mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

first test done

Browse Source
This commit is contained in:
Stefano
2023-09-21 16:45:43 +09:00
parent 08b94a2077
commit b9e9f82503
2 changed files with 6 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/optimize/recursive_analysis.py
+3
View File
@@ -129,6 +129,7 @@ class RecursiveAnalysis(BaseAnalysis):
varholder.indicators = backtesting.strategy.advise_all_indicators(varholder.data) varholder.indicators = backtesting.strategy.advise_all_indicators(varholder.data)
def fill_partial_varholder(self, start_date, startup_candle): 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 = VarHolder()
partial_varHolder.from_dt = start_date partial_varHolder.from_dt = start_date
@@ -142,6 +143,8 @@ class RecursiveAnalysis(BaseAnalysis):
self.partial_varHolder_array.append(partial_varHolder) self.partial_varHolder_array.append(partial_varHolder)
def fill_partial_varholder_lookahead(self, end_date): def fill_partial_varholder_lookahead(self, end_date):
logger.info("Calculating indicators to test lookahead on indicators.")
partial_varHolder = VarHolder() partial_varHolder = VarHolder()
partial_varHolder.from_dt = self.full_varHolder.from_dt partial_varHolder.from_dt = self.full_varHolder.from_dt
tests/optimize/test_recursive_analysis.py
+3 -3
View File
@@ -8,7 +8,7 @@ import pytest
from freqtrade.commands.optimize_commands import start_recursive_analysis from freqtrade.commands.optimize_commands import start_recursive_analysis
from freqtrade.data.history import get_timerange from freqtrade.data.history import get_timerange
from freqtrade.exceptions import OperationalException 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 freqtrade.optimize.recursive_analysis_helpers import RecursiveAnalysisSubFunctions
from tests.conftest import EXMS, get_args, log_has_re, patch_exchange 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) patch_exchange(mocker)
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist', mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC'])) PropertyMock(return_value=['UNITTEST/BTC']))
recursive_conf['pairs'] = ['UNITTEST/USDT'] recursive_conf['pairs'] = ['UNITTEST/BTC']
recursive_conf['timeframe'] = '5m' recursive_conf['timeframe'] = '5m'
recursive_conf['timerange'] = '20180119-20180122' recursive_conf['timerange'] = '20180119-20180122'
@@ -362,7 +362,7 @@ def test_biased_strategy(recursive_conf, mocker, caplog, scenario) -> None:
# Assert init correct # Assert init correct
assert log_has_re(f"Strategy Parameter: scenario = {scenario}", caplog) 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 # check non-biased strategy
if scenario == "no_bias": if scenario == "no_bias":
assert diff_pct < 0.01 assert diff_pct < 0.01