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ensure long only RL is tested

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This commit is contained in:
robcaulk 2022-12-19 11:49:31 +01:00
parent c293401b22
commit a276ef4b06
1 changed files with 13 additions and 13 deletions
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26
tests/freqai/test_freqai_interface.py
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@ -27,17 +27,19 @@ def is_mac() -> bool:
return "Darwin" in machine return "Darwin" in machine
@pytest.mark.parametrize('model, pca, dbscan, float32', [ @pytest.mark.parametrize('model, pca, dbscan, float32, can_short', [
('LightGBMRegressor', True, False, True), ('LightGBMRegressor', True, False, True, True),
('XGBoostRegressor', False, True, False), ('XGBoostRegressor', False, True, False, True),
('XGBoostRFRegressor', False, False, False), ('XGBoostRFRegressor', False, False, False, True),
('CatboostRegressor', False, False, False), ('CatboostRegressor', False, False, False, True),
('ReinforcementLearner', False, True, False), ('ReinforcementLearner', False, True, False, True),
('ReinforcementLearner_multiproc', False, False, False), ('ReinforcementLearner_multiproc', False, False, False, True),
('ReinforcementLearner_test_3ac', False, False, False), ('ReinforcementLearner_test_3ac', False, False, False, False),
('ReinforcementLearner_test_4ac', False, False, False) ('ReinforcementLearner_test_3ac', False, False, False, True),
('ReinforcementLearner_test_4ac', False, False, False, True)
]) ])
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, dbscan, float32): def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
dbscan, float32, can_short):
if is_arm() and model == 'CatboostRegressor': if is_arm() and model == 'CatboostRegressor':
pytest.skip("CatBoost is not supported on ARM") pytest.skip("CatBoost is not supported on ARM")
@ -59,9 +61,6 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
freqai_conf['freqai']['feature_parameters'].update({"use_SVM_to_remove_outliers": True}) freqai_conf['freqai']['feature_parameters'].update({"use_SVM_to_remove_outliers": True})
freqai_conf['freqai']['data_split_parameters'].update({'shuffle': True}) freqai_conf['freqai']['data_split_parameters'].update({'shuffle': True})
if 'test_3ac' in model or 'test_4ac' in model:
freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
if 'ReinforcementLearner' in model: if 'ReinforcementLearner' in model:
model_save_ext = 'zip' model_save_ext = 'zip'
freqai_conf = make_rl_config(freqai_conf) freqai_conf = make_rl_config(freqai_conf)
@ -78,6 +77,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
strategy.freqai_info = freqai_conf.get("freqai", {}) strategy.freqai_info = freqai_conf.get("freqai", {})
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.can_short = can_short
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.set_paths('ADA/BTC', 10000) freqai.dk.set_paths('ADA/BTC', 10000)
timerange = TimeRange.parse_timerange("20180110-20180130") timerange = TimeRange.parse_timerange("20180110-20180130")