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

Merge pull request #8267 from freqtrade/python_3.11

Browse Source 
Python 3.11
This commit is contained in:
Matthias 2023-03-03 06:31:33 +01:00 committed by GitHub
commit 6a0848a3a9
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
9 changed files with 42 additions and 26 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
.github/workflows/ci.yml vendored
View File

@ -24,7 +24,7 @@ jobs:
strategy:
matrix:
os: [ ubuntu-20.04, ubuntu-22.04 ]
python-version: ["3.8", "3.9", "3.10"]
python-version: ["3.8", "3.9", "3.10", "3.11"]
steps:
- uses: actions/checkout@v3
@ -115,7 +115,7 @@ jobs:
strategy:
matrix:
os: [ macos-latest ]
python-version: ["3.8", "3.9", "3.10"]
python-version: ["3.8", "3.9", "3.10", "3.11"]
steps:
- uses: actions/checkout@v3
@ -212,7 +212,7 @@ jobs:
strategy:
matrix:
os: [ windows-latest ]
python-version: ["3.8", "3.9", "3.10"]
python-version: ["3.8", "3.9", "3.10", "3.11"]
steps:
- uses: actions/checkout@v3

4
docs/freqai.md
View File

@ -71,6 +71,10 @@ pip install -r requirements-freqai.txt
!!! Note
Catboost will not be installed on arm devices (raspberry, Mac M1, ARM based VPS, ...), since it does not provide wheels for this platform.
!!! Note "python 3.11"
Some dependencies (Catboost, Torch) currently don't support python 3.11. Freqtrade therefore only supports python 3.10 for these models/dependencies.
Tests involving these dependencies are skipped on 3.11.
### Usage with docker
If you are using docker, a dedicated tag with FreqAI dependencies is available as `:freqai`. As such - you can replace the image line in your docker compose file with `image: freqtradeorg/freqtrade:develop_freqai`. This image contains the regular FreqAI dependencies. Similar to native installs, Catboost will not be available on ARM based devices.

