Merge bb62b0fc5a into af422c7cd4

added check for Kraken exchange

docs/lookahead-analysis.md

@@ -101,3 +101,4 @@ This could lead to a false-negative (the strategy will then be reported as non-b
 - `lookahead-analysis` has access to everything that backtesting has too.
 Please don't provoke any configs like enabling position stacking.
 If you decide to do so, then make doubly sure that you won't ever run out of `max_open_trades` amount and neither leftover money in your wallet.
+- In the results table, the `biased_indicators` column will falsely flag FreqAI target indicators defined in `set_freqai_targets()` as biased. These are not biased and can safely be ignored.

freqtrade/exchange/kraken.py

@@ -78,6 +78,7 @@ class Kraken(Exchange):
                     # x["side"], x["amount"],
                 )
                 for x in orders
+                if x["remaining"] is not None and (x["side"] == "sell" or x["price"] is not None)
             ]
             for bal in balances:
                 if not isinstance(balances[bal], dict):

freqtrade/freqai/RL/Base5ActionRLEnv.py

@@ -22,12 +22,18 @@ class Base5ActionRLEnv(BaseEnvironment):
     Base class for a 5 action environment
     """
 
-    def __init__(self, **kwargs):
-        super().__init__(**kwargs)
+    def __init__(self, *args, action_space_type: str = "Discrete", **kwargs):
+        super().__init__(*args, **kwargs)
+        self.action_space_type = action_space_type
         self.actions = Actions
 
     def set_action_space(self):
-        self.action_space = spaces.Discrete(len(Actions))
+            if self.action_space_type == "Discrete":
+                self.action_space = spaces.Discrete(len(Actions))
+            elif self.action_space_type == "Box":
+                self.action_space = spaces.Box(low=-1, high=1, shape=(1,))
+            else:
+                raise ValueError(f"Unknown action space type: {self.action_space_type}")
 
     def step(self, action: int):
         """

freqtrade/freqai/RL/BaseEnvironment.py

@@ -60,6 +60,7 @@ class BaseEnvironment(gym.Env):
         can_short: bool = False,
         pair: str = "",
         df_raw: DataFrame = DataFrame(),
+        action_space_type: str = "Discrete"
     ):
         """
         Initializes the training/eval environment.
@@ -93,6 +94,7 @@ class BaseEnvironment(gym.Env):
         self.tensorboard_metrics: dict = {}
         self.can_short: bool = can_short
         self.live: bool = live
+        self.action_space_type: str = action_space_type
         if not self.live and self.add_state_info:
             raise OperationalException(
                 "`add_state_info` is not available in backtesting. Change "

freqtrade/freqai/RL/BaseReinforcementLearningModel.py

@@ -32,7 +32,7 @@ logger = logging.getLogger(__name__)
 
 torch.multiprocessing.set_sharing_strategy("file_system")
 
-SB3_MODELS = ["PPO", "A2C", "DQN"]
+SB3_MODELS = ["PPO", "A2C", "DQN", "DDPG", "TD3"]
 SB3_CONTRIB_MODELS = ["TRPO", "ARS", "RecurrentPPO", "MaskablePPO", "QRDQN"]
 
 

