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improve freqai tests

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This commit is contained in:
robcaulk
2022-10-05 14:08:03 +02:00
parent 22043deffa
commit 0e0bda8f13
4 changed files with 87 additions and 20 deletions
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88
tests/freqai/test_freqai_interface.py
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@@ -7,10 +7,14 @@ import pytest
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import RunMode
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.utils import download_all_data_for_training, get_required_data_timerange
from freqtrade.persistence import Trade
from freqtrade.plugins.pairlistmanager import PairListManager
from tests.conftest import get_patched_exchange, log_has_re
from tests.freqai.conftest import get_patched_freqai_strategy
from freqtrade.optimize.backtesting import Backtesting
def is_arm() -> bool:
@@ -18,15 +22,21 @@ def is_arm() -> bool:
return "arm" in machine or "aarch64" in machine
def is_mac() -> bool:
machine = platform.system()
return "Darwin" in machine
@pytest.mark.parametrize('model', [
'LightGBMRegressor',
'XGBoostRegressor',
'CatboostRegressor',
])
def test_extract_data_and_train_model_Regressors(mocker, freqai_conf, model):
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model):
if is_arm() and model == 'CatboostRegressor':
pytest.skip("CatBoost is not supported on ARM")
model_save_ext = 'joblib'
freqai_conf.update({"freqaimodel": model})
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"strategy": "freqai_test_strat"})
@@ -43,16 +53,16 @@ def test_extract_data_and_train_model_Regressors(mocker, freqai_conf, model):
freqai.dd.pair_dict = MagicMock()
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180130")
data_load_timerange = TimeRange.parse_timerange("20180125-20180130")
new_timerange = TimeRange.parse_timerange("20180127-20180130")
freqai.extract_data_and_train_model(
new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_model.joblib").is_file()
assert Path(freqai.dk.data_path /
f"{freqai.dk.model_filename}_model.{model_save_ext}").is_file()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").is_file()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_trained_df.pkl").is_file()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_svm_model.joblib").is_file()
shutil.rmtree(Path(freqai.dk.full_path))
@@ -92,7 +102,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model):
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").is_file()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_trained_df.pkl").is_file()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_svm_model.joblib").is_file()
assert len(freqai.dk.data['training_features_list']) == 26
assert len(freqai.dk.data['training_features_list']) == 14
shutil.rmtree(Path(freqai.dk.full_path))
@@ -136,9 +146,28 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
shutil.rmtree(Path(freqai.dk.full_path))
def test_start_backtesting(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180120-20180130"})
@pytest.mark.parametrize(
"model, num_files, strat",
[
("LightGBMRegressor", 6, "freqai_test_strat"),
("XGBoostRegressor", 6, "freqai_test_strat"),
("CatboostRegressor", 6, "freqai_test_strat"),
("XGBoostClassifier", 6, "freqai_test_classifier"),
("LightGBMClassifier", 6, "freqai_test_classifier"),
("CatboostClassifier", 6, "freqai_test_classifier")
],
)
def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
freqai_conf['runmode'] = RunMode.BACKTEST
Trade.use_db = False
if is_arm() and "Catboost" in model:
pytest.skip("CatBoost is not supported on ARM")
freqai_conf.update({"freqaimodel": model})
freqai_conf.update({"timerange": "20180120-20180130"})
freqai_conf.update({"strategy": strat})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
@@ -157,8 +186,8 @@ def test_start_backtesting(mocker, freqai_conf):
freqai.start_backtesting(df, metadata, freqai.dk)
model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
assert len(model_folders) == 6
assert len(model_folders) == num_files
Backtesting.cleanup()
shutil.rmtree(Path(freqai.dk.full_path))
@@ -211,7 +240,7 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
assert len(model_folders) == 6
# without deleting the exiting folder structure, re-run
# without deleting the existing folder structure, re-run
freqai_conf.update({"timerange": "20180120-20180130"})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
@@ -375,3 +404,40 @@ def test_freqai_informative_pairs(mocker, freqai_conf, timeframes, corr_pairs):
pairs_b = strategy.gather_informative_pairs()
# we expect unique pairs * timeframes
assert len(pairs_b) == len(set(pairlist + corr_pairs)) * len(timeframes)
def test_start_set_train_queue(mocker, freqai_conf, caplog):
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
pairlist = PairListManager(exchange, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange, pairlist)
strategy.freqai_info = freqai_conf.get("freqai", {})
freqai = strategy.freqai
freqai.live = False
freqai.train_queue = freqai._set_train_queue()
assert log_has_re(
"Set fresh train queue from whitelist.",
caplog,
)
def test_get_required_data_timerange(mocker, freqai_conf):
time_range = get_required_data_timerange(freqai_conf)
assert (time_range.stopts - time_range.startts) == 177300
def test_download_all_data_for_training(mocker, freqai_conf, caplog, tmpdir):
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
pairlist = PairListManager(exchange, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange, pairlist)
freqai_conf['pairs'] = freqai_conf['exchange']['pair_whitelist']
freqai_conf['datadir'] = Path(tmpdir)
download_all_data_for_training(strategy.dp, freqai_conf)
assert log_has_re(
"Downloading",
caplog,
)