69 lines
2.5 KiB
Python
69 lines
2.5 KiB
Python
|
from copy import deepcopy
|
||
|
|
from pathlib import Path
|
||
|
|
from unittest.mock import MagicMock
|
||
|
|
|
||
|
|
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
|
||
|
|
from freqtrade.resolvers import StrategyResolver
|
||
|
|
from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver
|
||
|
|
|
||
|
|
|
||
|
|
# @pytest.fixture(scope="function")
|
||
|
|
def freqai_conf(default_conf):
|
||
|
|
freqaiconf = deepcopy(default_conf)
|
||
|
|
freqaiconf.update(
|
||
|
|
{
|
||
|
|
"datadir": Path(default_conf["datadir"]),
|
||
|
|
"strategy": "FreqaiExampleStrategy",
|
||
|
|
"strategy-path": "freqtrade/templates",
|
||
|
|
"freqaimodel": "LightGBMPredictionModel",
|
||
|
|
"freqaimodel_path": "freqai/prediction_models",
|
||
|
|
"timerange": "20180110-20180115",
|
||
|
|
"freqai": {
|
||
|
|
"startup_candles": 10000,
|
||
|
|
"purge_old_models": True,
|
||
|
|
"train_period_days": 15,
|
||
|
|
"backtest_period_days": 7,
|
||
|
|
"live_retrain_hours": 0,
|
||
|
|
"identifier": "uniqe-id7",
|
||
|
|
"live_trained_timestamp": 0,
|
||
|
|
"feature_parameters": {
|
||
|
|
"include_timeframes": ["5m"],
|
||
|
|
"include_corr_pairlist": ["ADA/BTC", "DASH/BTC"],
|
||
|
|
"label_period_candles": 20,
|
||
|
|
"include_shifted_candles": 2,
|
||
|
|
"DI_threshold": 0.9,
|
||
|
|
"weight_factor": 0.9,
|
||
|
|
"principal_component_analysis": False,
|
||
|
|
"use_SVM_to_remove_outliers": True,
|
||
|
|
"stratify_training_data": 0,
|
||
|
|
"indicator_max_period_candles": 10,
|
||
|
|
"indicator_periods_candles": [10],
|
||
|
|
},
|
||
|
|
"data_split_parameters": {"test_size": 0.33, "random_state": 1},
|
||
|
|
"model_training_parameters": {"n_estimators": 1000, "task_type": "CPU"},
|
||
|
|
},
|
||
|
|
"config_files": [Path('config_examples', 'config_freqai_futures.example.json')]
|
||
|
|
}
|
||
|
|
)
|
||
|
|
freqaiconf['exchange'].update({'pair_whitelist': ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC']})
|
||
|
|
return freqaiconf
|
||
|
|
|
||
|
|
|
||
|
|
def get_patched_data_kitchen(mocker, freqaiconf):
|
||
|
|
dd = mocker.patch('freqtrade.freqai.data_drawer', MagicMock())
|
||
|
|
dk = FreqaiDataKitchen(freqaiconf, dd)
|
||
|
|
return dk
|
||
|
|
|
||
|
|
|
||
|
|
def get_patched_strategy(mocker, freqaiconf):
|
||
|
|
strategy = StrategyResolver.load_strategy(freqaiconf)
|
||
|
|
strategy.bot_start()
|
||
|
|
|
||
|
|
return strategy
|
||
|
|
|
||
|
|
|
||
|
|
def get_patched_freqaimodel(mocker, freqaiconf):
|
||
|
|
freqaimodel = FreqaiModelResolver.load_freqaimodel(freqaiconf)
|
||
|
|
|
||
|
|
return freqaimodel
|