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Backtest live models - fix utc date convert issue

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This commit is contained in:
Wagner Costa Santos 2022-10-13 15:03:27 -03:00
parent 93fe2b6446
commit 6919f3aa75
2 changed files with 14 additions and 9 deletions
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8
freqtrade/freqai/freqai_util.py
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@ -63,10 +63,10 @@ def get_timerange_and_assets_end_dates_from_ready_models(
all_models_end_dates.append(finish_timestamp) all_models_end_dates.append(finish_timestamp)
all_models_end_dates.sort() all_models_end_dates.sort()
start_date = (datetime(*datetime.fromtimestamp(min(all_models_end_dates)).timetuple()[:3], start_date = (datetime(*datetime.fromtimestamp(min(all_models_end_dates),
tzinfo=timezone.utc)) timezone.utc).timetuple()[:3], tzinfo=timezone.utc))
end_date = (datetime(*datetime.fromtimestamp(max(all_models_end_dates)).timetuple()[:3], end_date = (datetime(*datetime.fromtimestamp(max(all_models_end_dates),
tzinfo=timezone.utc)) timezone.utc).timetuple()[:3], tzinfo=timezone.utc))
# add 1 day to string timerange to ensure BT module will load all dataframe data # add 1 day to string timerange to ensure BT module will load all dataframe data
end_date = end_date + timedelta(days=1) end_date = end_date + timedelta(days=1)

15
tests/freqai/test_freqai_util.py
View File

@ -87,11 +87,16 @@ def test_get_timerange_from_ready_models(mocker, freqai_conf, model):
data_load_timerange = TimeRange.parse_timerange("20180101-20180130") data_load_timerange = TimeRange.parse_timerange("20180101-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180122") # 1516233600 (2018-01-18 00:00) - Start Training 1
# 1516406400 (2018-01-20 00:00) - End Training 1 (Backtest slice 1)
# 1516579200 (2018-01-22 00:00) - End Training 2 (Backtest slice 2)
# 1516838400 (2018-01-25 00:00) - End Timerange
new_timerange = TimeRange("date", "date", 1516233600, 1516406400)
freqai.extract_data_and_train_model( freqai.extract_data_and_train_model(
new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange) new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
new_timerange = TimeRange.parse_timerange("20180122-20180124") new_timerange = TimeRange("date", "date", 1516406400, 1516579200)
freqai.extract_data_and_train_model( freqai.extract_data_and_train_model(
new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange) new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
@ -100,8 +105,8 @@ def test_get_timerange_from_ready_models(mocker, freqai_conf, model):
pairs_end_dates) = get_timerange_and_assets_end_dates_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 len(pairs_end_dates["ADA"]) == 2
assert backtesting_timerange.startts == 1516492800 assert backtesting_timerange.startts == 1516406400
assert backtesting_timerange.stopts == 1516924800 assert backtesting_timerange.stopts == 1516838400
backtesting_string_timerange = get_timerange_backtest_live_models(freqai_conf) backtesting_string_timerange = get_timerange_backtest_live_models(freqai_conf)
assert backtesting_string_timerange == '20180121-20180126' assert backtesting_string_timerange == '20180120-20180125'