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Move check and add log warning

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This commit is contained in:
th0rntwig
2022-10-08 16:15:48 +02:00
parent a9d5e04a43
commit 4daf0000c7
3 changed files with 23 additions and 16 deletions
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22
tests/freqai/test_freqai_interface.py
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@@ -157,7 +157,7 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
("CatboostClassifier", 6, "freqai_test_classifier")
],
)
def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog):
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
freqai_conf['runmode'] = RunMode.BACKTEST
Trade.use_db = False
@@ -182,13 +182,21 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
for i in range(5):
df[f'constant_{i}'] = i
df.loc[:, f'%-constant_{i}'] = i
metadata = {"pair": "LTC/BTC"}
freqai.start_backtesting(df, metadata, freqai.dk)
model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
assert len(model_folders) == num_files
assert log_has_re(
"Removed features ",
caplog,
)
assert log_has_re(
"Removed 5 features from prediction features, ",
caplog,
)
Backtesting.cleanup()
shutil.rmtree(Path(freqai.dk.full_path))
@@ -210,8 +218,6 @@ def test_start_backtesting_subdaily_backtest_period(mocker, freqai_conf):
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
for i in range(5):
df[f'constant_{i}'] = i
metadata = {"pair": "LTC/BTC"}
freqai.start_backtesting(df, metadata, freqai.dk)
@@ -237,8 +243,6 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
for i in range(5):
df[f'constant_{i}'] = i
metadata = {"pair": "ADA/BTC"}
freqai.start_backtesting(df, metadata, freqai.dk)
@@ -262,8 +266,7 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
for i in range(5):
df[f'constant_{i}'] = i
freqai.start_backtesting(df, metadata, freqai.dk)
assert log_has_re(
@@ -320,8 +323,7 @@ def test_follow_mode(mocker, freqai_conf):
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
df = strategy.dp.get_pair_dataframe('ADA/BTC', '5m')
for i in range(5):
df[f'constant_{i}'] = i
freqai.start_live(df, metadata, strategy, freqai.dk)
assert len(freqai.dk.return_dataframe.index) == 5702