Merge pull request #8388 from freqtrade/patch-pair-colon-bug
Bug fix: FreqAI backtest target setting
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commit
9c2cdd4fb9
@ -1291,7 +1291,7 @@ class FreqaiDataKitchen:
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return dataframe
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def use_strategy_to_populate_indicators(
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def use_strategy_to_populate_indicators( # noqa: C901
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self,
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strategy: IStrategy,
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corr_dataframes: dict = {},
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@ -1362,12 +1362,12 @@ class FreqaiDataKitchen:
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dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
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corr_dataframes, base_dataframes, True)
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dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
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if self.live:
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dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
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dataframe = self.remove_special_chars_from_feature_names(dataframe)
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self.get_unique_classes_from_labels(dataframe)
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dataframe = self.remove_special_chars_from_feature_names(dataframe)
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if self.config.get('reduce_df_footprint', False):
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dataframe = reduce_dataframe_footprint(dataframe)
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@ -306,7 +306,7 @@ class IFreqaiModel(ABC):
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if check_features:
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self.dd.load_metadata(dk)
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dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"]
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strategy, prediction_dataframe=dataframe.tail(1), pair=pair
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)
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dk.find_features(dataframe_dummy_features)
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self.check_if_feature_list_matches_strategy(dk)
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@ -316,7 +316,7 @@ class IFreqaiModel(ABC):
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else:
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if populate_indicators:
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dataframe = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
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strategy, prediction_dataframe=dataframe, pair=pair
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)
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populate_indicators = False
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@ -332,6 +332,10 @@ class IFreqaiModel(ABC):
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dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train)
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dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest)
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dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train)
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dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest)
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dk.get_unique_classes_from_labels(dataframe_train)
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if not self.model_exists(dk):
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dk.find_features(dataframe_train)
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dk.find_labels(dataframe_train)
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@ -119,6 +119,7 @@ def make_unfiltered_dataframe(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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freqai.dk.pair = "ADA/BTC"
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data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk)
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@ -152,6 +153,7 @@ def make_data_dictionary(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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freqai.dk.pair = "ADA/BTC"
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data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk)
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@ -19,6 +19,7 @@ def test_update_historic_data(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@ -41,6 +42,7 @@ def test_load_all_pairs_histories(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@ -60,6 +62,7 @@ def test_get_base_and_corr_dataframes(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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sub_timerange = TimeRange.parse_timerange("20180111-20180114")
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@ -87,6 +90,7 @@ def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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sub_timerange = TimeRange.parse_timerange("20180111-20180114")
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@ -103,8 +107,9 @@ def test_get_timerange_from_live_historic_predictions(mocker, freqai_conf):
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exchange = get_patched_exchange(mocker, freqai_conf)
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strategy.dp = DataProvider(freqai_conf, exchange)
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freqai = strategy.freqai
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freqai.live = True
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freqai.live = False
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = False
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timerange = TimeRange.parse_timerange("20180126-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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sub_timerange = TimeRange.parse_timerange("20180128-20180130")
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@ -180,6 +180,7 @@ def test_get_full_model_path(mocker, freqai_conf, model):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@ -87,6 +87,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
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freqai.live = True
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freqai.can_short = can_short
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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freqai.dk.set_paths('ADA/BTC', 10000)
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@ -135,6 +136,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@ -178,6 +180,7 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@ -371,6 +374,9 @@ def test_backtesting_fit_live_predictions(mocker, freqai_conf, caplog):
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sub_timerange = TimeRange.parse_timerange("20180129-20180130")
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corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
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df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
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df = strategy.set_freqai_targets(df.copy(), metadata={"pair": "LTC/BTC"})
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df = freqai.dk.remove_special_chars_from_feature_names(df)
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freqai.dk.get_unique_classes_from_labels(df)
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freqai.dk.pair = "ADA/BTC"
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freqai.dk.full_df = df.fillna(0)
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freqai.dk.full_df
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@ -394,6 +400,7 @@ def test_principal_component_analysis(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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@ -425,10 +432,12 @@ def test_plot_feature_importance(mocker, freqai_conf):
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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freqai.dd.pair_dict = MagicMock()
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freqai.dd.pair_dict = {"ADA/BTC": {"model_filename": "fake_name",
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"trained_timestamp": 1, "data_path": "", "extras": {}}}
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data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
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new_timerange = TimeRange.parse_timerange("20180120-20180130")
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