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fix mypy error and add test for principal component analysis

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This commit is contained in:
Robert Caulk
2022-07-25 11:46:59 +02:00
parent 4abc26b582
commit 7b105532d1
3 changed files with 33 additions and 6 deletions
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27
tests/freqai/test_freqai_interface.py
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@@ -194,3 +194,30 @@ def test_follow_mode(mocker, freqai_conf):
assert len(freqai.dk.return_dataframe.index) == 5702
shutil.rmtree(Path(freqai.dk.full_path))
def test_principal_component_analysis(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.get("freqai", {}).get("feature_parameters", {}).update(
{"princpial_component_analysis": "true"})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
strategy.freqai_info = freqai_conf.get("freqai", {})
freqai = strategy.freqai
freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dk.load_all_pair_histories(timerange)
freqai.dd.pair_dict = MagicMock()
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180130")
freqai.train_model_in_series(new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_pca_object.pkl")
shutil.rmtree(Path(freqai.dk.full_path))