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

Merge branch 'develop' into backtest_live_models

Browse Source
This commit is contained in:
Wagner Costa Santos
2022-10-20 11:59:37 -03:00
parent 02fc59d473 7192ed7be6
commit 52b60c5cbb
43 changed files with 650 additions and 236 deletions
Download Patch File Download Diff File Expand all files Collapse all files

11
tests/freqai/test_freqai_interface.py
View File

@@ -30,6 +30,7 @@ def is_mac() -> bool:
@pytest.mark.parametrize('model', [
'LightGBMRegressor',
'XGBoostRegressor',
'XGBoostRFRegressor',
'CatboostRegressor',
])
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model):
@@ -55,10 +56,17 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model):
data_load_timerange = TimeRange.parse_timerange("20180125-20180130")
new_timerange = TimeRange.parse_timerange("20180127-20180130")
freqai.dk.set_paths('ADA/BTC', None)
freqai.train_timer("start", "ADA/BTC")
freqai.extract_data_and_train_model(
new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
freqai.train_timer("stop", "ADA/BTC")
freqai.dd.save_metric_tracker_to_disk()
freqai.dd.save_drawer_to_disk()
assert Path(freqai.dk.full_path / "metric_tracker.json").is_file()
assert Path(freqai.dk.full_path / "pair_dictionary.json").is_file()
assert Path(freqai.dk.data_path /
f"{freqai.dk.model_filename}_model.{model_save_ext}").is_file()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").is_file()
@@ -93,6 +101,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model):
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180130")
freqai.dk.set_paths('ADA/BTC', None)
freqai.extract_data_and_train_model(
new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
@@ -111,6 +120,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model):
'LightGBMClassifier',
'CatboostClassifier',
'XGBoostClassifier',
'XGBoostRFClassifier',
])
def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
if is_arm() and model == 'CatboostClassifier':
@@ -134,6 +144,7 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180130")
freqai.dk.set_paths('ADA/BTC', None)
freqai.extract_data_and_train_model(new_timerange, "ADA/BTC",
strategy, freqai.dk, data_load_timerange)