From 88892ba663ea8805e06ecd2d101c8982f595ad5f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 10 Sep 2022 20:06:52 +0200 Subject: [PATCH] Parametrize regressor tests --- tests/freqai/test_freqai_interface.py | 76 ++++----------------------- 1 file changed, 11 insertions(+), 65 deletions(-) diff --git a/tests/freqai/test_freqai_interface.py b/tests/freqai/test_freqai_interface.py index 115ad0ea8..bd921c16b 100644 --- a/tests/freqai/test_freqai_interface.py +++ b/tests/freqai/test_freqai_interface.py @@ -17,8 +17,18 @@ def is_arm() -> bool: return "arm" in machine or "aarch64" in machine -def test_extract_data_and_train_model_LightGBM(mocker, freqai_conf): +@pytest.mark.parametrize('model', [ + 'LightGBMRegressor', + 'XGBoostRegressor', + 'CatboostRegressor', + ]) +def test_extract_data_and_train_model_Regressors(mocker, freqai_conf, model): + if is_arm() and model == 'CatboostRegressor': + pytest.skip("CatBoost is not supported on ARM") + + freqai_conf.update({"freqaimodel": model}) freqai_conf.update({"timerange": "20180110-20180130"}) + freqai_conf.update({"strategy": "freqai_test_strat"}) strategy = get_patched_freqai_strategy(mocker, freqai_conf) exchange = get_patched_exchange(mocker, freqai_conf) @@ -86,39 +96,6 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model): shutil.rmtree(Path(freqai.dk.full_path)) -@pytest.mark.skipif(is_arm(), reason="no ARM for Catboost ...") -def test_extract_data_and_train_model_Catboost(mocker, freqai_conf): - freqai_conf.update({"timerange": "20180110-20180130"}) - freqai_conf.update({"freqaimodel": "CatboostRegressor"}) - # freqai_conf.get('freqai', {}).update( - # {'model_training_parameters': {"n_estimators": 100, "verbose": 0}}) - 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) - timerange = TimeRange.parse_timerange("20180110-20180130") - freqai.dd.load_all_pair_histories(timerange, freqai.dk) - - freqai.dd.pair_dict = MagicMock() - - data_load_timerange = TimeRange.parse_timerange("20180110-20180130") - new_timerange = TimeRange.parse_timerange("20180120-20180130") - - freqai.extract_data_and_train_model(new_timerange, "ADA/BTC", - strategy, freqai.dk, data_load_timerange) - - assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_model.joblib").exists() - assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").exists() - assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_trained_df.pkl").exists() - assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_svm_model.joblib").exists() - - shutil.rmtree(Path(freqai.dk.full_path)) - - @pytest.mark.skipif(is_arm(), reason="no ARM for Catboost ...") def test_extract_data_and_train_model_CatboostClassifier(mocker, freqai_conf): freqai_conf.update({"timerange": "20180110-20180130"}) @@ -182,37 +159,6 @@ def test_extract_data_and_train_model_LightGBMClassifier(mocker, freqai_conf): shutil.rmtree(Path(freqai.dk.full_path)) -def test_extract_data_and_train_model_XGBoostRegressor(mocker, freqai_conf): - freqai_conf.update({"timerange": "20180110-20180130"}) - freqai_conf.update({"freqaimodel": "XGBoostRegressor"}) - freqai_conf.update({"strategy": "freqai_test_strat"}) - - 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) - timerange = TimeRange.parse_timerange("20180110-20180130") - freqai.dd.load_all_pair_histories(timerange, freqai.dk) - - freqai.dd.pair_dict = MagicMock() - - data_load_timerange = TimeRange.parse_timerange("20180110-20180130") - new_timerange = TimeRange.parse_timerange("20180120-20180130") - - freqai.extract_data_and_train_model( - new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange) - - assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_model.joblib").is_file() - assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").is_file() - assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_trained_df.pkl").is_file() - assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_svm_model.joblib").is_file() - - shutil.rmtree(Path(freqai.dk.full_path)) - - def test_start_backtesting(mocker, freqai_conf): freqai_conf.update({"timerange": "20180120-20180130"}) freqai_conf.get("freqai", {}).update({"save_backtest_models": True})