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allow users to buffer train data with buffer_train_data_candles parameter

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This commit is contained in:
robcaulk
2023-02-21 21:08:34 +01:00
parent 352f4962da
commit 2b5c11c7b4
6 changed files with 43 additions and 13 deletions
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3
tests/freqai/conftest.py
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@@ -46,7 +46,8 @@ def freqai_conf(default_conf, tmpdir):
"use_SVM_to_remove_outliers": True,
"stratify_training_data": 0,
"indicator_periods_candles": [10],
"shuffle_after_split": False
"shuffle_after_split": False,
"buffer_train_data_candles": 0
},
"data_split_parameters": {"test_size": 0.33, "shuffle": False},
"model_training_parameters": {"n_estimators": 100},

23
tests/freqai/test_freqai_interface.py
View File

@@ -27,19 +27,19 @@ def is_mac() -> bool:
return "Darwin" in machine
@pytest.mark.parametrize('model, pca, dbscan, float32, can_short, shuffle', [
('LightGBMRegressor', True, False, True, True, False),
('XGBoostRegressor', False, True, False, True, False),
('XGBoostRFRegressor', False, False, False, True, False),
('CatboostRegressor', False, False, False, True, True),
('ReinforcementLearner', False, True, False, True, False),
('ReinforcementLearner_multiproc', False, False, False, True, False),
('ReinforcementLearner_test_3ac', False, False, False, False, False),
('ReinforcementLearner_test_3ac', False, False, False, True, False),
('ReinforcementLearner_test_4ac', False, False, False, True, False)
@pytest.mark.parametrize('model, pca, dbscan, float32, can_short, shuffle, buffer', [
('LightGBMRegressor', True, False, True, True, False, 0),
('XGBoostRegressor', False, True, False, True, False, 10),
('XGBoostRFRegressor', False, False, False, True, False, 0),
('CatboostRegressor', False, False, False, True, True, 0),
('ReinforcementLearner', False, True, False, True, False, 0),
('ReinforcementLearner_multiproc', False, False, False, True, False, 0),
('ReinforcementLearner_test_3ac', False, False, False, False, False, 0),
('ReinforcementLearner_test_3ac', False, False, False, True, False, 0),
('ReinforcementLearner_test_4ac', False, False, False, True, False, 0)
])
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
dbscan, float32, can_short, shuffle):
dbscan, float32, can_short, shuffle, buffer):
if is_arm() and model == 'CatboostRegressor':
pytest.skip("CatBoost is not supported on ARM")
@@ -55,6 +55,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
freqai_conf['freqai']['feature_parameters'].update({"use_DBSCAN_to_remove_outliers": dbscan})
freqai_conf.update({"reduce_df_footprint": float32})
freqai_conf['freqai']['feature_parameters'].update({"shuffle_after_split": shuffle})
freqai_conf['freqai']['feature_parameters'].update({"buffer_train_data_candles": buffer})
if 'ReinforcementLearner' in model:
model_save_ext = 'zip'