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update code to use historic_predictions for freqai_backtest_live_models

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This commit is contained in:
Wagner Costa Santos
2022-11-19 14:15:58 -03:00
parent 3d3195847c
commit 80d070e9ee
8 changed files with 86 additions and 174 deletions
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33
tests/freqai/test_freqai_datakitchen.py
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@@ -261,45 +261,18 @@ def test_get_full_model_path(mocker, freqai_conf, model):
assert model_path.is_dir() is True
def test_save_backtesting_live_dataframe(mocker, freqai_conf):
freqai, dataframe = make_unfiltered_dataframe(mocker, freqai_conf)
dataframe_without_last_candle = dataframe.copy()
dataframe_without_last_candle.drop(dataframe.tail(1).index, inplace=True)
freqai_conf.update({"save_live_data_backtest": True})
freqai.dk.save_backtesting_live_dataframe(dataframe_without_last_candle, "ADA/BTC")
saved_dataframe = freqai.dk.get_backtesting_live_dataframe()
assert len(saved_dataframe) == 1
assert saved_dataframe.iloc[-1, 0] == dataframe_without_last_candle.iloc[-1, 0]
freqai.dk.save_backtesting_live_dataframe(dataframe, "ADA/BTC")
saved_dataframe = freqai.dk.get_backtesting_live_dataframe()
assert len(saved_dataframe) == 2
assert saved_dataframe.iloc[-1, 0] == dataframe.iloc[-1, 0]
assert saved_dataframe.iloc[-2, 0] == dataframe.iloc[-2, 0]
def test_get_timerange_from_backtesting_live_dataframe(mocker, freqai_conf):
freqai, dataframe = make_unfiltered_dataframe(mocker, freqai_conf)
freqai_conf.update({"save_live_data_backtest": True})
freqai.dk.set_backtesting_live_dataframe_path("ADA/BTC")
freqai.dk.save_backtesting_live_dataframe_to_feather(dataframe)
freqai_conf.update({"backtest_using_historic_predictions": True})
timerange = freqai.dk.get_timerange_from_backtesting_live_dataframe()
assert timerange.startts == 1516406400
assert timerange.stopts == 1517356500
def test_get_timerange_from_backtesting_live_dataframe_folder_not_found(mocker, freqai_conf):
def test_get_timerange_from_backtesting_live_df_pred_not_found(mocker, freqai_conf):
freqai, _ = make_unfiltered_dataframe(mocker, freqai_conf)
with pytest.raises(
OperationalException,
match=r'Saved live data not found.*'
match=r'Historic predictions not found.*'
):
freqai.dk.get_timerange_from_backtesting_live_dataframe()
def test_saved_live_bt_file_not_found(mocker, freqai_conf):
freqai, _ = make_unfiltered_dataframe(mocker, freqai_conf)
with pytest.raises(
OperationalException,
match=r'.*live backtesting dataframe file not found.*'
):
freqai.dk.get_backtesting_live_dataframe()

31
tests/freqai/test_freqai_interface.py
View File

@@ -300,37 +300,6 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
shutil.rmtree(Path(freqai.dk.full_path))
def test_start_backtesting_from_saved_live_dataframe(mocker, freqai_conf, caplog):
freqai_conf.update({"save_live_data_backtest": True})
freqai_conf.update({"freqai_backtest_live_models": 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 = False
freqai.dk = FreqaiDataKitchen(freqai_conf)
timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
sub_timerange = TimeRange.parse_timerange("20180110-20180130")
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
metadata = {"pair": "ADA/BTC"}
# create a dummy live dataframe file with 10 rows
dataframe_predictions = df.tail(10).copy()
dataframe_predictions["&s_close"] = dataframe_predictions["close"] * 1.1
freqai.dk.set_backtesting_live_dataframe_path("ADA/BTC")
freqai.dk.save_backtesting_live_dataframe_to_feather(dataframe_predictions)
freqai.start_backtesting_from_live_saved_files(df, metadata, freqai.dk)
assert len(freqai.dk.return_dataframe) == len(df)
assert len(freqai.dk.return_dataframe[freqai.dk.return_dataframe["&s_close"] > 0]) == (
len(dataframe_predictions))
shutil.rmtree(Path(freqai.dk.full_path))
def test_backtesting_fit_live_predictions(mocker, freqai_conf, caplog):
freqai_conf.get("freqai", {}).update({"fit_live_predictions_candles": 10})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)