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backtest_live_models - added new tests and refactoring

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This commit is contained in:
Wagner Costa Santos
2022-09-27 10:26:57 -03:00
parent 72aa47fc51
commit 0be115de9c
4 changed files with 216 additions and 30 deletions
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72
tests/test_configuration.py
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@@ -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)