freqtrades' merge broke my side, fixed it by porting it over to my develop branch, no changes with this commit logic-wise.

freqtrade/commands/__init__.py

@@ -22,6 +22,7 @@ from freqtrade.commands.optimize_commands import (start_backtesting, start_backt
                                                   start_edge, start_hyperopt)
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
-from freqtrade.commands.strategy_utils_commands import start_strategy_update
+from freqtrade.commands.strategy_utils_commands import (start_backtest_lookahead_bias_checker,
+                                                        start_strategy_update)
 from freqtrade.commands.trade_commands import start_trading
 from freqtrade.commands.webserver_commands import start_webserver

freqtrade/commands/arguments.py

@@ -116,8 +116,14 @@ NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
 
-ARGS_STRATEGY_UTILS = ["strategy_list", "strategy_path", "recursive_strategy_search"]
+ARGS_STRATEGY_UPDATER = ARGS_COMMON_OPTIMIZE + ["strategy_list"]
 
+ARGS_BACKTEST_LOOKAHEAD_BIAS_CHECKER = ARGS_BACKTEST
+
+
+# + ["target_trades", "minimum_trades",
+# "target_trades", "exportfilename"]
+# will be added when the base version works.
 
 class Arguments:
     """
@@ -192,7 +198,8 @@ class Arguments:
         self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
         self._build_args(optionlist=['version'], parser=self.parser)
 
-        from freqtrade.commands import (start_analysis_entries_exits, start_backtesting,
+        from freqtrade.commands import (start_analysis_entries_exits,
+                                        start_backtest_lookahead_bias_checker, start_backtesting,
                                         start_backtesting_show, start_convert_data,
                                         start_convert_db, start_convert_trades,
                                         start_create_userdir, start_download_data, start_edge,
@@ -450,4 +457,14 @@ class Arguments:
                                                           'files to the current version',
                                                      parents=[_common_parser])
         strategy_updater_cmd.set_defaults(func=start_strategy_update)
-        self._build_args(optionlist=ARGS_STRATEGY_UTILS, parser=strategy_updater_cmd)
+        self._build_args(optionlist=ARGS_STRATEGY_UPDATER, parser=strategy_updater_cmd)
+
+        # Add backtest lookahead bias checker subcommand
+        backtest_lookahead_bias_checker_cmd = \
+            subparsers.add_parser('backtest_lookahead_bias_checker',
+                                  help="checks for potential look ahead bias",
+                                  parents=[_common_parser])
+        backtest_lookahead_bias_checker_cmd.set_defaults(func=start_backtest_lookahead_bias_checker)
+
+        self._build_args(optionlist=ARGS_BACKTEST_LOOKAHEAD_BIAS_CHECKER,
+                         parser=backtest_lookahead_bias_checker_cmd)

freqtrade/commands/strategy_utils_commands.py

@@ -7,6 +7,7 @@ from typing import Any, Dict
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.strategy.backtest_lookahead_bias_checker import backtest_lookahead_bias_checker
 from freqtrade.strategy.strategyupdater import StrategyUpdater
 
 
@@ -53,3 +54,47 @@ def start_conversion(strategy_obj, config):
     instance_strategy_updater.start(config, strategy_obj)
     elapsed = time.perf_counter() - start
     print(f"Conversion of {Path(strategy_obj['location']).name} took {elapsed:.1f} seconds.")
+
+    # except:
+    #    pass
+
+
+def start_backtest_lookahead_bias_checker(args: Dict[str, Any]) -> None:
+    """
+    Start the backtest bias tester script
+    :param args: Cli args from Arguments()
+    :return: None
+    """
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    strategy_objs = StrategyResolver.search_all_objects(
+        config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
+
+    filtered_strategy_objs = []
+    if 'strategy_list' in args and args['strategy_list'] is not None:
+        for args_strategy in args['strategy_list']:
+            for strategy_obj in strategy_objs:
+                if (strategy_obj['name'] == args_strategy
+                        and strategy_obj not in filtered_strategy_objs):
+                    filtered_strategy_objs.append(strategy_obj)
+                    break
+
+        for filtered_strategy_obj in filtered_strategy_objs:
+            initialize_single_lookahead_bias_checker(filtered_strategy_obj, config)
+    else:
+        processed_locations = set()
+        for strategy_obj in strategy_objs:
+            if strategy_obj['location'] not in processed_locations:
+                processed_locations.add(strategy_obj['location'])
+                initialize_single_lookahead_bias_checker(strategy_obj, config)
+
+
+def initialize_single_lookahead_bias_checker(strategy_obj, config):
+    # try:
+    print(f"Bias test of {Path(strategy_obj['location']).name} started.")
+    instance_backtest_lookahead_bias_checker = backtest_lookahead_bias_checker()
+    start = time.perf_counter()
+    instance_backtest_lookahead_bias_checker.start(config, strategy_obj)
+    elapsed = time.perf_counter() - start
+    print(f"checking look ahead bias via backtests of {Path(strategy_obj['location']).name} "
+          f"took {elapsed:.1f} seconds.")