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Remove constant labels from prediction

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This commit is contained in:
th0rntwig
2022-10-06 19:26:33 +02:00
parent edb942f662
commit a9d5e04a43
4 changed files with 26 additions and 0 deletions
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10
tests/freqai/test_freqai_interface.py
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@@ -181,6 +181,8 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
for i in range(5):
df[f'constant_{i}'] = i
metadata = {"pair": "LTC/BTC"}
freqai.start_backtesting(df, metadata, freqai.dk)
@@ -208,6 +210,8 @@ def test_start_backtesting_subdaily_backtest_period(mocker, freqai_conf):
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
for i in range(5):
df[f'constant_{i}'] = i
metadata = {"pair": "LTC/BTC"}
freqai.start_backtesting(df, metadata, freqai.dk)
@@ -233,6 +237,8 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
for i in range(5):
df[f'constant_{i}'] = i
metadata = {"pair": "ADA/BTC"}
freqai.start_backtesting(df, metadata, freqai.dk)
@@ -256,6 +262,8 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
for i in range(5):
df[f'constant_{i}'] = i
freqai.start_backtesting(df, metadata, freqai.dk)
assert log_has_re(
@@ -312,6 +320,8 @@ def test_follow_mode(mocker, freqai_conf):
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
df = strategy.dp.get_pair_dataframe('ADA/BTC', '5m')
for i in range(5):
df[f'constant_{i}'] = i
freqai.start_live(df, metadata, strategy, freqai.dk)
assert len(freqai.dk.return_dataframe.index) == 5702