freqtrade/freqai/prediction_models/ReinforcementLearner_DDPG_TD3.py

@@ -0,0 +1,556 @@
+import copy
+import logging
+import gc
+from pathlib import Path
+from typing import Any, Dict, Type, Callable, List, Optional, Union
+
+import numpy as np
+import torch as th
+import pandas as pd
+from pandas import DataFrame
+from gymnasium import spaces
+import matplotlib
+import matplotlib.transforms as mtransforms
+import matplotlib.pyplot as plt
+from stable_baselines3.common.callbacks import BaseCallback, EvalCallback
+from stable_baselines3.common.logger import HParam, Figure
+
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+from freqtrade.freqai.RL.Base5ActionRLEnv import Actions, Base5ActionRLEnv, Positions
+from freqtrade.freqai.RL.BaseEnvironment import BaseEnvironment, BaseActions
+from freqtrade.freqai.RL.BaseReinforcementLearningModel import BaseReinforcementLearningModel
+from freqtrade.freqai.tensorboard.TensorboardCallback import TensorboardCallback
+
+
+logger = logging.getLogger(__name__)
+
+
+class ReinforcementLearner_DDPG_TD3(BaseReinforcementLearningModel):
+    """
+    Reinforcement Learning Model prediction model for DDPG and TD3.
+
+    Users can inherit from this class to make their own RL model with custom
+    environment/training controls. Define the file as follows:
+
+    ```
+    from freqtrade.freqai.prediction_models.ReinforcementLearner import ReinforcementLearner
+
+    class MyCoolRLModel(ReinforcementLearner):
+    ```
+
+    Save the file to `user_data/freqaimodels`, then run it with:
+
+    freqtrade trade --freqaimodel MyCoolRLModel --config config.json --strategy SomeCoolStrat
+
+    Here the users can override any of the functions
+    available in the `IFreqaiModel` inheritance tree. Most importantly for RL, this
+    is where the user overrides `MyRLEnv` (see below), to define custom
+    `calculate_reward()` function, or to override any other parts of the environment.
+
+    This class also allows users to override any other part of the IFreqaiModel tree.
+    For example, the user can override `def fit()` or `def train()` or `def predict()`
+    to take fine-tuned control over these processes.
+
+    Another common override may be `def data_cleaning_predict()` where the user can
+    take fine-tuned control over the data handling pipeline.
+    """
+
+    def __init__(self, **kwargs) -> None:
+        """
+        Model specific config
+        """
+        super().__init__(**kwargs)
+
+        # Enable learning rate linear schedule
+        self.lr_schedule: bool = self.rl_config.get("lr_schedule", False)
+
+        # Enable tensorboard logging
+        self.activate_tensorboard: bool = self.rl_config.get("activate_tensorboard", True)
+        # TENSORBOARD CALLBACK DOES NOT RECOMMENDED TO USE WITH MULTIPLE ENVS,
+        # IT WILL RETURN FALSE INFORMATIONS, NEVERTHLESS NOT THREAD SAFE WITH SB3!!!
+
+        # Enable tensorboard rollout plot
+        self.tensorboard_plot: bool = self.rl_config.get("tensorboard_plot", False)
+
+    def get_model_params(self):
+        """
+        Get the model specific parameters
+        """
+        model_params = copy.deepcopy(self.freqai_info["model_training_parameters"])
+        
+        if self.lr_schedule:
+            _lr = model_params.get('learning_rate', 0.0003)
+            model_params["learning_rate"] = linear_schedule(_lr)
+            logger.info(f"Learning rate linear schedule enabled, initial value: {_lr}")
+
+        model_params["policy_kwargs"] = dict(
+        net_arch=dict(vf=self.net_arch, pi=self.net_arch),
+        activation_fn=th.nn.ReLU,
+        optimizer_class=th.optim.Adam
+
+        return model_params
+
+    def get_callbacks(self, eval_freq, data_path) -> list:
+        """
+        Get the model specific callbacks
+        """
+        callbacks = []
+        callbacks.append(self.eval_callback)
+        if self.activate_tensorboard:
+            callbacks.append(CustomTensorboardCallback())
+        if self.tensorboard_plot:
+            callbacks.append(FigureRecorderCallback())
+        return callbacks
+
+    def fit(self, data_dictionary: Dict[str, Any], dk: FreqaiDataKitchen, **kwargs):
+        """
+        User customizable fit method
+        :param data_dictionary: dict = common data dictionary containing all train/test
+            features/labels/weights.
+        :param dk: FreqaiDatakitchen = data kitchen for current pair.
+        :return:
+        model Any = trained model to be used for inference in dry/live/backtesting
+        """
+        train_df = data_dictionary["train_features"]
+        total_timesteps = self.freqai_info["rl_config"]["train_cycles"] * len(train_df)
+
+        policy_kwargs = dict(activation_fn=th.nn.ReLU,
+                             net_arch=self.net_arch)
+
+        if self.activate_tensorboard:
+            tb_path = Path(dk.full_path / "tensorboard" / dk.pair.split('/')[0])
+        else:
+            tb_path = None
+
+        model_params = self.get_model_params()
+        logger.info(f"Params: {model_params}")
+
+        if dk.pair not in self.dd.model_dictionary or not self.continual_learning:
+            model = self.MODELCLASS(self.policy_type, self.train_env,
+                                    tensorboard_log=tb_path,
+                                    **model_params)
+        else:
+            logger.info("Continual training activated - starting training from previously "
+                        "trained agent.")
+            model = self.dd.model_dictionary[dk.pair]
+            model.set_env(self.train_env)
+
+        model.learn(
+            total_timesteps=int(total_timesteps),
+            #callback=[self.eval_callback, self.tensorboard_callback],
+            callback=self.get_callbacks(len(train_df), str(dk.data_path)),
+            progress_bar=self.rl_config.get("progress_bar", False)
+        )
+
+        if Path(dk.data_path / "best_model.zip").is_file():
