Moved config overrides to its' own function
Added config overrides to dry_run_wallet and max_open_trades to avoid false positives.
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@@ -119,25 +119,22 @@ class LookaheadAnalysisSubFunctions:
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csv_df.to_csv(config['lookahead_analysis_exportfilename'], index=False)
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csv_df.to_csv(config['lookahead_analysis_exportfilename'], index=False)
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@staticmethod
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@staticmethod
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def initialize_single_lookahead_analysis(strategy_obj: Dict[str, Any], config: Dict[str, Any]):
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def calculate_config_overrides(config: Config):
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logger.info(f"Bias test of {Path(strategy_obj['location']).name} started.")
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start = time.perf_counter()
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current_instance = LookaheadAnalysis(config, strategy_obj)
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current_instance.start()
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elapsed = time.perf_counter() - start
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logger.info(f"checking look ahead bias via backtests "
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f"of {Path(strategy_obj['location']).name} "
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f"took {elapsed:.0f} seconds.")
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return current_instance
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@staticmethod
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def start(config: Config):
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if config['targeted_trade_amount'] < config['minimum_trade_amount']:
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if config['targeted_trade_amount'] < config['minimum_trade_amount']:
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# this combo doesn't make any sense.
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# this combo doesn't make any sense.
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raise OperationalException(
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raise OperationalException(
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"targeted trade amount can't be smaller than minimum trade amount."
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"Targeted trade amount can't be smaller than minimum trade amount."
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)
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)
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if len(config['pairs']) > config['max_open_trades']:
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logger.info('Max_open_trades were less than amount of pairs. '
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'Set max_open_trades to amount of pairs just to avoid false positives.')
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config['max_open_trades'] = len(config['pairs'])
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min_dry_run_wallet = 1000000000
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if config['dry_run_wallet'] < min_dry_run_wallet:
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logger.info('Dry run wallet was not set to 1 billion, pushing it up there '
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'just to avoid false positives')
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config['dry_run_wallet'] = min_dry_run_wallet
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# enforce cache to be 'none', shift it to 'none' if not already
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# enforce cache to be 'none', shift it to 'none' if not already
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# (since the default value is 'day')
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# (since the default value is 'day')
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@@ -149,6 +146,24 @@ class LookaheadAnalysisSubFunctions:
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f"Inside lookahead-analysis it is enforced to be 'none'. "
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f"Inside lookahead-analysis it is enforced to be 'none'. "
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f"Changed it to 'none'")
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f"Changed it to 'none'")
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config['backtest_cache'] = 'none'
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config['backtest_cache'] = 'none'
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return config
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@staticmethod
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def initialize_single_lookahead_analysis(strategy_obj: Dict[str, Any], config: Dict[str, Any]):
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logger.info(f"Bias test of {Path(strategy_obj['location']).name} started.")
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start = time.perf_counter()
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current_instance = LookaheadAnalysis(config, strategy_obj)
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current_instance.start()
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elapsed = time.perf_counter() - start
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logger.info(f"Checking look ahead bias via backtests "
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f"of {Path(strategy_obj['location']).name} "
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f"took {elapsed:.0f} seconds.")
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return current_instance
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@staticmethod
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def start(config: Config):
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config = LookaheadAnalysisSubFunctions.calculate_config_overrides(config)
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strategy_objs = StrategyResolver.search_all_objects(
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strategy_objs = StrategyResolver.search_all_objects(
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config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
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config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
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