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merge develop into RL

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This commit is contained in:
robcaulk
2022-11-17 21:59:07 +01:00
parent 60fcd8dce2 436b314c80
commit 387c905a86
52 changed files with 332 additions and 874 deletions
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29
tests/freqai/test_freqai_interface.py
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@@ -27,16 +27,16 @@ def is_mac() -> bool:
return "Darwin" in machine
@pytest.mark.parametrize('model, pca, dbscan', [
('LightGBMRegressor', True, False),
('XGBoostRegressor', False, True),
('XGBoostRFRegressor', False, False),
('CatboostRegressor', False, False),
('ReinforcementLearner', False, True),
('ReinforcementLearner_multiproc', False, False),
('ReinforcementLearner_test_4ac', False, False)
@pytest.mark.parametrize('model, pca, dbscan, float32', [
('LightGBMRegressor', True, False, True),
('XGBoostRegressor', False, True, False),
('XGBoostRFRegressor', False, False, False),
('CatboostRegressor', False, False, False),
('ReinforcementLearner', False, True, False),
('ReinforcementLearner_multiproc', False, False, False),
('ReinforcementLearner_test_4ac', False, False, False)
])
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, dbscan):
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, dbscan, float32):
if is_arm() and model == 'CatboostRegressor':
pytest.skip("CatBoost is not supported on ARM")
@@ -49,6 +49,17 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
freqai_conf.update({"strategy": "freqai_test_strat"})
freqai_conf['freqai']['feature_parameters'].update({"principal_component_analysis": pca})
freqai_conf['freqai']['feature_parameters'].update({"use_DBSCAN_to_remove_outliers": dbscan})
freqai_conf.update({"reduce_df_footprint": float32})
if 'ReinforcementLearner' in model:
model_save_ext = 'zip'
freqai_conf = make_rl_config(freqai_conf)
# test the RL guardrails
freqai_conf['freqai']['feature_parameters'].update({"use_SVM_to_remove_outliers": True})
freqai_conf['freqai']['data_split_parameters'].update({'shuffle': True})
if 'test_4ac' in model:
freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
if 'ReinforcementLearner' in model:
model_save_ext = 'zip'