+            logger.info("Callback found a best model.")
+            best_model = self.MODELCLASS.load(dk.data_path / "best_model")
+            return best_model
+
+        logger.info("Couldnt find best model, using final model instead.")
+
+        return model
+
+    MyRLEnv: Type[BaseEnvironment]
+
+    class MyRLEnv(Base5ActionRLEnv):  # type: ignore[no-redef]
+        """
+        User can override any function in BaseRLEnv and gym.Env. Here the user
+        sets a custom reward based on profit and trade duration.
+        """
+        def __init__(self, df, prices, reward_kwargs, window_size=10, starting_point=True, id="boxenv-1", seed=1, config={}, live=False, fee=0.0015, can_short=False, pair="", df_raw=None, action_space_type="Box"):
+            super().__init__(df, prices, reward_kwargs, window_size, starting_point, id, seed, config, live, fee, can_short, pair, df_raw)
+            
+            # Define the action space as a continuous space between -1 and 1 for a single action dimension
+            self.action_space = spaces.Box(low=-1, high=1, shape=(1,), dtype=np.float32)
+            
+            # Define the observation space as before
+            self.observation_space = spaces.Box(
+                low=-np.inf,
+                high=np.inf,
+                shape=(window_size, self.total_features),
+                dtype=np.float32
+            )
+
+        def calculate_reward(self, action: int) -> float:
+            """
+            An example reward function. This is the one function that users will likely
+            wish to inject their own creativity into.
+
+                        Warning!
+            This is function is a showcase of functionality designed to show as many possible
+            environment control features as possible. It is also designed to run quickly
+            on small computers. This is a benchmark, it is *not* for live production.
+
+            :param action: int = The action made by the agent for the current candle.
+            :return:
+            float = the reward to give to the agent for current step (used for optimization
+                of weights in NN)
+            """
+            # first, penalize if the action is not valid
+            if not self._is_valid(action):
+                self.tensorboard_log("invalid", category="actions")
+                return -2
+
+            pnl = self.get_unrealized_profit()
+            factor = 100.
+
+            # reward agent for entering trades
+            if (action == Actions.Long_enter.value
+                    and self._position == Positions.Neutral):
+                return 25
+            if (action == Actions.Short_enter.value
+                    and self._position == Positions.Neutral):
+                return 25
+            # discourage agent from not entering trades
+            if action == Actions.Neutral.value and self._position == Positions.Neutral:
+                return -1
+
+            max_trade_duration = self.rl_config.get('max_trade_duration_candles', 300)
+            trade_duration = self._current_tick - self._last_trade_tick  # type: ignore
+
+            if trade_duration <= max_trade_duration:
+                factor *= 1.5
+            elif trade_duration > max_trade_duration:
+                factor *= 0.5
+
+            # discourage sitting in position
+            if (self._position in (Positions.Short, Positions.Long) and
+                    action == Actions.Neutral.value):
+                return -1 * trade_duration / max_trade_duration
+
+            # close long
+            if action == Actions.Long_exit.value and self._position == Positions.Long:
+                if pnl > self.profit_aim * self.rr:
+                    factor *= self.rl_config["model_reward_parameters"].get("win_reward_factor", 2)
+                return float(pnl * factor)
+
+            # close short
+            if action == Actions.Short_exit.value and self._position == Positions.Short:
+                if pnl > self.profit_aim * self.rr:
+                    factor *= self.rl_config["model_reward_parameters"].get("win_reward_factor", 2)
+                return float(pnl * factor)
+
+            return 0.
+
+        def step(self, action):
+            """
+            Logic for a single step (incrementing one candle in time)
+            by the agent
+            :param: action: int = the action type that the agent plans
+                to take for the current step.
+            :returns:
+                observation = current state of environment
+                step_reward = the reward from `calculate_reward()`
+                _done = if the agent "died" or if the candles finished
+                info = dict passed back to openai gym lib
+            """
+            
+            # Ensure action is within the range [-1, 1]
+            action = np.clip(action, -1, 1)
+            
+            # Apply noise for exploration
+            self.noise_std = 0.3  # Standard deviation for exploration noise
+            noise = np.random.normal(0, self.noise_std, size=action.shape)
+            action = np.tanh(action + noise)  # Ensure action is within -1 to 1
+    
+            # Map the continuous action to one of the five discrete actions
+            discrete_action = self._map_continuous_to_discrete(action)
+            
+            #print(f"{self._current_tick} Action!!!: {action}")
+            #print(f"{self._current_tick} Discrete Action!!!: {discrete_action}")
+
+            self._done = False
+            self._current_tick += 1
+    
+            if self._current_tick == self._end_tick:
+                self._done = True
+    
+            self._update_unrealized_total_profit()
+            step_reward = self.calculate_reward(discrete_action)
+            self.total_reward += step_reward
+            
+            self.tensorboard_log(self.actions._member_names_[discrete_action], category="actions")
+    
