modified help-string for the cli-option lookahead_analysis_exportfilename

moved doc from utils.md to lookahead-analysis.md and modified it (unfinished)
added a check to automatically edit the config['backtest_cache'] to be 'none'

docs/lookahead-analysis.md

@@ -0,0 +1,79 @@
+# Lookahead analysis
+This page explains how to validate your strategy in terms of look ahead bias.
+
+Checking look ahead bias is the bane of any strategy since it is sometimes very easy to introduce backtest bias -
+but very hard to detect.
+
+Backtesting initializes all timestamps at once and calculates all indicators in the beginning.
+This means that if you are allowing your indicators (or the libraries that get used) then you would 
+look into the future and falsify your backtest.
+
+Lookahead-analysis requires historic data to be available.
+To learn how to get data for the pairs and exchange you're interested in,
+head over to the [Data Downloading](data-download.md) section of the documentation.
+
+This command is built upon backtesting
+since it internally chains backtests and pokes at the strategy to provoke it to show look ahead bias.
+This is done by looking not at the strategy itself - but at the results it returned.
+The results are things like changed indicator-values and moved entries/exits compared to the full backtest. 
+
+You can use commands of [Backtesting](backtesting.md).
+It also supports the lookahead-analysis of freqai strategies.
+
+--cache is enforced to be "none"
+
+## Backtesting command reference
+
+```
+usage: freqtrade lookahead-analysis [-h] [-v] [-V] 
+                             [--minimum-trade-amount INT]
+                             [--targeted-trade-amount INT]
+                             [--lookahead-analysis-exportfilename PATH]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --minimum-trade-amount INT
+                        Override the value of the `minimum_trade_amount` configuration
+                        setting
+                        Requires `--targeted-trade-amount` to be larger or equal to --minimum-trade-amount.
+                        (default: 10)
+  --targeted-trade-amount INT
+                        Override the value of the `minimum_trade_amount` configuration
+                        (default: 20)
+  --lookahead-analysis-exportfilename PATH
+                        Use this filename to save your lookahead-analysis-results to a csv file
+```
+
+
+#### Summary
+Checks a given strategy for look ahead bias via backtest-analysis
+Look ahead bias means that the backtest uses data from future candles thereby not making it viable beyond backtesting
+and producing false hopes for the one backtesting.
+
+#### Introduction:
+Many strategies - without the programmer knowing - have fallen prey to look ahead bias.
+
+Any backtest will populate the full dataframe including all time stamps at the beginning.
+If the programmer is not careful or oblivious how things work internally
+(which sometimes can be really hard to find out) then it will just look into the future making the strategy amazing
+but not realistic.
+
+This command is made to try to verify the validity in the form of the aforementioned look ahead bias.
+
+#### How does the command work?
+It will not look at the strategy or any contents itself but instead will run multiple backtests 
+by using precisely cut timeranges and analyzing the results each time, comparing to the full timerange.
+
+At first, it starts a backtest over the whole duration
+and then repeats backtests from the same starting point to the respective points to watch.
+In addition, it analyzes the dataframes form the overall backtest to the cut ones.
+
+At the end it will return a result-table in terminal.
+
+Hint:
+If an entry or exit condition is only triggered rarely or the timerange was chosen
+so only a few entry conditions are met
+then the bias checker is unable to catch the biased entry or exit condition.
+In the end it only checks which entry and exit signals have been triggered.
+
+---Flow chart here for better understanding---

docs/utils.md

@@ -1010,36 +1010,3 @@ Common arguments:
                         Path to userdata directory.
 
 ```
-### Lookahead - analysis
-#### Summary
-Checks a given strategy for look ahead bias via backtest-analysis
-Look ahead bias means that the backtest uses data from future candles thereby not making it viable beyond backtesting
-and producing false hopes for the one backtesting.
-
-#### Introduction:
-Many strategies - without the programmer knowing - have fallen prey to look ahead bias.
-
-Any backtest will populate the full dataframe including all time stamps at the beginning.
-If the programmer is not careful or oblivious how things work internally
-(which sometimes can be really hard to find out) then it will just look into the future making the strategy amazing
-but not realistic.
-
-The tool is made to try to verify the validity in the form of the aforementioned look ahead bias.
-
-#### How does the command work?
-It will not look at the strategy or any contents itself but instead will run multiple backtests 
-by using precisely cut timeranges and analyzing the results each time, comparing to the full timerange.
-
-At first, it starts a backtest over the whole duration
-and then repeats backtests from the same starting point to the respective points to watch.
-In addition, it analyzes the dataframes form the overall backtest to the cut ones.
-
-At the end it will return a result-table in terminal.
-
-Hint:
-If an entry or exit condition is only triggered rarely or the timerange was chosen
-so only a few entry conditions are met
-then the bias checker is unable to catch the biased entry or exit condition.
-In the end it only checks which entry and exit signals have been triggered.
-
----Flow chart here for better understanding---

freqtrade/commands/cli_options.py

@@ -704,7 +704,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "lookahead_analysis_exportfilename": Arg(
         '--lookahead-analysis-exportfilename',
-        help="Use this filename to store lookahead-analysis-results",
+        help="Use this csv-filename to store lookahead-analysis-results",
         type=str
     ),
 }

freqtrade/optimize/lookahead_analysis_helpers.py

@@ -110,6 +110,17 @@ class LookaheadAnalysisSubFunctions:
                 "targeted trade amount can't be smaller than minimum trade amount."
             )
 
+        # enforce cache to be 'none', shift it to 'none' if not already
+        # (since the default value is 'day')
+        if config.get('backtest_cache') is None:
+            config['backtest_cache'] = 'none'
+        elif config['backtest_cache'] != 'none':
+            logger.info(f"backtest_cache = "
+                        f"{config['backtest_cache']} detected. "
+                        f"Inside lookahead-analysis it is enforced to be 'none'. "
+                        f"Changed it to 'none'")
+            config['backtest_cache'] = 'none'
+
         strategy_objs = StrategyResolver.search_all_objects(
                 config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))