adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

help windows builds pass freqai tests. Add freqai to README.md

Browse Source
This commit is contained in:
robcaulk 2022-07-20 16:14:19 +02:00
parent 4e5d60fdc9
commit a99c126266
3 changed files with 6 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
README.md
View File

@ -63,6 +63,7 @@ Please find the complete documentation on the [freqtrade website](https://www.fr
- [x] **Dry-run**: Run the bot without paying money. - [x] **Dry-run**: Run the bot without paying money.
- [x] **Backtesting**: Run a simulation of your buy/sell strategy. - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
- [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell strategy parameters with real exchange data. - [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell strategy parameters with real exchange data.
- [X] **Adaptive prediction modeling**: Build a smart strategy with FreqAI that self-trains to the market via adaptive machine learning methods. [Learn more](https://www.freqtrade.io/en/stable/freqai/)
- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/stable/edge/). - [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/stable/edge/).
- [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade or use dynamic whitelists. - [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade or use dynamic whitelists.
- [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid. - [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid.

2
tests/freqai/conftest.py
View File

@ -44,7 +44,7 @@ def freqai_conf(default_conf):
"indicator_periods_candles": [10], "indicator_periods_candles": [10],
}, },
"data_split_parameters": {"test_size": 0.33, "random_state": 1}, "data_split_parameters": {"test_size": 0.33, "random_state": 1},
"model_training_parameters": {"n_estimators": 100}, "model_training_parameters": {"n_estimators": 100, "verbosity": 0},
}, },
"config_files": [Path('config_examples', 'config_freqai_futures.example.json')] "config_files": [Path('config_examples', 'config_freqai_futures.example.json')]
} }

10
tests/freqai/test_freqai_interface.py
View File

@ -9,13 +9,10 @@ from unittest.mock import MagicMock
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from tests.conftest import get_patched_exchange, log_has 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 freqai_conf, get_patched_freqai_strategy
# import pytest
def test_train_model_in_series_LightGBM(mocker, default_conf): def test_train_model_in_series_LightGBM(mocker, default_conf):
freqaiconf = freqai_conf(copy.deepcopy(default_conf)) freqaiconf = freqai_conf(copy.deepcopy(default_conf))
freqaiconf.update({"timerange": "20180110-20180130"}) freqaiconf.update({"timerange": "20180110-20180130"})
@ -175,8 +172,9 @@ def test_start_backtesting_from_existing_folder(mocker, default_conf, caplog):
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC") df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
freqai.start_backtesting(df, metadata, freqai.dk) freqai.start_backtesting(df, metadata, freqai.dk)
assert log_has(
"Found model at user_data/models/uniqe-id100/sub-train-ADA1517097600/cb_ada_1517097600", assert log_has_re(
"Found model at ",
caplog, caplog,
) )