+            trade_type = None
+            if self.is_tradesignal(discrete_action):
+    
+                if discrete_action == Actions.Neutral.value:
+                    self._position = Positions.Neutral
+                    trade_type = "neutral"
+                    self._last_trade_tick = None
+                elif discrete_action == Actions.Long_enter.value:
+                    self._position = Positions.Long
+                    trade_type = "enter_long"
+                    self._last_trade_tick = self._current_tick
+                elif discrete_action == Actions.Short_enter.value:
+                    self._position = Positions.Short
+                    trade_type = "enter_short"
+                    self._last_trade_tick = self._current_tick
+                elif discrete_action == Actions.Long_exit.value:
+                    self._update_total_profit()
+                    self._position = Positions.Neutral
+                    trade_type = "exit_long"
+                    self._last_trade_tick = None
+                elif discrete_action == Actions.Short_exit.value:
+                    self._update_total_profit()
+                    self._position = Positions.Neutral
+                    trade_type = "exit_short"
+                    self._last_trade_tick = None
+                else:
+                    print("case not defined")
+    
+                if trade_type is not None:
+                    self.trade_history.append(
+                        {"price": self.current_price(), "index": self._current_tick,
+                         "type": trade_type, "profit": self.get_unrealized_profit()})
+    
+            if (self._total_profit < self.max_drawdown or
+                    self._total_unrealized_profit < self.max_drawdown):
+                self._done = True
+    
+            self._position_history.append(self._position)
+    
+            info = dict(
+                tick=self._current_tick,
+                action=discrete_action,
+                total_reward=self.total_reward,
+                total_profit=self._total_profit,
+                position=self._position.value,
+                trade_duration=self.get_trade_duration(),
+                current_profit_pct=self.get_unrealized_profit()
+            )
+    
+            observation = self._get_observation()
+            # user can play with time if they want
+            truncated = False
+    
+            self._update_history(info)
+    
+            return observation, step_reward, self._done, truncated, info
+    
+        def _map_continuous_to_discrete(self, action):
+            """
+            Map the continuous action (a value between -1 and 1) to one of the discrete actions.
+            """
+            action_value = action[0]  # Extract the single continuous action value
+            
+            # Define the number of discrete actions
+            num_discrete_actions = 5
+            
+            # Calculate the step size for each interval
+            step_size = 2 / num_discrete_actions  # (2 because range is from -1 to 1)
+            
+            # Generate the boundaries dynamically
+            boundaries = th.linspace(-1 + step_size, 1 - step_size, steps=num_discrete_actions - 1)
+            
+            # Find the bucket index for the action value
+            bucket_index = th.bucketize(th.tensor(action_value), boundaries, right=True)
+            
+            # Map the bucket index to discrete actions
+            discrete_actions = [
+                BaseActions.Neutral,
+                BaseActions.Long_enter,
+                BaseActions.Long_exit,
+                BaseActions.Short_enter,
+                BaseActions.Short_exit
+            ]
+            
+            return discrete_actions[bucket_index].value
+
+        def get_rollout_history(self) -> DataFrame:
+            """
+            Get environment data from the first to the last trade
+            """
+            _history_df = pd.DataFrame.from_dict(self.history)
+            _trade_history_df = pd.DataFrame.from_dict(self.trade_history)
+            _rollout_history = _history_df.merge(_trade_history_df, left_on="tick", right_on="index", how="left")
+            
+            _price_history = self.prices.iloc[_rollout_history.tick].copy().reset_index()
+
+            history = pd.merge(
+                _rollout_history,
+                _price_history,
+                left_index=True, right_index=True
+            )
+            return history
+
+        def get_rollout_plot(self):
+            """
+            Plot trades and environment data
+            """
+            def transform_y_offset(ax, offset):
+                return mtransforms.offset_copy(ax.transData, fig=fig, x=0, y=offset, units="inches")
+
+            def plot_markers(ax, ticks, marker, color, size, offset):
+                ax.plot(ticks, marker=marker, color=color, markersize=size, fillstyle="full",
+                        transform=transform_y_offset(ax, offset), linestyle="none")
+
+            plt.style.use("dark_background")
+            fig, axs = plt.subplots(
+                nrows=5, ncols=1,
+                figsize=(16, 9),
+                height_ratios=[6, 1, 1, 1, 1],
+                sharex=True
+            )
+
+            # Return empty fig if no trades
+            if len(self.trade_history) == 0:
+                return fig
+
+            history = self.get_rollout_history()
+            enter_long_prices = history.loc[history["type"] == "enter_long"]["price"]
+            enter_short_prices = history.loc[history["type"] == "enter_short"]["price"]
+            exit_long_prices = history.loc[history["type"] == "exit_long"]["price"]
+            exit_short_prices = history.loc[history["type"] == "exit_short"]["price"]
+
+            axs[0].plot(history["open"], linewidth=1, color="#c28ce3")
+            plot_markers(axs[0], enter_long_prices, "^", "#4ae747", 5, -0.05)
