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Moved config overrides to its' own function

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Added config overrides to dry_run_wallet and max_open_trades to avoid false positives.
This commit is contained in:
hippocritical
2023-06-09 22:11:30 +02:00
parent 99842402f7
commit 6656740f21
1 changed files with 30 additions and 15 deletions
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45
freqtrade/optimize/lookahead_analysis_helpers.py
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@@ -119,25 +119,22 @@ class LookaheadAnalysisSubFunctions:
csv_df.to_csv(config['lookahead_analysis_exportfilename'], index=False)
@staticmethod
def initialize_single_lookahead_analysis(strategy_obj: Dict[str, Any], config: Dict[str, Any]):
logger.info(f"Bias test of {Path(strategy_obj['location']).name} started.")
start = time.perf_counter()
current_instance = LookaheadAnalysis(config, strategy_obj)
current_instance.start()
elapsed = time.perf_counter() - start
logger.info(f"checking look ahead bias via backtests "
f"of {Path(strategy_obj['location']).name} "
f"took {elapsed:.0f} seconds.")
return current_instance
@staticmethod
def start(config: Config):
def calculate_config_overrides(config: Config):
if config['targeted_trade_amount'] < config['minimum_trade_amount']:
# this combo doesn't make any sense.
raise OperationalException(
"targeted trade amount can't be smaller than minimum trade amount."
"Targeted trade amount can't be smaller than minimum trade amount."
)
if len(config['pairs']) > config['max_open_trades']:
logger.info('Max_open_trades were less than amount of pairs. '
'Set max_open_trades to amount of pairs just to avoid false positives.')
config['max_open_trades'] = len(config['pairs'])
min_dry_run_wallet = 1000000000
if config['dry_run_wallet'] < min_dry_run_wallet:
logger.info('Dry run wallet was not set to 1 billion, pushing it up there '
'just to avoid false positives')
config['dry_run_wallet'] = min_dry_run_wallet
# enforce cache to be 'none', shift it to 'none' if not already
# (since the default value is 'day')
@@ -149,6 +146,24 @@ class LookaheadAnalysisSubFunctions:
f"Inside lookahead-analysis it is enforced to be 'none'. "
f"Changed it to 'none'")
config['backtest_cache'] = 'none'
return config
@staticmethod
def initialize_single_lookahead_analysis(strategy_obj: Dict[str, Any], config: Dict[str, Any]):
logger.info(f"Bias test of {Path(strategy_obj['location']).name} started.")
start = time.perf_counter()
current_instance = LookaheadAnalysis(config, strategy_obj)
current_instance.start()
elapsed = time.perf_counter() - start
logger.info(f"Checking look ahead bias via backtests "
f"of {Path(strategy_obj['location']).name} "
f"took {elapsed:.0f} seconds.")
return current_instance
@staticmethod
def start(config: Config):
config = LookaheadAnalysisSubFunctions.calculate_config_overrides(config)
strategy_objs = StrategyResolver.search_all_objects(
config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))