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backtest_live_models - add function comments and tests

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Wagner Costa Santos
2022-09-26 19:01:24 -03:00
parent 182d9e5426
commit 22bef71d5d
2 changed files with 83 additions and 2 deletions
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60
tests/freqai/test_freqai_backtesting.py
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@@ -3,8 +3,11 @@ from datetime import datetime, timezone
from pathlib import Path
from unittest.mock import PropertyMock
import pytest
from freqtrade.commands.optimize_commands import setup_optimize_configuration
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
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)
@@ -51,3 +54,60 @@ def test_freqai_backtest_load_data(freqai_conf, mocker, caplog):
assert log_has_re('Increasing startup_candle_count for freqai to.*', caplog)
Backtesting.cleanup()
def test_freqai_backtest_live_models_validations(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.history.load_data')
mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
patched_configuration_load_config_file(mocker, freqai_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe', '1h',
'--timerange', '20220108-20220115',
'--freqai-backtest-live-models'
]
args = get_args(args)
with pytest.raises(OperationalException,
match=r".* timerange parameter is not supported .*"):
setup_optimize_configuration(args, RunMode.BACKTEST)
Backtesting.cleanup()
def test_freqai_backtest_live_models_model_not_found(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.history.load_data')
mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
freqai_conf["timerange"] = ""
patched_configuration_load_config_file(mocker, freqai_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe', '1h',
'--freqai-backtest-live-models'
]
args = get_args(args)
bt_config = setup_optimize_configuration(args, RunMode.BACKTEST)
with pytest.raises(OperationalException,
match=r".* Saved models are required to run backtest .*"):
Backtesting(bt_config)
Backtesting.cleanup()