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- modified help-string for the cli-option lookahead_analysis_exportfilename

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- moved doc from utils.md to lookahead-analysis.md and modified it (unfinished)
- added a check to automatically edit the config['backtest_cache'] to be 'none'
- adjusted test_lookahead_helper_export_to_csv to catch the new catching of errors
- adjusted test_lookahead_helper_text_table_lookahead_analysis_instances to catch the new catching of errors
- changed lookahead_analysis.start result-reporting to show that not enough trades were caught including x of y
This commit is contained in:
hippocritical
2023-05-28 20:52:58 +02:00
parent 9bb25be880
commit eec7837167
3 changed files with 80 additions and 41 deletions
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tests/optimize/test_lookahead_analysis.py
+36 -23
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@@ -115,30 +115,40 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
instance = LookaheadAnalysis(lookahead_conf, strategy_obj)
instance.current_analysis = analysis
table, headers, data = (LookaheadAnalysisSubFunctions.
text_table_lookahead_analysis_instances([instance]))
text_table_lookahead_analysis_instances(lookahead_conf, [instance]))
# check row contents for a try that errored out
# check row contents for a try that has too few signals
assert data[0][0] == 'strategy_test_v3_with_lookahead_bias.py'
assert data[0][1] == 'strategy_test_v3_with_lookahead_bias'
assert data[0][2].__contains__('error')
assert data[0][2].__contains__('too few trades')
assert len(data[0]) == 3
# now check for an error which occured after enough trades
analysis.total_signals = 12
analysis.false_entry_signals = 11
analysis.false_exit_signals = 10
instance = LookaheadAnalysis(lookahead_conf, strategy_obj)
instance.current_analysis = analysis
table, headers, data = (LookaheadAnalysisSubFunctions.
text_table_lookahead_analysis_instances(lookahead_conf, [instance]))
assert data[0][2].__contains__("error")
# edit it into not showing an error
instance.failed_bias_check = False
table, headers, data = (LookaheadAnalysisSubFunctions.
text_table_lookahead_analysis_instances([instance]))
text_table_lookahead_analysis_instances(lookahead_conf, [instance]))
assert data[0][0] == 'strategy_test_v3_with_lookahead_bias.py'
assert data[0][1] == 'strategy_test_v3_with_lookahead_bias'
assert data[0][2] # True
assert data[0][3] == 5
assert data[0][4] == 4
assert data[0][5] == 3
assert data[0][3] == 12
assert data[0][4] == 11
assert data[0][5] == 10
assert data[0][6] == ''
analysis.false_indicators.append('falseIndicator1')
analysis.false_indicators.append('falseIndicator2')
table, headers, data = (LookaheadAnalysisSubFunctions.
text_table_lookahead_analysis_instances([instance]))
text_table_lookahead_analysis_instances(lookahead_conf, [instance]))
assert data[0][6] == 'falseIndicator1, falseIndicator2'
@@ -146,8 +156,8 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
assert len(data) == 1
# check amount of multiple rows
table, headers, data = (LookaheadAnalysisSubFunctions.
text_table_lookahead_analysis_instances([instance, instance, instance]))
table, headers, data = (LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
lookahead_conf, [instance, instance, instance]))
assert len(data) == 3
@@ -165,9 +175,9 @@ def test_lookahead_helper_export_to_csv(lookahead_conf):
# 1st check: create a new file and verify its contents
analysis1 = Analysis()
analysis1.has_bias = True
analysis1.total_signals = 5
analysis1.false_entry_signals = 4
analysis1.false_exit_signals = 3
analysis1.total_signals = 12
analysis1.false_entry_signals = 11
analysis1.false_exit_signals = 10
analysis1.false_indicators.append('falseIndicator1')
analysis1.false_indicators.append('falseIndicator2')
lookahead_conf['lookahead_analysis_exportfilename'] = "temp_csv_lookahead_analysis.csv"
@@ -178,6 +188,7 @@ def test_lookahead_helper_export_to_csv(lookahead_conf):
}
instance1 = LookaheadAnalysis(lookahead_conf, strategy_obj1)
instance1.failed_bias_check = False
instance1.current_analysis = analysis1
LookaheadAnalysisSubFunctions.export_to_csv(lookahead_conf, [instance1])
@@ -186,7 +197,7 @@ def test_lookahead_helper_export_to_csv(lookahead_conf):
expected_values1 = [
[
'file1.py', 'strat1', True,
5, 4, 3,
12, 11, 10,
"falseIndicator1,falseIndicator2"
],
]
@@ -202,7 +213,7 @@ def test_lookahead_helper_export_to_csv(lookahead_conf):
expected_values2 = [
[
'file1.py', 'strat1', False,
10, 11, 12,
22, 21, 20,
"falseIndicator3,falseIndicator4"
],
]
@@ -210,9 +221,9 @@ def test_lookahead_helper_export_to_csv(lookahead_conf):
analysis2 = Analysis()
analysis2.has_bias = False
analysis2.total_signals = 10
analysis2.false_entry_signals = 11
analysis2.false_exit_signals = 12
analysis2.total_signals = 22
analysis2.false_entry_signals = 21
analysis2.false_exit_signals = 20
analysis2.false_indicators.append('falseIndicator3')
analysis2.false_indicators.append('falseIndicator4')
@@ -222,6 +233,7 @@ def test_lookahead_helper_export_to_csv(lookahead_conf):
}
instance2 = LookaheadAnalysis(lookahead_conf, strategy_obj2)
instance2.failed_bias_check = False
instance2.current_analysis = analysis2
LookaheadAnalysisSubFunctions.export_to_csv(lookahead_conf, [instance2])
@@ -233,12 +245,12 @@ def test_lookahead_helper_export_to_csv(lookahead_conf):
expected_values3 = [
[
'file1.py', 'strat1', False,
10, 11, 12,
22, 21, 20,
"falseIndicator3,falseIndicator4"
],
[
'file3.py', 'strat3', True,
20, 21, 22, "falseIndicator5,falseIndicator6"
32, 31, 30, "falseIndicator5,falseIndicator6"
],
]
@@ -246,9 +258,9 @@ def test_lookahead_helper_export_to_csv(lookahead_conf):
analysis3 = Analysis()
analysis3.has_bias = True
analysis3.total_signals = 20
analysis3.false_entry_signals = 21
analysis3.false_exit_signals = 22
analysis3.total_signals = 32
analysis3.false_entry_signals = 31
analysis3.false_exit_signals = 30
analysis3.false_indicators.append('falseIndicator5')
analysis3.false_indicators.append('falseIndicator6')
lookahead_conf['lookahead_analysis_exportfilename'] = "temp_csv_lookahead_analysis.csv"
@@ -259,6 +271,7 @@ def test_lookahead_helper_export_to_csv(lookahead_conf):
}
instance3 = LookaheadAnalysis(lookahead_conf, strategy_obj3)
instance3.failed_bias_check = False
instance3.current_analysis = analysis3
LookaheadAnalysisSubFunctions.export_to_csv(lookahead_conf, [instance3])