backtest_live_models - added new tests and refactoring

tests/freqai/test_freqai_util.py

@@ -0,0 +1,105 @@
+import platform
+from unittest.mock import MagicMock
+
+import pytest
+
+from freqtrade.configuration import TimeRange
+from freqtrade.data.dataprovider import DataProvider
+from freqtrade.exceptions import OperationalException
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+from freqtrade.freqai.freqai_util import (get_full_model_path,
+                                          get_pairs_timestamps_training_from_ready_models,
+                                          get_timerange_from_ready_models)
+from tests.conftest import get_patched_exchange
+from tests.freqai.conftest import get_patched_freqai_strategy
+
+
+def is_arm() -> bool:
+    machine = platform.machine()
+    return "arm" in machine or "aarch64" in machine
+
+
+@pytest.mark.parametrize('model', [
+    'LightGBMRegressor'
+    ])
+def test_get_full_model_path(mocker, freqai_conf, model):
+    if is_arm() and model == 'CatboostRegressor':
+        pytest.skip("CatBoost is not supported on ARM")
+
+    freqai_conf.update({"freqaimodel": model})
+    freqai_conf.update({"timerange": "20180110-20180130"})
+    freqai_conf.update({"strategy": "freqai_test_strat"})
+
+    strategy = get_patched_freqai_strategy(mocker, freqai_conf)
+    exchange = get_patched_exchange(mocker, freqai_conf)
+    strategy.dp = DataProvider(freqai_conf, exchange)
+    strategy.freqai_info = freqai_conf.get("freqai", {})
+    freqai = strategy.freqai
+    freqai.live = True
+    freqai.dk = FreqaiDataKitchen(freqai_conf)
+    timerange = TimeRange.parse_timerange("20180110-20180130")
+    freqai.dd.load_all_pair_histories(timerange, freqai.dk)
+
+    freqai.dd.pair_dict = MagicMock()
+
+    data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
+    new_timerange = TimeRange.parse_timerange("20180120-20180130")
+
+    freqai.extract_data_and_train_model(
+        new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
+
+    model_path = get_full_model_path(freqai_conf)
+    assert model_path.is_dir() is True
+
+
+def test_get_pairs_timestamp_validation(mocker, freqai_conf):
+    model_path = get_full_model_path(freqai_conf)
+    with pytest.raises(
+            OperationalException,
+            match=r'.*required to run backtest with the freqai-backtest-live-models.*'
+            ):
+        get_pairs_timestamps_training_from_ready_models(model_path)
+
+
+@pytest.mark.parametrize('model', [
+    'LightGBMRegressor'
+    ])
+def test_get_timerange_from_ready_models(mocker, freqai_conf, model):
+    if is_arm() and model == 'CatboostRegressor':
+        pytest.skip("CatBoost is not supported on ARM")
+
+    freqai_conf.update({"freqaimodel": model})
+    freqai_conf.update({"timerange": "20180110-20180130"})
+    freqai_conf.update({"strategy": "freqai_test_strat"})
+
+    strategy = get_patched_freqai_strategy(mocker, freqai_conf)
+    exchange = get_patched_exchange(mocker, freqai_conf)
+    strategy.dp = DataProvider(freqai_conf, exchange)
+    strategy.freqai_info = freqai_conf.get("freqai", {})
+    freqai = strategy.freqai
+    freqai.live = True
+    freqai.dk = FreqaiDataKitchen(freqai_conf)
+    timerange = TimeRange.parse_timerange("20180101-20180130")
+    freqai.dd.load_all_pair_histories(timerange, freqai.dk)
+
+    freqai.dd.pair_dict = MagicMock()
+
+    data_load_timerange = TimeRange.parse_timerange("20180101-20180130")
+
+    new_timerange = TimeRange.parse_timerange("20180120-20180122")
+    freqai.extract_data_and_train_model(
+        new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
+
+    new_timerange = TimeRange.parse_timerange("20180122-20180124")
+    freqai.extract_data_and_train_model(
+        new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
+
+    model_path = get_full_model_path(freqai_conf)
+    (backtesting_timerange,
+     backtesting_string_timerange,
+     pairs_end_dates) = get_timerange_from_ready_models(models_path=model_path)
+
+    assert len(pairs_end_dates["ADA"]) == 2
+    assert backtesting_string_timerange == '20180122-20180127'
+    assert backtesting_timerange.startts == 1516579200
+    assert backtesting_timerange.stopts == 1516924800

tests/test_configuration.py

@@ -1574,3 +1574,75 @@ def test_flat_vars_to_nested_dict(caplog):
 
     assert log_has("Loading variable 'FREQTRADE__EXCHANGE__SOME_SETTING'", caplog)
     assert not log_has("Loading variable 'NOT_RELEVANT'", caplog)
+
+
+def test_setup_hyperopt_freqai(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_userdata_dir',
+        lambda x, *args, **kwargs: Path(x)
+    )
+    arglist = [
+        'hyperopt',
+        '--config', 'config.json',
+        '--strategy', CURRENT_TEST_STRATEGY,
+        '--timerange', '20220801-20220805',
+        "--freqaimodel",
+        "LightGBMRegressorMultiTarget",
+        "--analyze-per-epoch"
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+    config['freqai'] = {
+        "enabled": True
+    }
+    with pytest.raises(
+        OperationalException, match=r".*analyze-per-epoch parameter is not supported.*"
+    ):
+        validate_config_consistency(config)
+
+
+def test_setup_freqai_backtest_live_models(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_userdata_dir',
+        lambda x, *args, **kwargs: Path(x)
+    )
+    arglist = [
+        'backtesting',
+        '--config', 'config.json',
+        '--strategy', CURRENT_TEST_STRATEGY,
+        '--timerange', '20220801-20220805',
+        "--freqaimodel",
+        "LightGBMRegressorMultiTarget",
+        "--freqai-backtest-live-models"
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+    with pytest.raises(
+        OperationalException, match=r".*--freqai-backtest-live-models parameter is only.*"
+    ):
+        validate_config_consistency(config)
+
+    conf = deepcopy(config)
+    conf['freqai'] = {
+        "enabled": True
+    }
+    with pytest.raises(
+        OperationalException, match=r".* timerange parameter is not supported with .*"
+    ):
+        validate_config_consistency(conf)