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Add "bias2" test with full lookahead bias

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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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6
tests/strategy/strats/strategy_test_v3_recursive_issue.py
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@@ -19,7 +19,7 @@ class strategy_test_v3_recursive_issue(IStrategy):
# Optimal timeframe for the strategy
timeframe = '5m'
scenario = CategoricalParameter(['no_bias', 'bias1'], default='bias1', space="buy")
scenario = CategoricalParameter(['no_bias', 'bias1', 'bias2'], default='bias1', space="buy")
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 100
@@ -28,8 +28,10 @@ class strategy_test_v3_recursive_issue(IStrategy):
# bias is introduced here
if self.scenario.value == 'no_bias':
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
else:
elif self.scenario.value == 'bias1':
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=50)
else:
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=50).shift(-1)
return dataframe