save_live_data_backtest - added docs and tests
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@@ -259,3 +259,47 @@ def test_get_full_model_path(mocker, freqai_conf, model):
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model_path = freqai.dk.get_full_models_path(freqai_conf)
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assert model_path.is_dir() is True
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def test_save_backtesting_live_dataframe(mocker, freqai_conf):
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freqai, dataframe = make_unfiltered_dataframe(mocker, freqai_conf)
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dataframe_without_last_candle = dataframe.copy()
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dataframe_without_last_candle.drop(dataframe.tail(1).index, inplace=True)
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freqai_conf.update({"save_live_data_backtest": True})
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freqai.dk.save_backtesting_live_dataframe(dataframe_without_last_candle, "ADA/BTC")
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saved_dataframe = freqai.dk.get_backtesting_live_dataframe()
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assert len(saved_dataframe) == 1
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assert saved_dataframe.iloc[-1, 0] == dataframe_without_last_candle.iloc[-1, 0]
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freqai.dk.save_backtesting_live_dataframe(dataframe, "ADA/BTC")
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saved_dataframe = freqai.dk.get_backtesting_live_dataframe()
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assert len(saved_dataframe) == 2
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assert saved_dataframe.iloc[-1, 0] == dataframe.iloc[-1, 0]
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assert saved_dataframe.iloc[-2, 0] == dataframe.iloc[-2, 0]
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def test_get_timerange_from_backtesting_live_dataframe(mocker, freqai_conf):
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freqai, dataframe = make_unfiltered_dataframe(mocker, freqai_conf)
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freqai_conf.update({"save_live_data_backtest": True})
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freqai.dk.set_backtesting_live_dataframe_path("ADA/BTC")
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freqai.dk.save_backtesting_live_dataframe_to_feather(dataframe)
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timerange = freqai.dk.get_timerange_from_backtesting_live_dataframe()
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assert timerange.startts == 1516406400
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assert timerange.stopts == 1517356500
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def test_get_timerange_from_backtesting_live_dataframe_folder_not_found(mocker, freqai_conf):
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freqai, _ = make_unfiltered_dataframe(mocker, freqai_conf)
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with pytest.raises(
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OperationalException,
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match=r'Saved live data not found.*'
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):
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freqai.dk.get_timerange_from_backtesting_live_dataframe()
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def test_saved_live_bt_file_not_found(mocker, freqai_conf):
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freqai, _ = make_unfiltered_dataframe(mocker, freqai_conf)
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with pytest.raises(
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OperationalException,
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match=r'.*live backtesting dataframe file not found.*'
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):
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freqai.dk.get_backtesting_live_dataframe()
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