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Simplify comparison depth

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This commit is contained in:
Matthias
2023-06-17 14:25:46 +02:00
parent 6bb75f0dd4
commit bf872e8ed4
1 changed files with 23 additions and 22 deletions
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45
freqtrade/optimize/lookahead_analysis.py
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@@ -43,7 +43,7 @@ class LookaheadAnalysis:
def __init__(self, config: Dict[str, Any], strategy_obj: Dict):
self.failed_bias_check = True
self.full_varHolder = VarHolder
self.full_varHolder = VarHolder()
self.entry_varHolders: List[VarHolder] = []
self.exit_varHolders: List[VarHolder] = []
@@ -90,7 +90,7 @@ class LookaheadAnalysis:
return False
# analyzes two data frames with processed indicators and shows differences between them.
def analyze_indicators(self, full_vars: VarHolder, cut_vars: VarHolder, current_pair):
def analyze_indicators(self, full_vars: VarHolder, cut_vars: VarHolder, current_pair: str):
# extract dataframes
cut_df: DataFrame = cut_vars.indicators[current_pair]
full_df: DataFrame = full_vars.indicators[current_pair]
@@ -103,29 +103,30 @@ class LookaheadAnalysis:
(cut_df.date == cut_vars.compared_dt)
].reset_index(drop=True)
# compare dataframes
if full_df_cut.shape[0] != 0:
if cut_df_cut.shape[0] != 0:
compare_df = full_df_cut.compare(cut_df_cut)
# check if dataframes are not empty
if full_df_cut.shape[0] != 0 and cut_df_cut.shape[0] != 0:
if compare_df.shape[0] > 0:
for col_name, values in compare_df.items():
col_idx = compare_df.columns.get_loc(col_name)
compare_df_row = compare_df.iloc[0]
# compare_df now comprises tuples with [1] having either 'self' or 'other'
if 'other' in col_name[1]:
continue
self_value = compare_df_row[col_idx]
other_value = compare_df_row[col_idx + 1]
# compare dataframes
compare_df = full_df_cut.compare(cut_df_cut)
# output differences
if self_value != other_value:
if compare_df.shape[0] > 0:
for col_name, values in compare_df.items():
col_idx = compare_df.columns.get_loc(col_name)
compare_df_row = compare_df.iloc[0]
# compare_df now comprises tuples with [1] having either 'self' or 'other'
if 'other' in col_name[1]:
continue
self_value = compare_df_row[col_idx]
other_value = compare_df_row[col_idx + 1]
if not self.current_analysis.false_indicators.__contains__(col_name[0]):
self.current_analysis.false_indicators.append(col_name[0])
logger.info(f"=> found look ahead bias in indicator "
f"{col_name[0]}. "
f"{str(self_value)} != {str(other_value)}")
# output differences
if self_value != other_value:
if not self.current_analysis.false_indicators.__contains__(col_name[0]):
self.current_analysis.false_indicators.append(col_name[0])
logger.info(f"=> found look ahead bias in indicator "
f"{col_name[0]}. "
f"{str(self_value)} != {str(other_value)}")
def prepare_data(self, varholder: VarHolder, pairs_to_load: List[DataFrame]):