Merge remote-tracking branch 'origin/develop' into dev-merge-rl

tests/freqai/test_freqai_backtesting.py

@@ -3,21 +3,21 @@ from datetime import datetime, timezone
 from pathlib import Path
 from unittest.mock import PropertyMock
 
-import pytest
-
-from freqtrade.commands.optimize_commands import start_backtesting
-from freqtrade.exceptions import OperationalException
+from freqtrade.commands.optimize_commands import setup_optimize_configuration
+from freqtrade.enums import RunMode
 from freqtrade.optimize.backtesting import Backtesting
 from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
 
-def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir):
+def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, caplog):
     patch_exchange(mocker)
 
+    now = datetime.now(timezone.utc)
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
-    # mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+    mocker.patch('freqtrade.optimize.backtesting.history.load_data')
+    mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
 
     patched_configuration_load_config_file(mocker, freqai_conf)
 
@@ -30,9 +30,11 @@ def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir):
         '--strategy-list', CURRENT_TEST_STRATEGY
     ]
     args = get_args(args)
-    with pytest.raises(OperationalException,
-                       match=r"You can't use strategy_list and freqai at the same time\."):
-        start_backtesting(args)
+    bt_config = setup_optimize_configuration(args, RunMode.BACKTEST)
+    Backtesting(bt_config)
+    assert log_has_re('Using --strategy-list with FreqAI REQUIRES all strategies to have identical '
+                      'populate_any_indicators.', caplog)
+    Backtesting.cleanup()
 
 
 def test_freqai_backtest_load_data(freqai_conf, mocker, caplog):

tests/freqai/test_freqai_datakitchen.py

@@ -71,10 +71,7 @@ def test_use_DBSCAN_to_remove_outliers(mocker, freqai_conf, caplog):
     freqai = make_data_dictionary(mocker, freqai_conf)
     # freqai_conf['freqai']['feature_parameters'].update({"outlier_protection_percentage": 1})
     freqai.dk.use_DBSCAN_to_remove_outliers(predict=False)
-    assert log_has_re(
-        "DBSCAN found eps of 1.75.",
-        caplog,
-    )
+    assert log_has_re(r"DBSCAN found eps of 2\.3\d\.", caplog)
 
 
 def test_compute_distances(mocker, freqai_conf):
@@ -89,7 +86,7 @@ def test_use_SVM_to_remove_outliers_and_outlier_protection(mocker, freqai_conf,
     freqai_conf['freqai']['feature_parameters'].update({"outlier_protection_percentage": 0.1})
     freqai.dk.use_SVM_to_remove_outliers(predict=False)
     assert log_has_re(
-        "SVM detected 7.36%",
+        "SVM detected 8.66%",
         caplog,
     )