From b9e9f82503a9baf5b0e290598b2f3bae0b8b2d46 Mon Sep 17 00:00:00 2001 From: Stefano Date: Thu, 21 Sep 2023 16:45:43 +0900 Subject: [PATCH] first test done --- freqtrade/optimize/recursive_analysis.py | 3 +++ tests/optimize/test_recursive_analysis.py | 6 +++--- 2 files changed, 6 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/recursive_analysis.py b/freqtrade/optimize/recursive_analysis.py index 599fc4dda..45c2a457c 100644 --- a/freqtrade/optimize/recursive_analysis.py +++ b/freqtrade/optimize/recursive_analysis.py @@ -129,6 +129,7 @@ class RecursiveAnalysis(BaseAnalysis): varholder.indicators = backtesting.strategy.advise_all_indicators(varholder.data) def fill_partial_varholder(self, start_date, startup_candle): + logger.info(f"Calculating indicators using startup candle of {startup_candle}.") partial_varHolder = VarHolder() partial_varHolder.from_dt = start_date @@ -142,6 +143,8 @@ class RecursiveAnalysis(BaseAnalysis): self.partial_varHolder_array.append(partial_varHolder) def fill_partial_varholder_lookahead(self, end_date): + logger.info("Calculating indicators to test lookahead on indicators.") + partial_varHolder = VarHolder() partial_varHolder.from_dt = self.full_varHolder.from_dt diff --git a/tests/optimize/test_recursive_analysis.py b/tests/optimize/test_recursive_analysis.py index 458c07829..4d5ddc63a 100644 --- a/tests/optimize/test_recursive_analysis.py +++ b/tests/optimize/test_recursive_analysis.py @@ -8,7 +8,7 @@ import pytest from freqtrade.commands.optimize_commands import start_recursive_analysis from freqtrade.data.history import get_timerange from freqtrade.exceptions import OperationalException -from freqtrade.optimize.recursive_analysis import Analysis, RecursiveAnalysis +from freqtrade.optimize.recursive_analysis import RecursiveAnalysis from freqtrade.optimize.recursive_analysis_helpers import RecursiveAnalysisSubFunctions from tests.conftest import EXMS, get_args, log_has_re, patch_exchange @@ -340,7 +340,7 @@ def test_biased_strategy(recursive_conf, mocker, caplog, scenario) -> None: patch_exchange(mocker) mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist', PropertyMock(return_value=['UNITTEST/BTC'])) - recursive_conf['pairs'] = ['UNITTEST/USDT'] + recursive_conf['pairs'] = ['UNITTEST/BTC'] recursive_conf['timeframe'] = '5m' recursive_conf['timerange'] = '20180119-20180122' @@ -362,7 +362,7 @@ def test_biased_strategy(recursive_conf, mocker, caplog, scenario) -> None: # Assert init correct assert log_has_re(f"Strategy Parameter: scenario = {scenario}", caplog) - diff_pct = float(instance.dict_recursive['rsi'][100].replace("%", "")) + diff_pct = abs(float(instance.dict_recursive['rsi'][100].replace("%", ""))) # check non-biased strategy if scenario == "no_bias": assert diff_pct < 0.01