From e4350c79d256a0bb2dba184a54a8c01fad3b2ab5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 1 Mar 2022 19:56:16 +0100 Subject: [PATCH] Move strategies with known lookahead bias to a separate directory. closes #240 closes #238 closes #237 --- .../{ => lookahead_bias}/DevilStra.py | 0 .../{ => lookahead_bias}/GodStraNew.py | 0 .../strategies/{ => lookahead_bias}/Zeus.py | 0 user_data/strategies/lookahead_bias/readme.md | 29 +++++++++++++++++++ 4 files changed, 29 insertions(+) rename user_data/strategies/{ => lookahead_bias}/DevilStra.py (100%) rename user_data/strategies/{ => lookahead_bias}/GodStraNew.py (100%) rename user_data/strategies/{ => lookahead_bias}/Zeus.py (100%) create mode 100644 user_data/strategies/lookahead_bias/readme.md diff --git a/user_data/strategies/DevilStra.py b/user_data/strategies/lookahead_bias/DevilStra.py similarity index 100% rename from user_data/strategies/DevilStra.py rename to user_data/strategies/lookahead_bias/DevilStra.py diff --git a/user_data/strategies/GodStraNew.py b/user_data/strategies/lookahead_bias/GodStraNew.py similarity index 100% rename from user_data/strategies/GodStraNew.py rename to user_data/strategies/lookahead_bias/GodStraNew.py diff --git a/user_data/strategies/Zeus.py b/user_data/strategies/lookahead_bias/Zeus.py similarity index 100% rename from user_data/strategies/Zeus.py rename to user_data/strategies/lookahead_bias/Zeus.py diff --git a/user_data/strategies/lookahead_bias/readme.md b/user_data/strategies/lookahead_bias/readme.md new file mode 100644 index 0000000..21e27a7 --- /dev/null +++ b/user_data/strategies/lookahead_bias/readme.md @@ -0,0 +1,29 @@ +Warning, Strategies in this folder do have a lookahead bias. + +Please see these as practice to see if you can spot the lookahead bias. + + +
+Expand for spoilers / solution + +Please Click on each strategy to see details of the mistakes. + +
+DevilStra + +`normalize()` uses `.min()` and `.max()`. This uses the full dataframe, not just past data. + +
+ +
+GodStraNew + +`normalize()` uses `.min()` and `.max()`. This uses the full dataframe, not just past data. +
+
+Zeus + +uses `.min()` and `.max()` to normalize `trend_ichimoku_base` as well as `trend_kst_diff`. + +
+