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Add XGBoostRegressor for freqAI, fix mypy errors

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This commit is contained in:
Emre
2022-09-08 14:12:19 +03:00
committed by Robert Caulk
parent 4c9ac6b7c0
commit 1b6410d7d1
6 changed files with 87 additions and 9 deletions
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31
tests/freqai/test_freqai_interface.py
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@@ -172,6 +172,37 @@ def test_train_model_in_series_LightGBMClassifier(mocker, freqai_conf):
shutil.rmtree(Path(freqai.dk.full_path))
def test_train_model_in_series_XGBoostRegressor(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"freqaimodel": "XGBoostRegressor"})
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.train_model_in_series(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}_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))
def test_start_backtesting(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180120-20180130"})
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})