improve spice rack test, remove spice rack test strat

This commit is contained in:
robcaulk 2022-09-18 13:04:04 +02:00
parent b1e92933f4
commit 793c54db9d
4 changed files with 7 additions and 86 deletions

View File

@ -319,16 +319,15 @@ def test_principal_component_analysis(mocker, freqai_conf):
shutil.rmtree(Path(freqai.dk.full_path)) shutil.rmtree(Path(freqai.dk.full_path))
def test_spice_rack(mocker, default_conf, tmpdir): def test_spice_rack(mocker, default_conf, tmpdir, caplog):
strategy = get_patched_freqai_strategy(mocker, default_conf) strategy = get_patched_freqai_strategy(mocker, default_conf)
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
strategy.dp = DataProvider(default_conf, exchange) strategy.dp = DataProvider(default_conf, exchange)
default_conf.update({"freqai_spice_rack": "true"}) default_conf.update({"freqai_spice_rack": "true"})
default_conf.update({"freqai_config": "test_config.json"}) # default_conf.update({"freqai_config": "test_config.json"})
default_conf.update({"freqai_identifier": "spicy-id"}) default_conf.update({"freqai_identifier": "spicy-id"})
default_conf.update({"strategy": "freqai_test_spice_rack"})
default_conf["config_files"] = [Path('config_examples', 'config_freqai.example.json')] default_conf["config_files"] = [Path('config_examples', 'config_freqai.example.json')]
default_conf["timerange"] = "20180110-20180115" default_conf["timerange"] = "20180110-20180115"
default_conf["datadir"] = Path(default_conf["datadir"]) default_conf["datadir"] = Path(default_conf["datadir"])
@ -340,6 +339,8 @@ def test_spice_rack(mocker, default_conf, tmpdir):
strategy.config = freqai_conf strategy.config = freqai_conf
strategy.load_freqAI_model() strategy.load_freqAI_model()
assert log_has_re("Spice rack will use LTC/USD", caplog)
assert log_has_re("Spice rack will use 15m", caplog)
assert 'freqai' in freqai_conf assert 'freqai' in freqai_conf
assert strategy.freqai assert strategy.freqai

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@ -1430,7 +1430,6 @@ def test_api_strategies(botclient):
'StrategyTestV3Futures', 'StrategyTestV3Futures',
'freqai_test_classifier', 'freqai_test_classifier',
'freqai_test_multimodel_strat', 'freqai_test_multimodel_strat',
'freqai_test_spice_rack',
'freqai_test_strat' 'freqai_test_strat'
]} ]}

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@ -1,79 +0,0 @@
import logging
import talib.abstract as ta
from pandas import DataFrame
from freqtrade.strategy import IStrategy
logger = logging.getLogger(__name__)
class freqai_test_spice_rack(IStrategy):
"""
Test strategy - used for testing freqAI functionalities.
DO not use in production.
"""
minimal_roi = {"0": 0.1, "240": -1}
process_only_new_candles = True
startup_candle_count: int = 30
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Example of how to use the freqai.spice_rack. User treats it the same as any
# typical talib indicator. They set a new column in their dataframe
dataframe['dissimilarity_index'] = self.freqai.spice_rack(
'DI_values', dataframe, metadata, self)
dataframe['maxima'] = self.freqai.spice_rack(
'&s-maxima', dataframe, metadata, self)
dataframe['minima'] = self.freqai.spice_rack(
'&s-minima', dataframe, metadata, self)
self.freqai.close_spice_rack() # user must close the spicerack
dataframe['rsi'] = ta.RSI(dataframe)
return dataframe
def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
df.loc[
(
(df['rsi'] > df['rsi'].shift(1)) & # Guard: tema is raising
(df['dissimilarity_index'] < 1) &
(df['maxima'] > 0.1)
),
'enter_long'] = 1
df.loc[
(
(df['rsi'] < df['rsi'].shift(1)) & # Guard: tema is falling
(df['dissimilarity_index'] < 1) &
(df['minima'] > 0.1)
),
'enter_short'] = 1
return df
def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
df.loc[
(
(df['rsi'] < df['rsi'].shift(1)) & # Guard: tema is falling
(df['dissimilarity_index'] < 1) &
(df['maxima'] > 0.1)
),
'exit_long'] = 1
df.loc[
(
(df['rsi'] > df['rsi'].shift(1)) & # Guard: tema is raising
(df['dissimilarity_index'] < 1) &
(df['minima'] > 0.1)
),
'exit_short'] = 1
return df

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@ -34,7 +34,7 @@ def test_search_all_strategies_no_failed():
directory = Path(__file__).parent / "strats" directory = Path(__file__).parent / "strats"
strategies = StrategyResolver.search_all_objects(directory, enum_failed=False) strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
assert isinstance(strategies, list) assert isinstance(strategies, list)
assert len(strategies) == 10 assert len(strategies) == 9
assert isinstance(strategies[0], dict) assert isinstance(strategies[0], dict)
@ -42,10 +42,10 @@ def test_search_all_strategies_with_failed():
directory = Path(__file__).parent / "strats" directory = Path(__file__).parent / "strats"
strategies = StrategyResolver.search_all_objects(directory, enum_failed=True) strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
assert isinstance(strategies, list) assert isinstance(strategies, list)
assert len(strategies) == 11 assert len(strategies) == 10
# with enum_failed=True search_all_objects() shall find 2 good strategies # with enum_failed=True search_all_objects() shall find 2 good strategies
# and 1 which fails to load # and 1 which fails to load
assert len([x for x in strategies if x['class'] is not None]) == 10 assert len([x for x in strategies if x['class'] is not None]) == 9
assert len([x for x in strategies if x['class'] is None]) == 1 assert len([x for x in strategies if x['class'] is None]) == 1
directory = Path(__file__).parent / "strats_nonexistingdir" directory = Path(__file__).parent / "strats_nonexistingdir"