adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Simplify "model-run" conditions

Browse Source
This commit is contained in:
Matthias 2023-02-25 15:25:47 +01:00
parent b1a5776f14
commit 38050b5346
1 changed files with 14 additions and 13 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

27
tests/freqai/test_freqai_interface.py
View File

@ -32,6 +32,17 @@ def is_mac() -> bool:
return "Darwin" in machine return "Darwin" in machine
def can_run_model(model: str) -> None:
if (is_arm() or is_py11()) and "Catboost" in model:
pytest.skip("CatBoost is not supported on ARM")
if is_mac() and not is_arm() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning module not available on intel based Mac OS")
if is_py11() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning currently not available on python 3.11.")
@pytest.mark.parametrize('model, pca, dbscan, float32, can_short, shuffle, buffer', [ @pytest.mark.parametrize('model, pca, dbscan, float32, can_short, shuffle, buffer', [
('LightGBMRegressor', True, False, True, True, False, 0), ('LightGBMRegressor', True, False, True, True, False, 0),
('XGBoostRegressor', False, True, False, True, False, 10), ('XGBoostRegressor', False, True, False, True, False, 10),
@ -46,13 +57,7 @@ def is_mac() -> bool:
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
dbscan, float32, can_short, shuffle, buffer): dbscan, float32, can_short, shuffle, buffer):
if (is_arm() or is_py11()) and model == 'CatboostRegressor': can_run_model(model)
pytest.skip("CatBoost is not supported on ARM")
if is_mac() and not is_arm() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning module not available on intel based Mac OS")
if is_py11() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning currently not available on python 3.11.")
model_save_ext = 'joblib' model_save_ext = 'joblib'
freqai_conf.update({"freqaimodel": model}) freqai_conf.update({"freqaimodel": model})
freqai_conf.update({"timerange": "20180110-20180130"}) freqai_conf.update({"timerange": "20180110-20180130"})
@ -212,15 +217,11 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
], ],
) )
def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog): def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog):
can_run_model(model)
freqai_conf.get("freqai", {}).update({"save_backtest_models": True}) freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
freqai_conf['runmode'] = RunMode.BACKTEST freqai_conf['runmode'] = RunMode.BACKTEST
if (is_arm() or is_py11()) and "Catboost" in model:
pytest.skip("CatBoost is not supported on ARM")
if is_mac() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning module not available on intel based Mac OS")
if is_py11() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning currently not available on python 3.11.")
Trade.use_db = False Trade.use_db = False
freqai_conf.update({"freqaimodel": model}) freqai_conf.update({"freqaimodel": model})