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Reenable Catboost test (#7118)

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* Reenable Catboost test

* Simplify freqAI tests, ensure they use a tempdir for modelstorage
This commit is contained in:
Matthias
2022-07-24 07:32:13 +02:00
committed by GitHub
parent f3d46613ee
commit 95f5218ceb
3 changed files with 96 additions and 120 deletions
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79
tests/freqai/test_freqai_datakitchen.py
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@@ -1,6 +1,3 @@
# from unittest.mock import MagicMock
# from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
import copy
import datetime
import shutil
from pathlib import Path
@@ -13,7 +10,7 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from tests.conftest import get_patched_exchange
from tests.freqai.conftest import freqai_conf, get_patched_data_kitchen, get_patched_freqai_strategy
from tests.freqai.conftest import get_patched_data_kitchen, get_patched_freqai_strategy
@pytest.mark.parametrize(
@@ -24,15 +21,15 @@ from tests.freqai.conftest import freqai_conf, get_patched_data_kitchen, get_pat
],
)
def test_create_fulltimerange(
timerange, train_period_days, expected_result, default_conf, mocker, caplog
timerange, train_period_days, expected_result, freqai_conf, mocker, caplog
):
dk = get_patched_data_kitchen(mocker, freqai_conf(copy.deepcopy(default_conf)))
dk = get_patched_data_kitchen(mocker, freqai_conf)
assert dk.create_fulltimerange(timerange, train_period_days) == expected_result
shutil.rmtree(Path(dk.full_path))
def test_create_fulltimerange_incorrect_backtest_period(mocker, default_conf):
dk = get_patched_data_kitchen(mocker, freqai_conf(copy.deepcopy(default_conf)))
def test_create_fulltimerange_incorrect_backtest_period(mocker, freqai_conf):
dk = get_patched_data_kitchen(mocker, freqai_conf)
with pytest.raises(OperationalException, match=r"backtest_period_days must be an integer"):
dk.create_fulltimerange("20220101-20220201", 0.5)
with pytest.raises(OperationalException, match=r"backtest_period_days must be positive"):
@@ -49,11 +46,10 @@ def test_create_fulltimerange_incorrect_backtest_period(mocker, default_conf):
],
)
def test_split_timerange(
mocker, default_conf, timerange, train_period_days, backtest_period_days, expected_result
mocker, freqai_conf, timerange, train_period_days, backtest_period_days, expected_result
):
freqaiconf = freqai_conf(copy.deepcopy(default_conf))
freqaiconf.update({"timerange": "20220101-20220401"})
dk = get_patched_data_kitchen(mocker, freqaiconf)
freqai_conf.update({"timerange": "20220101-20220401"})
dk = get_patched_data_kitchen(mocker, freqai_conf)
tr_list, bt_list = dk.split_timerange(timerange, train_period_days, backtest_period_days)
assert len(tr_list) == len(bt_list) == expected_result
@@ -64,14 +60,13 @@ def test_split_timerange(
shutil.rmtree(Path(dk.full_path))
def test_update_historic_data(mocker, default_conf):
freqaiconf = freqai_conf(copy.deepcopy(default_conf))
strategy = get_patched_freqai_strategy(mocker, freqaiconf)
exchange = get_patched_exchange(mocker, freqaiconf)
strategy.dp = DataProvider(freqaiconf, exchange)
def test_update_historic_data(mocker, freqai_conf):
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
freqai = strategy.freqai
freqai.live = True
freqai.dk = FreqaiDataKitchen(freqaiconf, freqai.dd)
freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dk.load_all_pair_histories(timerange)
@@ -93,69 +88,65 @@ def test_update_historic_data(mocker, default_conf):
(datetime.datetime.now(tz=datetime.timezone.utc).timestamp(), False),
],
)
def test_check_if_model_expired(mocker, default_conf, timestamp, expected):
freqaiconf = freqai_conf(copy.deepcopy(default_conf))
dk = get_patched_data_kitchen(mocker, freqaiconf)
def test_check_if_model_expired(mocker, freqai_conf, timestamp, expected):
dk = get_patched_data_kitchen(mocker, freqai_conf)
assert dk.check_if_model_expired(timestamp) == expected
shutil.rmtree(Path(dk.full_path))
def test_load_all_pairs_histories(mocker, default_conf):
freqaiconf = freqai_conf(copy.deepcopy(default_conf))
strategy = get_patched_freqai_strategy(mocker, freqaiconf)
exchange = get_patched_exchange(mocker, freqaiconf)
strategy.dp = DataProvider(freqaiconf, exchange)
def test_load_all_pairs_histories(mocker, freqai_conf):
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
freqai = strategy.freqai
freqai.live = True
freqai.dk = FreqaiDataKitchen(freqaiconf, freqai.dd)
freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dk.load_all_pair_histories(timerange)
assert len(freqai.dd.historic_data.keys()) == len(
freqaiconf.get("exchange", {}).get("pair_whitelist")
freqai_conf.get("exchange", {}).get("pair_whitelist")
)
assert len(freqai.dd.historic_data["ADA/BTC"]) == len(
freqaiconf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes")
freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes")
)
shutil.rmtree(Path(freqai.dk.full_path))
def test_get_base_and_corr_dataframes(mocker, default_conf):
freqaiconf = freqai_conf(copy.deepcopy(default_conf))
strategy = get_patched_freqai_strategy(mocker, freqaiconf)
exchange = get_patched_exchange(mocker, freqaiconf)
strategy.dp = DataProvider(freqaiconf, exchange)
def test_get_base_and_corr_dataframes(mocker, freqai_conf):
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
freqai = strategy.freqai
freqai.live = True
freqai.dk = FreqaiDataKitchen(freqaiconf, freqai.dd)
freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dk.load_all_pair_histories(timerange)
sub_timerange = TimeRange.parse_timerange("20180111-20180114")
corr_df, base_df = freqai.dk.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC")
num_tfs = len(
freqaiconf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes")
freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes")
)
assert len(base_df.keys()) == num_tfs
assert len(corr_df.keys()) == len(
freqaiconf.get("freqai", {}).get("feature_parameters", {}).get("include_corr_pairlist")
freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_corr_pairlist")
)
assert len(corr_df["ADA/BTC"].keys()) == num_tfs
shutil.rmtree(Path(freqai.dk.full_path))
def test_use_strategy_to_populate_indicators(mocker, default_conf):
freqaiconf = freqai_conf(copy.deepcopy(default_conf))
strategy = get_patched_freqai_strategy(mocker, freqaiconf)
exchange = get_patched_exchange(mocker, freqaiconf)
strategy.dp = DataProvider(freqaiconf, exchange)
strategy.freqai_info = freqaiconf.get("freqai", {})
def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
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(freqaiconf, freqai.dd)
freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dk.load_all_pair_histories(timerange)
sub_timerange = TimeRange.parse_timerange("20180111-20180114")