2
docs/windows_installation.md
View File

@ -26,7 +26,7 @@ Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.25-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9 and 3.10) and for 64bit Windows.
Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows.
Other versions must be downloaded from the above link.
``` powershell

8
requirements-freqai-rl.txt
View File

@ -2,9 +2,9 @@
-r requirements-freqai.txt
# Required for freqai-rl
torch==1.13.1
stable-baselines3==1.7.0
sb3-contrib==1.7.0
torch==1.13.1; python_version < '3.11'
stable-baselines3==1.7.0; python_version < '3.11'
sb3-contrib==1.7.0; python_version < '3.11'
# Gym is forced to this version by stable-baselines3.
setuptools==65.5.1 # Should be removed when gym is fixed.
gym==0.21
gym==0.21; python_version < '3.11'

2
requirements-freqai.txt
View File

@ -5,7 +5,7 @@
# Required for freqai
scikit-learn==1.1.3
joblib==1.2.0
catboost==1.1.1; platform_machine != 'aarch64'
catboost==1.1.1; platform_machine != 'aarch64' and python_version < '3.11'
lightgbm==3.3.5
xgboost==1.7.4
tensorboard==2.12.0

1
setup.cfg
View File

@ -17,6 +17,7 @@ classifiers =
Programming Language :: Python :: 3.8
Programming Language :: Python :: 3.9
Programming Language :: Python :: 3.10
Programming Language :: Python :: 3.11
Operating System :: MacOS
Operating System :: Unix
Topic :: Office/Business :: Financial :: Investment

35
tests/freqai/test_freqai_interface.py
View File

@ -1,5 +1,6 @@
import platform
import shutil
import sys
from pathlib import Path
from unittest.mock import MagicMock
@ -17,6 +18,10 @@ from tests.conftest import EXMS, create_mock_trades, get_patched_exchange, log_h
from tests.freqai.conftest import get_patched_freqai_strategy, make_rl_config
def is_py11() -> bool:
return sys.version_info >= (3, 11)
def is_arm() -> bool:
machine = platform.machine()
return "arm" in machine or "aarch64" in machine
@ -27,6 +32,17 @@ def is_mac() -> bool:
return "Darwin" in machine
def can_run_model(model: str) -> None:
if (is_arm() or is_py11()) and "Catboost" in model:
pytest.skip("CatBoost is not supported on ARM")
if is_mac() and not is_arm() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning module not available on intel based Mac OS")
if is_py11() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning currently not available on python 3.11.")
@pytest.mark.parametrize('model, pca, dbscan, float32, can_short, shuffle, buffer', [
('LightGBMRegressor', True, False, True, True, False, 0),
('XGBoostRegressor', False, True, False, True, False, 10),
@ -41,12 +57,7 @@ def is_mac() -> bool:
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
dbscan, float32, can_short, shuffle, buffer):
if is_arm() and model == 'CatboostRegressor':
pytest.skip("CatBoost is not supported on ARM")
if is_mac() and not is_arm() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning module not available on intel based Mac OS")
can_run_model(model)
model_save_ext = 'joblib'
freqai_conf.update({"freqaimodel": model})
freqai_conf.update({"timerange": "20180110-20180130"})
@ -117,7 +128,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
('CatboostClassifierMultiTarget', "freqai_test_multimodel_classifier_strat")
])
def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, strat):
if is_arm() and 'Catboost' in model:
if (is_arm() or is_py11()) and 'Catboost' in model:
pytest.skip("CatBoost is not supported on ARM")
freqai_conf.update({"timerange": "20180110-20180130"})
@ -159,7 +170,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
'XGBoostRFClassifier',
])
def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
if is_arm() and model == 'CatboostClassifier':
if (is_arm() or is_py11()) and model == 'CatboostClassifier':
pytest.skip("CatBoost is not supported on ARM")
freqai_conf.update({"freqaimodel": model})
@ -206,13 +217,11 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
],
)
def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog):
can_run_model(model)
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
freqai_conf['runmode'] = RunMode.BACKTEST
if is_arm() and "Catboost" in model:
pytest.skip("CatBoost is not supported on ARM")
if is_mac() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning module not available on intel based Mac OS")
Trade.use_db = False
freqai_conf.update({"freqaimodel": model})
@ -509,6 +518,8 @@ def test_get_state_info(mocker, freqai_conf, dp_exists, caplog, tickers):
if is_mac():
pytest.skip("Reinforcement learning module not available on intel based Mac OS")
if is_py11():
pytest.skip("Reinforcement learning currently not available on python 3.11.")
freqai_conf.update({"freqaimodel": "ReinforcementLearner"})
freqai_conf.update({"timerange": "20180110-20180130"})

4
tests/rpc/test_rpc_apiserver.py
View File

@ -1179,7 +1179,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
ftbot.config['force_entry_enable'] = True
fbuy_mock = MagicMock(return_value=None)
mocker.patch("freqtrade.rpc.RPC._rpc_force_entry", fbuy_mock)
mocker.patch("freqtrade.rpc.rpc.RPC._rpc_force_entry", fbuy_mock)
rc = client_post(client, f"{BASE_URI}/{endpoint}",
data={"pair": "ETH/BTC"})
assert_response(rc)
@ -1205,7 +1205,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
strategy=CURRENT_TEST_STRATEGY,
trading_mode=TradingMode.SPOT
))
mocker.patch("freqtrade.rpc.RPC._rpc_force_entry", fbuy_mock)
mocker.patch("freqtrade.rpc.rpc.RPC._rpc_force_entry", fbuy_mock)
rc = client_post(client, f"{BASE_URI}/{endpoint}",
data={"pair": "ETH/BTC"})

6
tests/rpc/test_rpc_telegram.py
View File

@ -1209,7 +1209,7 @@ def test_force_enter_handle(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
fbuy_mock = MagicMock(return_value=None)
mocker.patch('freqtrade.rpc.RPC._rpc_force_entry', fbuy_mock)
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_entry', fbuy_mock)
telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot)
@ -1226,7 +1226,7 @@ def test_force_enter_handle(default_conf, update, mocker) -> None:
# Reset and retry with specified price
fbuy_mock = MagicMock(return_value=None)
mocker.patch('freqtrade.rpc.RPC._rpc_force_entry', fbuy_mock)
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_entry', fbuy_mock)
# /forcelong ETH/BTC 0.055
context = MagicMock()
context.args = ["ETH/BTC", "0.055"]
@ -1255,7 +1255,7 @@ def test_force_enter_no_pair(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
fbuy_mock = MagicMock(return_value=None)
mocker.patch('freqtrade.rpc.RPC._rpc_force_entry', fbuy_mock)
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_entry', fbuy_mock)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)