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Allow use of --strategy-list with freqai, with warning

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This commit is contained in:
paranoidandy 2022-09-22 18:06:16 +01:00
parent 71e6c54ea4
commit 1b87fd5d7a
2 changed files with 13 additions and 11 deletions
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4
freqtrade/optimize/backtesting.py
View File

@ -91,8 +91,8 @@ class Backtesting:
if self.config.get('strategy_list'):
if self.config.get('freqai', {}).get('enabled', False):
raise OperationalException(
"You can't use strategy_list and freqai at the same time.")
logger.warning("Using --strategy-list with FreqAI REQUIRES all strategies "
"to have identical populate_any_indicators.")
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat

20
tests/freqai/test_freqai_backtesting.py
View File

@ -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):