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Add "bias2" test with full lookahead bias

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This commit is contained in:
Matthias
2023-09-29 07:06:11 +02:00
parent 39ede449a0
commit 20ea679b2b
2 changed files with 15 additions and 10 deletions
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19
tests/optimize/test_recursive_analysis.py
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@@ -148,7 +148,7 @@ def test_initialize_single_recursive_analysis(recursive_conf, mocker, caplog):
@pytest.mark.parametrize('scenario', [
'no_bias', 'bias1'
'no_bias', 'bias1', 'bias2'
])
def test_recursive_biased_strategy(recursive_conf, mocker, caplog, scenario) -> None:
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
@@ -177,10 +177,13 @@ def test_recursive_biased_strategy(recursive_conf, mocker, caplog, scenario) ->
# Assert init correct
assert log_has_re(f"Strategy Parameter: scenario = {scenario}", caplog)
diff_pct = abs(float(instance.dict_recursive['rsi'][100].replace("%", "")))
# check non-biased strategy
if scenario == "no_bias":
assert diff_pct < 0.01
# check biased strategy
elif scenario == "bias1":
assert diff_pct >= 0.01
if scenario == "bias2":
assert log_has_re("=> found lookahead in indicator rsi", caplog)
else:
diff_pct = abs(float(instance.dict_recursive['rsi'][100].replace("%", "")))
# check non-biased strategy
if scenario == "no_bias":
assert diff_pct < 0.01
# check biased strategy
elif scenario == "bias1":
assert diff_pct >= 0.01