Move lookahead analysis tests to optimize subdir

tests/optimize/test_lookahead_analysis.py

@@ -0,0 +1,69 @@
+# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
+
+from unittest.mock import PropertyMock
+
+import numpy as np
+
+import freqtrade.commands.arguments
+import freqtrade.optimize.lookahead_analysis
+from freqtrade.configuration import TimeRange
+from freqtrade.data import history
+from freqtrade.data.converter import clean_ohlcv_dataframe
+from freqtrade.data.history import get_timerange
+from tests.conftest import patch_exchange
+
+
+def trim_dictlist(dict_list, num):
+    new = {}
+    for pair, pair_data in dict_list.items():
+        new[pair] = pair_data[num:].reset_index()
+    return new
+
+
+def load_data_test(what, testdatadir):
+    timerange = TimeRange.parse_timerange('1510694220-1510700340')
+    data = history.load_pair_history(pair='UNITTEST/BTC', datadir=testdatadir,
+                                     timeframe='1m', timerange=timerange,
+                                     drop_incomplete=False,
+                                     fill_up_missing=False)
+
+    base = 0.001
+    if what == 'raise':
+        data.loc[:, 'open'] = data.index * base
+        data.loc[:, 'high'] = data.index * base + 0.0001
+        data.loc[:, 'low'] = data.index * base - 0.0001
+        data.loc[:, 'close'] = data.index * base
+
+    if what == 'lower':
+        data.loc[:, 'open'] = 1 - data.index * base
+        data.loc[:, 'high'] = 1 - data.index * base + 0.0001
+        data.loc[:, 'low'] = 1 - data.index * base - 0.0001
+        data.loc[:, 'close'] = 1 - data.index * base
+
+    if what == 'sine':
+        hz = 0.1  # frequency
+        data.loc[:, 'open'] = np.sin(data.index * hz) / 1000 + base
+        data.loc[:, 'high'] = np.sin(data.index * hz) / 1000 + base + 0.0001
+        data.loc[:, 'low'] = np.sin(data.index * hz) / 1000 + base - 0.0001
+        data.loc[:, 'close'] = np.sin(data.index * hz) / 1000 + base
+
+    return {'UNITTEST/BTC': clean_ohlcv_dataframe(data, timeframe='1m', pair='UNITTEST/BTC',
+                                                  fill_missing=True, drop_incomplete=True)}
+
+
+def test_biased_strategy(default_conf, mocker, caplog) -> None:
+
+    mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['UNITTEST/BTC']))
+
+    default_conf['timeframe'] = '5m'
+    default_conf['timerange'] = '-1510694220'
+    default_conf['strategy'] = 'strategy_test_v3_with_lookahead_bias'
+    default_conf['strategy_path'] = 'tests/strategy/strats'
+
+    strategy_obj = {}
+    strategy_obj['name'] = "strategy_test_v3_with_lookahead_bias"
+    freqtrade.optimize.lookahead_analysis.LookaheadAnalysis(default_conf, strategy_obj, {})
+    pass