merge develop into track-current-candle

tests/freqai/test_freqai_interface.py

@@ -27,13 +27,13 @@ def is_mac() -> bool:
     return "Darwin" in machine
 
 
-@pytest.mark.parametrize('model', [
-    'LightGBMRegressor',
-    'XGBoostRegressor',
-    'XGBoostRFRegressor',
-    'CatboostRegressor',
+@pytest.mark.parametrize('model, pca, dbscan', [
+    ('LightGBMRegressor', True, False),
+    ('XGBoostRegressor', False, True),
+    ('XGBoostRFRegressor', False, False),
+    ('CatboostRegressor', False, False),
     ])
-def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model):
+def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, dbscan):
     if is_arm() and model == 'CatboostRegressor':
         pytest.skip("CatBoost is not supported on ARM")
 
@@ -41,6 +41,8 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model):
     freqai_conf.update({"freqaimodel": model})
     freqai_conf.update({"timerange": "20180110-20180130"})
     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})
 
     strategy = get_patched_freqai_strategy(mocker, freqai_conf)
     exchange = get_patched_exchange(mocker, freqai_conf)

tests/plugins/test_pairlist.py

@@ -2,6 +2,8 @@
 
 import logging
 import time
+from copy import deepcopy
+from datetime import timedelta
 from unittest.mock import MagicMock, PropertyMock
 
 import pandas as pd
@@ -719,15 +721,26 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
 def test_ShuffleFilter_init(mocker, whitelist_conf, caplog) -> None:
     whitelist_conf['pairlists'] = [
         {"method": "StaticPairList"},
-        {"method": "ShuffleFilter", "seed": 42}
+        {"method": "ShuffleFilter", "seed": 43}
     ]
 
     exchange = get_patched_exchange(mocker, whitelist_conf)
-    PairListManager(exchange, whitelist_conf)
-    assert log_has("Backtesting mode detected, applying seed value: 42", caplog)
+    plm = PairListManager(exchange, whitelist_conf)
+    assert log_has("Backtesting mode detected, applying seed value: 43", caplog)
+
+    with time_machine.travel("2021-09-01 05:01:00 +00:00") as t:
+        plm.refresh_pairlist()
+        pl1 = deepcopy(plm.whitelist)
+        plm.refresh_pairlist()
+        assert plm.whitelist == pl1
+
+        t.shift(timedelta(minutes=10))
+        plm.refresh_pairlist()
+        assert plm.whitelist != pl1
+
     caplog.clear()
     whitelist_conf['runmode'] = RunMode.DRY_RUN
-    PairListManager(exchange, whitelist_conf)
+    plm = PairListManager(exchange, whitelist_conf)
     assert not log_has("Backtesting mode detected, applying seed value: 42", caplog)
     assert log_has("Live mode detected, not applying seed.", caplog)