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backtest_live_models - refactoring after PR review

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Wagner Costa Santos
2022-09-29 01:48:38 -03:00
parent df0927cdee
commit 6845a5c6ea
6 changed files with 70 additions and 76 deletions
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24
tests/freqai/test_freqai_util.py
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@@ -7,9 +7,10 @@ from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.freqai_util import (get_full_model_path,
get_pairs_timestamps_training_from_ready_models,
get_timerange_from_ready_models)
from freqtrade.freqai.freqai_util import (get_assets_timestamps_training_from_ready_models,
get_full_models_path,
get_timerange_and_assets_end_dates_from_ready_models,
get_timerange_backtest_live_models)
from tests.conftest import get_patched_exchange
from tests.freqai.conftest import get_patched_freqai_strategy
@@ -48,17 +49,17 @@ def test_get_full_model_path(mocker, freqai_conf, model):
freqai.extract_data_and_train_model(
new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
model_path = get_full_model_path(freqai_conf)
model_path = get_full_models_path(freqai_conf)
assert model_path.is_dir() is True
def test_get_pairs_timestamp_validation(mocker, freqai_conf):
model_path = get_full_model_path(freqai_conf)
model_path = get_full_models_path(freqai_conf)
with pytest.raises(
OperationalException,
match=r'.*required to run backtest with the freqai-backtest-live-models.*'
):
get_pairs_timestamps_training_from_ready_models(model_path)
get_assets_timestamps_training_from_ready_models(model_path)
@pytest.mark.parametrize('model', [
@@ -94,12 +95,13 @@ def test_get_timerange_from_ready_models(mocker, freqai_conf, model):
freqai.extract_data_and_train_model(
new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
model_path = get_full_model_path(freqai_conf)
model_path = get_full_models_path(freqai_conf)
(backtesting_timerange,
backtesting_string_timerange,
pairs_end_dates) = get_timerange_from_ready_models(models_path=model_path)
pairs_end_dates) = get_timerange_and_assets_end_dates_from_ready_models(models_path=model_path)
assert len(pairs_end_dates["ADA"]) == 2
assert backtesting_string_timerange == '20180122-20180127'
assert backtesting_timerange.startts == 1516579200
assert backtesting_timerange.startts == 1516492800
assert backtesting_timerange.stopts == 1516924800
backtesting_string_timerange = get_timerange_backtest_live_models(freqai_conf)
assert backtesting_string_timerange == '20180121-20180126'