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

add tests. add guardrails.

Browse Source
This commit is contained in:
robcaulk
2022-09-15 00:46:35 +02:00
parent 48140bff91
commit 8aac644009
9 changed files with 84 additions and 37 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
tests/freqai/conftest.py
View File

@@ -29,15 +29,16 @@ def freqai_conf(default_conf, tmpdir):
"enabled": True,
"startup_candles": 10000,
"purge_old_models": True,
"train_period_days": 5,
"train_period_days": 2,
"backtest_period_days": 2,
"live_retrain_hours": 0,
"expiration_hours": 1,
"identifier": "uniqe-id100",
"live_trained_timestamp": 0,
"data_kitchen_thread_count": 2,
"feature_parameters": {
"include_timeframes": ["5m"],
"include_corr_pairlist": ["ADA/BTC", "DASH/BTC"],
"include_corr_pairlist": ["ADA/BTC"],
"label_period_candles": 20,
"include_shifted_candles": 1,
"DI_threshold": 0.9,
@@ -47,7 +48,7 @@ def freqai_conf(default_conf, tmpdir):
"stratify_training_data": 0,
"indicator_periods_candles": [10],
},
"data_split_parameters": {"test_size": 0.33, "random_state": 1},
"data_split_parameters": {"test_size": 0.33, "shuffle": False},
"model_training_parameters": {"n_estimators": 100},
},
"config_files": [Path('config_examples', 'config_freqai.example.json')]