Merge pull request #7701 from freqtrade/add-single-precision-freqai

add option to force single precision

tests/data/test_converter.py

@@ -3,18 +3,19 @@ import logging
 from pathlib import Path
 from shutil import copyfile
 
+import numpy as np
 import pytest
 
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format,
                                       ohlcv_fill_up_missing_data, ohlcv_to_dataframe,
-                                      trades_dict_to_list, trades_remove_duplicates,
-                                      trades_to_ohlcv, trim_dataframe)
+                                      reduce_dataframe_footprint, trades_dict_to_list,
+                                      trades_remove_duplicates, trades_to_ohlcv, trim_dataframe)
 from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
                                     validate_backtest_data)
 from freqtrade.data.history.idatahandler import IDataHandler
 from freqtrade.enums import CandleType
-from tests.conftest import log_has, log_has_re
+from tests.conftest import generate_test_data, log_has, log_has_re
 from tests.data.test_history import _clean_test_file
 
 
@@ -344,3 +345,33 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
         assert file.exists()
     for file in (files_new):
         assert not file.exists()
+
+
+def test_reduce_dataframe_footprint():
+    data = generate_test_data('15m', 40)
+
+    data['open_copy'] = data['open']
+    data['close_copy'] = data['close']
+    data['close_copy'] = data['close']
+
+    assert data['open'].dtype == np.float64
+    assert data['open_copy'].dtype == np.float64
+    assert data['close_copy'].dtype == np.float64
+
+    df2 = reduce_dataframe_footprint(data)
+
+    # Does not modify original dataframe
+    assert data['open'].dtype == np.float64
+    assert data['open_copy'].dtype == np.float64
+    assert data['close_copy'].dtype == np.float64
+
+    # skips ohlcv columns
+    assert df2['open'].dtype == np.float64
+    assert df2['high'].dtype == np.float64
+    assert df2['low'].dtype == np.float64
+    assert df2['close'].dtype == np.float64
+    assert df2['volume'].dtype == np.float64
+
+    # Changes dtype of returned dataframe
+    assert df2['open_copy'].dtype == np.float32
+    assert df2['close_copy'].dtype == np.float32

tests/freqai/test_freqai_interface.py

@@ -27,13 +27,13 @@ def is_mac() -> bool:
     return "Darwin" in machine
 
 
-@pytest.mark.parametrize('model, pca, dbscan', [
-    ('LightGBMRegressor', True, False),
-    ('XGBoostRegressor', False, True),
-    ('XGBoostRFRegressor', False, False),
-    ('CatboostRegressor', False, False),
+@pytest.mark.parametrize('model, pca, dbscan, float32', [
+    ('LightGBMRegressor', True, False, True),
+    ('XGBoostRegressor', False, True, False),
+    ('XGBoostRFRegressor', False, False, False),
+    ('CatboostRegressor', False, False, False),
     ])
-def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, dbscan):
+def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, dbscan, float32):
     if is_arm() and model == 'CatboostRegressor':
         pytest.skip("CatBoost is not supported on ARM")
 
@@ -43,6 +43,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
     freqai_conf.update({"strategy": "freqai_test_strat"})
     freqai_conf['freqai']['feature_parameters'].update({"principal_component_analysis": pca})
     freqai_conf['freqai']['feature_parameters'].update({"use_DBSCAN_to_remove_outliers": dbscan})
+    freqai_conf.update({"reduce_df_footprint": float32})
 
     strategy = get_patched_freqai_strategy(mocker, freqai_conf)
     exchange = get_patched_exchange(mocker, freqai_conf)