initial test

tests/strategy/strats/strategy_test_v3_recursive_issue.py

@@ -0,0 +1,43 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+from pandas import DataFrame
+from technical.indicators import ichimoku
+
+from freqtrade.strategy import IStrategy
+from freqtrade.strategy.parameters import CategoricalParameter
+
+import talib.abstract as ta
+
+class strategy_test_v3_recursive_issue(IStrategy):
+    INTERFACE_VERSION = 3
+
+    # Minimal ROI designed for the strategy
+    minimal_roi = {
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy
+    stoploss = -0.10
+
+    # Optimal timeframe for the strategy
+    timeframe = '5m'
+    scenario = CategoricalParameter(['no_bias', 'bias1'], default='bias1', space="buy")
+
+    # Number of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 100
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # bias is introduced here
+        if self.scenario.value == 'no_bias':
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+        else:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=50)
+
+        return dataframe
+
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        return dataframe