("lookahead_analysis_exportfilename") is not None:
                 LookaheadAnalysisSubFunctions.export_to_csv(config, lookaheadAnalysis_instances)

tests/optimize/test_lookahead_analysis.py

@@ -133,6 +133,72 @@ def test_lookahead_helper_start(lookahead_conf, mocker) -> None:
     text_table_mock.reset_mock()
 
 
+@pytest.mark.parametrize(
+    "indicators, expected_caption_text",
+    [
+        (
+            ["&indicator1", "indicator2"],
+            "Any indicators in 'biased_indicators' which are used "
+            "within set_freqai_targets() can be ignored."
+        ),
+        (
+            ["indicator1", "&indicator2"],
+            "Any indicators in 'biased_indicators' which are used "
+            "within set_freqai_targets() can be ignored."
+        ),
+        (
+            ["&indicator1", "&indicator2"],
+            "Any indicators in 'biased_indicators' which are used "
+            "within set_freqai_targets() can be ignored."
+        ),
+        (
+            ["indicator1", "indicator2"],
+            None
+        ),
+        (
+            [],
+            None
+        )
+    ],
+    ids=(
+        "First of two biased indicators starts with '&'",
+        "Second of two biased indicators starts with '&'",
+        "Both biased indicators start with '&'",
+        "No biased indicators start with '&'",
+        "Empty biased indicators list",
+    )
+)
+def test_lookahead_helper_start__caption_based_on_indicators(
+    indicators,
+    expected_caption_text,
+    lookahead_conf,
+    mocker
+):
+    """Test that the table caption is only populated if a biased_indicator starts with '&'."""
+
+    single_mock = MagicMock()
+    lookahead_analysis = LookaheadAnalysis(
+        lookahead_conf,
+        {"name": "strategy_test_v3_with_lookahead_bias"},
+    )
+    lookahead_analysis.current_analysis.false_indicators = indicators
+    single_mock.return_value = lookahead_analysis
+    text_table_mock = MagicMock()
+    mocker.patch.multiple(
+        "freqtrade.optimize.analysis.lookahead_helpers.LookaheadAnalysisSubFunctions",
+        initialize_single_lookahead_analysis=single_mock,
+        text_table_lookahead_analysis_instances=text_table_mock,
+    )
+
+    LookaheadAnalysisSubFunctions.start(lookahead_conf)
+
+    text_table_mock.assert_called_once_with(
+        lookahead_conf,
+        [lookahead_analysis],
+        caption=expected_caption_text
+    )
+
+
 def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf):
     analysis = Analysis()
     analysis.has_bias = True
@@ -199,6 +265,54 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
     assert len(data) == 3
 
 
+
+@pytest.mark.parametrize(
+    "caption",
+    [
+        "",
+        "A test caption",
+        None,
+        False,
+    ],
+    ids=(
+        "Pass empty string",
+        "Pass non-empty string",
+        "Pass None",
+        "Don't pass caption",
+    )
+)
+def test_lookahead_helper_text_table_lookahead_analysis_instances__caption(
+    caption,
+    lookahead_conf,
+    mocker,
+):
+    """Test that the caption is passed in the table kwargs when calling print_rich_table()."""
+
+    print_rich_table_mock = MagicMock()
+    mocker.patch(
+        "freqtrade.optimize.analysis.lookahead_helpers.print_rich_table",
+        print_rich_table_mock,
+    )
+    lookahead_analysis = LookaheadAnalysis(
+        lookahead_conf,
+        {
+            "name": "strategy_test_v3_with_lookahead_bias",
+            "location": Path(lookahead_conf["strategy_path"], f"{lookahead_conf['strategy']}.py"),
+        }
+    )
+    kwargs = {}
+    if caption is not False:
+        kwargs["caption"] = caption
+
+    LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+        lookahead_conf, [lookahead_analysis], **kwargs
+    )
+
+    assert print_rich_table_mock.call_args[-1]["table_kwargs"]["caption"] == (
+        caption if caption is not False else None
+    )
+
+
 def test_lookahead_helper_export_to_csv(lookahead_conf):
     import pandas as pd