From d91ac8b6698d23068abb9d33d377ee468ae6b30a Mon Sep 17 00:00:00 2001 From: robcaulk Date: Thu, 5 Jan 2023 20:13:48 +0100 Subject: [PATCH] improve wording in freqai doc --- docs/freqai-running.md | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/docs/freqai-running.md b/docs/freqai-running.md index 42c56c06d..a75e30e83 100644 --- a/docs/freqai-running.md +++ b/docs/freqai-running.md @@ -68,10 +68,8 @@ Backtesting mode requires [downloading the necessary data](#downloading-data-to- This way, you can return to using any model you wish by simply specifying the `identifier`. !!! Note - Backtesting calls the `set_freqai_targets()` function for every window defined in `backtest_period_days` parameter - to better simulate the dry/run live behavior, but it's analyzes the whole time-range at once in `feature_engineering_*()` for performance reasons. - Because of this, strategy authors need to make sure that strategies do not look-ahead into the future at `feature_engineering_*()` functions. - Strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) + Backtesting calls `set_freqai_targets()` one time for each backtest window (where the number of windows is the full backtest timerange divided by the `backtest_period_days` parameter). Doing this means that the targets simulate dry/live behavior without look ahead bias. However, the definition of the features in `feature_engineering_*()` is performed once on the entire backtest timerange. This means that you should be sure that features do look-ahead into the future. + More details about look-ahead bias can be found in [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies). ---