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47 lines
1.5 KiB
Python
47 lines
1.5 KiB
Python
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
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from unittest.mock import PropertyMock
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import numpy as np
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import pytest
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import freqtrade.commands.arguments
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import freqtrade.optimize.lookahead_analysis
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from freqtrade.configuration import TimeRange
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from freqtrade.data import history
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from freqtrade.data.converter import clean_ohlcv_dataframe
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from freqtrade.data.history import get_timerange
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from tests.conftest import generate_test_data, patch_exchange
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@pytest.fixture
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def lookahead_conf(default_conf_usdt):
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default_conf_usdt['minimum_trade_amount'] = 10
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default_conf_usdt['targeted_trade_amount'] = 20
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return default_conf_usdt
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def trim_dictlist(dict_list, num):
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new = {}
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for pair, pair_data in dict_list.items():
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new[pair] = pair_data[num:].reset_index()
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return new
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def test_biased_strategy(lookahead_conf, mocker, caplog) -> None:
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mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
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patch_exchange(mocker)
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mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
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PropertyMock(return_value=['UNITTEST/BTC']))
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lookahead_conf['timeframe'] = '5m'
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lookahead_conf['timerange'] = '-1510694220'
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lookahead_conf['strategy'] = 'strategy_test_v3_with_lookahead_bias'
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strategy_obj = {}
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strategy_obj['name'] = "strategy_test_v3_with_lookahead_bias"
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freqtrade.optimize.lookahead_analysis.LookaheadAnalysis(lookahead_conf, strategy_obj)
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pass
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