increase test coverage for RL and FreqAI
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@@ -4,13 +4,15 @@ from pathlib import Path
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from unittest.mock import MagicMock
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import pytest
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from freqtrade.enums import RunMode
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from freqtrade.configuration import TimeRange
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
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from freqtrade.plugins.pairlistmanager import PairListManager
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from tests.conftest import get_patched_exchange, log_has_re
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from tests.freqai.conftest import get_patched_freqai_strategy
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from freqtrade.persistence import Trade
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from freqtrade.freqai.utils import download_all_data_for_training, get_required_data_timerange
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def is_arm() -> bool:
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@@ -173,29 +175,34 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
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shutil.rmtree(Path(freqai.dk.full_path))
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@pytest.mark.parametrize('model', [
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'LightGBMRegressor',
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'XGBoostRegressor',
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'CatboostRegressor',
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'ReinforcementLearner'
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])
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def test_start_backtesting(mocker, freqai_conf, model):
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@pytest.mark.parametrize(
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"model, num_files, strat",
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[
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("LightGBMRegressor", 6, "freqai_test_strat"),
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("XGBoostRegressor", 6, "freqai_test_strat"),
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("CatboostRegressor", 6, "freqai_test_strat"),
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("ReinforcementLearner", 7, "freqai_rl_test_strat"),
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("XGBoostClassifier", 6, "freqai_test_classifier"),
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("LightGBMClassifier", 6, "freqai_test_classifier"),
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("CatboostClassifier", 6, "freqai_test_classifier")
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],
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)
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def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
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freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
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if is_arm() and model == 'CatboostRegressor':
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freqai_conf['runmode'] = RunMode.BACKTEST
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Trade.use_db = False
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if is_arm() and "Catboost" in model:
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pytest.skip("CatBoost is not supported on ARM")
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if is_mac():
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pytest.skip("Reinforcement learning module not available on intel based Mac OS")
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model_save_ext = 'joblib'
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freqai_conf.update({"freqaimodel": model})
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freqai_conf.update({"timerange": "20180110-20180130"})
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freqai_conf.update({"strategy": "freqai_test_strat"})
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freqai_conf.update({"timerange": "20180120-20180130"})
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freqai_conf.update({"strategy": strat})
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if 'ReinforcementLearner' in model:
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model_save_ext = 'zip'
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freqai_conf.update({"strategy": "freqai_rl_test_strat"})
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freqai_conf["freqai"].update({"model_training_parameters": {
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"learning_rate": 0.00025,
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"gamma": 0.9,
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@@ -217,8 +224,7 @@ def test_start_backtesting(mocker, freqai_conf, model):
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if 'test_4ac' in model:
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freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
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strategy = get_patched_freqai_strategy(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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@@ -237,7 +243,7 @@ def test_start_backtesting(mocker, freqai_conf, model):
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freqai.start_backtesting(df, metadata, freqai.dk)
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model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
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assert len(model_folders) == 6
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assert len(model_folders) == num_files
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shutil.rmtree(Path(freqai.dk.full_path))
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@@ -455,3 +461,40 @@ def test_freqai_informative_pairs(mocker, freqai_conf, timeframes, corr_pairs):
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pairs_b = strategy.gather_informative_pairs()
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# we expect unique pairs * timeframes
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assert len(pairs_b) == len(set(pairlist + corr_pairs)) * len(timeframes)
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def test_start_set_train_queue(mocker, freqai_conf, caplog):
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strategy = get_patched_freqai_strategy(mocker, freqai_conf)
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exchange = get_patched_exchange(mocker, freqai_conf)
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pairlist = PairListManager(exchange, freqai_conf)
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strategy.dp = DataProvider(freqai_conf, exchange, pairlist)
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strategy.freqai_info = freqai_conf.get("freqai", {})
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freqai = strategy.freqai
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freqai.live = False
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freqai.train_queue = freqai._set_train_queue()
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assert log_has_re(
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"Set fresh train queue from whitelist.",
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caplog,
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)
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def test_get_required_data_timerange(mocker, freqai_conf):
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time_range = get_required_data_timerange(freqai_conf)
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assert (time_range.stopts - time_range.startts) == 177300
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def test_download_all_data_for_training(mocker, freqai_conf, caplog, tmpdir):
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strategy = get_patched_freqai_strategy(mocker, freqai_conf)
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exchange = get_patched_exchange(mocker, freqai_conf)
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pairlist = PairListManager(exchange, freqai_conf)
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strategy.dp = DataProvider(freqai_conf, exchange, pairlist)
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freqai_conf['pairs'] = freqai_conf['exchange']['pair_whitelist']
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freqai_conf['datadir'] = Path(tmpdir)
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download_all_data_for_training(strategy.dp, freqai_conf)
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assert log_has_re(
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"Downloading",
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caplog,
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)
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