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reorganized backtest utilities, test new functionality, improve/update doc

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This commit is contained in:
robcaulk
2022-09-03 14:00:01 +02:00
parent af5460cebf
commit 599c1c79fb
6 changed files with 63 additions and 59 deletions
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9
tests/freqai/test_freqai_interface.py
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@@ -174,6 +174,7 @@ def test_train_model_in_series_LightGBMClassifier(mocker, freqai_conf):
def test_start_backtesting(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180120-20180130"})
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
@@ -200,6 +201,7 @@ def test_start_backtesting(mocker, freqai_conf):
def test_start_backtesting_subdaily_backtest_period(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180120-20180124"})
freqai_conf.get("freqai", {}).update({"backtest_period_days": 0.5})
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
@@ -224,6 +226,7 @@ def test_start_backtesting_subdaily_backtest_period(mocker, freqai_conf):
def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
freqai_conf.update({"timerange": "20180120-20180130"})
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
@@ -263,10 +266,14 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
freqai.start_backtesting(df, metadata, freqai.dk)
assert log_has_re(
"Found backtesting prediction ",
"Found backtesting prediction file ",
caplog,
)
path = (freqai.dd.full_path / freqai.dk.backtest_predictions_folder)
prediction_files = [x for x in path.iterdir() if x.is_file()]
assert len(prediction_files) == 5
shutil.rmtree(Path(freqai.dk.full_path))