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backtest_live models tests refactoring

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This commit is contained in:
Wagner Costa Santos 2022-09-28 08:48:32 -03:00
parent 3c002ff752
commit 55ebbeec18
4 changed files with 27 additions and 45 deletions
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27
freqtrade/configuration/config_validation.py
View File

@ -336,18 +336,23 @@ def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
freqai_enabled = conf.get('freqai', {}).get('enabled', False)
timerange = conf.get('timerange')
freqai_backtest_live_models = conf.get('freqai_backtest_live_models', False)
if freqai_backtest_live_models and freqai_enabled and timerange:
raise OperationalException(
'Using timerange parameter is not supported with '
'--freqai-backtest-live-models parameter.')
if conf.get('runmode', RunMode.OTHER) == RunMode.BACKTEST:
freqai_enabled = conf.get('freqai', {}).get('enabled', False)
timerange = conf.get('timerange')
freqai_backtest_live_models = conf.get('freqai_backtest_live_models', False)
if freqai_backtest_live_models and freqai_enabled and timerange:
raise OperationalException(
'Using timerange parameter is not supported with '
'--freqai-backtest-live-models parameter.')
if freqai_backtest_live_models and not freqai_enabled:
raise OperationalException(
'Using --freqai-backtest-live-models parameter is only '
'supported with a FreqAI strategy.')
if freqai_backtest_live_models and not freqai_enabled:
raise OperationalException(
'Using --freqai-backtest-live-models parameter is only '
'supported with a FreqAI strategy.')
if freqai_enabled and not freqai_backtest_live_models and not timerange:
raise OperationalException(
'Please pass --timerange if you intend to use FreqAI for backtesting.')
def _validate_consumers(conf: Dict[str, Any]) -> None:

5
freqtrade/freqai/data_kitchen.py
View File

@ -84,11 +84,6 @@ class FreqaiDataKitchen:
self.backtest_live_models = config.get("freqai_backtest_live_models", False)
if not self.live:
if (not self.config.get("timerange") and
not self.backtest_live_models):
raise OperationalException(
'Please pass --timerange if you intend to use FreqAI for backtesting.')
self.full_path = freqai_util.get_full_model_path(self.config)
self.full_timerange = self.create_fulltimerange(
self.config["timerange"], self.freqai_config.get("train_period_days", 0)

28
tests/freqai/test_freqai_backtesting.py
View File

@ -56,34 +56,6 @@ def test_freqai_backtest_load_data(freqai_conf, mocker, caplog):
Backtesting.cleanup()
def test_freqai_backtest_live_models_validations(freqai_conf, mocker, testdatadir, caplog):
patch_exchange(mocker)
now = datetime.now(timezone.utc)
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
mocker.patch('freqtrade.optimize.backtesting.history.load_data')
mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
patched_configuration_load_config_file(mocker, freqai_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe', '1h',
'--timerange', '20220108-20220115',
'--freqai-backtest-live-models'
]
args = get_args(args)
with pytest.raises(OperationalException,
match=r".* timerange parameter is not supported .*"):
setup_optimize_configuration(args, RunMode.BACKTEST)
Backtesting.cleanup()
def test_freqai_backtest_live_models_model_not_found(freqai_conf, mocker, testdatadir, caplog):
patch_exchange(mocker)

12
tests/test_configuration.py
View File

@ -1609,7 +1609,7 @@ def test_setup_hyperopt_freqai(mocker, default_conf, caplog) -> None:
validate_config_consistency(config)
def test_setup_freqai_backtest_live_models(mocker, default_conf, caplog) -> None:
def test_setup_freqai_backtesting(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch(
'freqtrade.configuration.configuration.create_datadir',
@ -1633,6 +1633,8 @@ def test_setup_freqai_backtest_live_models(mocker, default_conf, caplog) -> None
configuration = Configuration(args)
config = configuration.get_config()
config['runmode'] = RunMode.BACKTEST
with pytest.raises(
OperationalException, match=r".*--freqai-backtest-live-models parameter is only.*"
):
@ -1646,3 +1648,11 @@ def test_setup_freqai_backtest_live_models(mocker, default_conf, caplog) -> None
OperationalException, match=r".* timerange parameter is not supported with .*"
):
validate_config_consistency(conf)
conf['timerange'] = None
conf['freqai_backtest_live_models'] = False
with pytest.raises(
OperationalException, match=r".* pass --timerange if you intend to use FreqAI .*"
):
validate_config_consistency(conf)