added exportfilename to args_to_config

introduced strategy_test_v3_with_lookahead_bias.py for checking lookahead_bias# introduced test_lookahead_analysis which currently is broken
2023-05-13 22:40:11 +02:00
parent 91ce1cb2ae
commit 7d871faf04
3 changed files with 123 additions and 3 deletions
@@ -0,0 +1,50 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+from pandas import DataFrame
+from technical.indicators import ichimoku
+
+from freqtrade.strategy import IStrategy
+
+
+class strategy_test_v3_with_lookahead_bias(IStrategy):
+    INTERFACE_VERSION = 3
+
+    # Minimal ROI designed for the strategy
+    minimal_roi = {
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy
+    stoploss = -0.10
+
+    # Optimal timeframe for the strategy
+    timeframe = '5m'
+
+    # Number of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 20
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # bias is introduced here
+        ichi = ichimoku(dataframe,
+                        conversion_line_period=20,
+                        base_line_periods=60,
+                        laggin_span=120,
+                        displacement=30)
+        dataframe['chikou_span'] = ichi['chikou_span']
+
+        return dataframe
+
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[
+            dataframe['close'].shift(-10) > dataframe['close'],
+            'enter_long'] = 1
+
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[
+            dataframe['close'].shift(-10) > dataframe['close'], 'exit'] = 1
+
+        return dataframe