+            plot_markers(axs[0], enter_short_prices, "v", "#f53580", 5, 0.05)
+            plot_markers(axs[0], exit_long_prices, "o", "#4ae747", 3, 0)
+            plot_markers(axs[0], exit_short_prices, "o", "#f53580", 3, 0)
+
+            axs[1].set_ylabel("pnl")
+            axs[1].plot(history["current_profit_pct"], linewidth=1, color="#a29db9")
+            axs[1].axhline(y=0, label='0', alpha=0.33)
+            axs[2].set_ylabel("duration")
+            axs[2].plot(history["trade_duration"], linewidth=1, color="#a29db9")
+            axs[3].set_ylabel("total_reward")
+            axs[3].plot(history["total_reward"], linewidth=1, color="#a29db9")
+            axs[3].axhline(y=0, label='0', alpha=0.33)
+            axs[4].set_ylabel("total_profit")
+            axs[4].set_xlabel("tick")
+            axs[4].plot(history["total_profit"], linewidth=1, color="#a29db9")
+            axs[4].axhline(y=1, label='1', alpha=0.33)
+
+            for _ax in axs:
+                for _border in ["top", "right", "bottom", "left"]:
+                    _ax.spines[_border].set_color("#5b5e4b")
+
+            fig.suptitle(
+                "Total Reward: %.6f" % self.total_reward + " ~ " +
+                "Total Profit: %.6f" % self._total_profit
+            )
+            fig.tight_layout()
+
+            return fig
+
+        def close(self) -> None:
+            gc.collect()
+            th.cuda.empty_cache()
+
+def linear_schedule(initial_value: float) -> Callable[[float], float]:
+    def func(progress_remaining: float) -> float:
+        return progress_remaining * initial_value
+    return func
+
+class CustomTensorboardCallback(TensorboardCallback):
+    """
+    Tensorboard callback
+    """
+
+    def _on_training_start(self) -> None:
+        _lr = self.model.learning_rate
+        
+        if self.model.__class__.__name__ == "DDPG":
+            hparam_dict = {
+                "algorithm": self.model.__class__.__name__,
+                "buffer_size": self.model.buffer_size,
+                "learning_rate": _lr if isinstance(_lr, float) else "lr_schedule",
+                "learning_starts": self.model.learning_starts,
+                "batch_size": self.model.batch_size,
+                "tau": self.model.tau,
+                "gamma": self.model.gamma,
+                "train_freq": self.model.train_freq,
+                "gradient_steps": self.model.gradient_steps,
+            }
+
+        elif self.model.__class__.__name__ == "TD3":
+            hparam_dict = {
+                "algorithm": self.model.__class__.__name__,
+                "learning_rate": _lr if isinstance(_lr, float) else "lr_schedule",
+                "buffer_size": self.model.buffer_size,
+                "learning_starts": self.model.learning_starts,
+                "batch_size": self.model.batch_size,
+                "tau": self.model.tau,
+                "gamma": self.model.gamma,
+                "train_freq": self.model.train_freq,
+                "gradient_steps": self.model.gradient_steps,
+                "policy_delay": self.model.policy_delay,
+                "target_policy_noise": self.model.target_policy_noise,
+                "target_noise_clip": self.model.target_noise_clip,
+            }
+            
+        else:
+            hparam_dict = {
+                "algorithm": self.model.__class__.__name__,
+                "learning_rate": _lr if isinstance(_lr, float) else "lr_schedule",
+                "gamma": self.model.gamma,
+                "gae_lambda": self.model.gae_lambda,
+                "n_steps": self.model.n_steps,
+                "batch_size": self.model.batch_size,
+            }
+
+        # Convert hparam_dict values to str if they are not of type int, float, str, bool, or torch.Tensor
+        hparam_dict = {k: (str(v) if not isinstance(v, (int, float, str, bool, th.Tensor)) else v) for k, v in hparam_dict.items()}
+        
+        metric_dict = {
+            "eval/mean_reward": 0,
+            "rollout/ep_rew_mean": 0,
+            "rollout/ep_len_mean": 0,
+            "info/total_profit": 1,
+            "info/trades_count": 0,
+            "info/trade_duration": 0,
+        }
+
+        self.logger.record(
+            "hparams",
+            HParam(hparam_dict, metric_dict),
+            exclude=("stdout", "log", "json", "csv"),
+        )   
+    
+    def _on_step(self) -> bool:
+
+        local_info = self.locals["infos"][0]
+        if self.training_env is None:
+            return True
+
+        tensorboard_metrics = self.training_env.env_method("get_wrapper_attr", "tensorboard_metrics")[0]
+
+        for metric in local_info:
+            if metric not in ["episode", "terminal_observation", "TimeLimit.truncated"]:
+                self.logger.record(f"info/{metric}", local_info[metric])
+
+        for category in tensorboard_metrics:
+            for metric in tensorboard_metrics[category]:
+                self.logger.record(f"{category}/{metric}", tensorboard_metrics[category][metric])
+
+        return True
+    
+class FigureRecorderCallback(BaseCallback):
+    """
+    Tensorboard figures callback
+    """
+
+    def __init__(self, verbose=0):
+        super().__init__(verbose)
+
+    def _on_step(self) -> bool:
+        return True
+
+    def _on_rollout_end(self):
+        try:
+            # Access the rollout plot directly from the base environment
+            figures = [env.unwrapped.get_rollout_plot() for env in self.training_env.envs]
+        except AttributeError:
+            # If the above fails, try getting it from the wrappers
+            figures = self.training_env.env_method("get_wrapper_attr", "get_rollout_plot")
+
+        for i, fig in enumerate(figures):
+            self.logger.record(
+                f"rollout/env_{i}",
+                Figure(fig, close=True),
+                exclude=("stdout", "log", "json", "csv")
+            )
+            plt.close(fig)
+        return True

