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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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130
tests/freqai/test_freqai_interface.py
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@@ -1,29 +1,29 @@
# from unittest.mock import MagicMock
# from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
import copy
# import platform
import platform
import shutil
from pathlib import Path
from unittest.mock import MagicMock
import pytest
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from tests.conftest import get_patched_exchange, log_has_re
from tests.freqai.conftest import freqai_conf, get_patched_freqai_strategy
from tests.freqai.conftest import get_patched_freqai_strategy
def test_train_model_in_series_LightGBM(mocker, default_conf):
freqaiconf = freqai_conf(copy.deepcopy(default_conf))
freqaiconf.update({"timerange": "20180110-20180130"})
def test_train_model_in_series_LightGBM(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180110-20180130"})
strategy = get_patched_freqai_strategy(mocker, freqaiconf)
exchange = get_patched_exchange(mocker, freqaiconf)
strategy.dp = DataProvider(freqaiconf, exchange)
strategy.freqai_info = freqaiconf.get("freqai", {})
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("20180110-20180130")
freqai.dk.load_all_pair_histories(timerange)
@@ -58,64 +58,47 @@ def test_train_model_in_series_LightGBM(mocker, default_conf):
shutil.rmtree(Path(freqai.dk.full_path))
# FIXME: hits segfault
# @pytest.mark.skipif("arm" in platform.uname()[-1], reason="no ARM..")
# def test_train_model_in_series_Catboost(mocker, default_conf):
# freqaiconf = freqai_conf(copy.deepcopy(default_conf))
# freqaiconf.update({"timerange": "20180110-20180130"})
# freqaiconf.update({"freqaimodel": "CatboostPredictionModel"})
# strategy = get_patched_freqai_strategy(mocker, freqaiconf)
# exchange = get_patched_exchange(mocker, freqaiconf)
# strategy.dp = DataProvider(freqaiconf, exchange)
# strategy.freqai_info = freqaiconf.get("freqai", {})
# freqai = strategy.model.bridge
# freqai.live = True
# freqai.dk = FreqaiDataKitchen(freqaiconf, freqai.dd)
# timerange = TimeRange.parse_timerange("20180110-20180130")
# freqai.dk.load_all_pair_histories(timerange)
@pytest.mark.skipif("arm" in platform.uname()[-1], reason="no ARM for Catboost ...")
def test_train_model_in_series_Catboost(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"freqaimodel": "CatboostPredictionModel"})
del freqai_conf['freqai']['model_training_parameters']['verbosity']
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
# freqai.dd.pair_dict = MagicMock()
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)
# data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
# new_timerange = TimeRange.parse_timerange("20180120-20180130")
freqai.dd.pair_dict = MagicMock()
# freqai.train_model_in_series(new_timerange, "ADA/BTC",
# strategy, freqai.dk, data_load_timerange)
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180130")
# assert (
# Path(freqai.dk.data_path / str(freqai.dk.model_filename + "_model.joblib"))
# .resolve()
# .exists()
# )
# assert (
# Path(freqai.dk.data_path / str(freqai.dk.model_filename + "_metadata.json"))
# .resolve()
# .exists()
# )
# assert (
# Path(freqai.dk.data_path / str(freqai.dk.model_filename + "_trained_df.pkl"))
# .resolve()
# .exists()
# )
# assert (
# Path(freqai.dk.data_path / str(freqai.dk.model_filename + "_svm_model.joblib"))
# .resolve()
# .exists()
# )
freqai.train_model_in_series(new_timerange, "ADA/BTC",
strategy, freqai.dk, data_load_timerange)
# shutil.rmtree(Path(freqai.dk.full_path))
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))
def test_start_backtesting(mocker, default_conf):
freqaiconf = freqai_conf(copy.deepcopy(default_conf))
freqaiconf.update({"timerange": "20180120-20180130"})
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_start_backtesting(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180120-20180130"})
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(freqaiconf, freqai.dd)
freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dk.load_all_pair_histories(timerange)
sub_timerange = TimeRange.parse_timerange("20180110-20180130")
@@ -132,16 +115,15 @@ def test_start_backtesting(mocker, default_conf):
shutil.rmtree(Path(freqai.dk.full_path))
def test_start_backtesting_from_existing_folder(mocker, default_conf, caplog):
freqaiconf = freqai_conf(copy.deepcopy(default_conf))
freqaiconf.update({"timerange": "20180120-20180130"})
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_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
freqai_conf.update({"timerange": "20180120-20180130"})
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(freqaiconf, freqai.dd)
freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dk.load_all_pair_histories(timerange)
sub_timerange = TimeRange.parse_timerange("20180110-20180130")
@@ -157,14 +139,14 @@ def test_start_backtesting_from_existing_folder(mocker, default_conf, caplog):
# without deleting the exiting folder structure, re-run
freqaiconf.update({"timerange": "20180120-20180130"})
strategy = get_patched_freqai_strategy(mocker, freqaiconf)
exchange = get_patched_exchange(mocker, freqaiconf)
strategy.dp = DataProvider(freqaiconf, exchange)
strategy.freqai_info = freqaiconf.get("freqai", {})
freqai_conf.update({"timerange": "20180120-20180130"})
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(freqaiconf, freqai.dd)
freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dk.load_all_pair_histories(timerange)
sub_timerange = TimeRange.parse_timerange("20180110-20180130")