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Add parameters for analysis tests ...

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This commit is contained in:
Matthias
2023-05-20 20:12:04 +02:00
parent 104fa9e32d
commit 3e6a2bf9b0
2 changed files with 33 additions and 7 deletions
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17
tests/strategy/strats/lookahead_bias/strategy_test_v3_with_lookahead_bias.py
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@@ -3,6 +3,7 @@ from pandas import DataFrame
from technical.indicators import ichimoku
from freqtrade.strategy import IStrategy
from freqtrade.strategy.parameters import CategoricalParameter
class strategy_test_v3_with_lookahead_bias(IStrategy):
@@ -21,6 +22,7 @@ class strategy_test_v3_with_lookahead_bias(IStrategy):
# 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 = 20
@@ -37,14 +39,19 @@ class strategy_test_v3_with_lookahead_bias(IStrategy):
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
dataframe['close'].shift(-10) > dataframe['close'],
'enter_long'] = 1
if self.scenario.value == 'no_bias':
dataframe.loc[dataframe['close'].shift(10) < dataframe['close'], 'enter_long'] = 1
else:
dataframe.loc[dataframe['close'].shift(-10) > dataframe['close'], 'enter_long'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
dataframe['close'].shift(-10) > dataframe['close'], 'exit'] = 1
if self.scenario.value == 'no_bias':
dataframe.loc[
dataframe['close'].shift(10) < dataframe['close'], 'exit'] = 1
else:
dataframe.loc[
dataframe['close'].shift(-10) > dataframe['close'], 'exit'] = 1
return dataframe