freqtrade/optimize/analysis/lookahead_helpers.py

@@ -1,7 +1,7 @@
 import logging
 import time
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Union
 
 import pandas as pd
 from rich.text import Text
@@ -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: Union[str, None] = None,
     ):
         headers = [
             "filename",
@@ -65,7 +67,9 @@ 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 +243,24 @@ class LookaheadAnalysisSubFunctions:
 
         # report the results
         if lookaheadAnalysis_instances:
+            caption: Union[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

@@ -13,6 +13,12 @@ from freqtrade.optimize.analysis.lookahead_helpers import LookaheadAnalysisSubFu
 from tests.conftest import EXMS, get_args, log_has_re, patch_exchange
 
 
+IGNORE_BIASED_INDICATORS_CAPTION = (
+    "Any indicators in 'biased_indicators' which are used within "
+    "set_freqai_targets() can be ignored."
+)
+
+
 @pytest.fixture
 def lookahead_conf(default_conf_usdt, tmp_path):
     default_conf_usdt["user_data_dir"] = tmp_path
@@ -133,6 +139,58 @@ def test_lookahead_helper_start(lookahead_conf, mocker) -> None:
     text_table_mock.reset_mock()
 
 
+@pytest.mark.parametrize(
+    "indicators, expected_caption_text",
+    [
+        (
+            ["&indicator1", "indicator2"],
+            IGNORE_BIASED_INDICATORS_CAPTION,
+        ),
+        (
+            ["indicator1", "&indicator2"],
+            IGNORE_BIASED_INDICATORS_CAPTION,
+        ),
+        (
+            ["&indicator1", "&indicator2"],
+            IGNORE_BIASED_INDICATORS_CAPTION,
+        ),
+        (["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 +257,53 @@ 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