diff --git a/freqtrade/optimize/lookahead_analysis_helpers.py b/freqtrade/optimize/lookahead_analysis_helpers.py index 0eccf0526..0f2b78e24 100644 --- a/freqtrade/optimize/lookahead_analysis_helpers.py +++ b/freqtrade/optimize/lookahead_analysis_helpers.py @@ -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))