Merge branch 'develop' into spice-rack

tests/freqai/test_freqai_backtesting.py

@@ -3,21 +3,21 @@ from datetime import datetime, timezone
 from pathlib import Path
 from unittest.mock import PropertyMock
 
-import pytest
-
-from freqtrade.commands.optimize_commands import start_backtesting
-from freqtrade.exceptions import OperationalException
+from freqtrade.commands.optimize_commands import setup_optimize_configuration
+from freqtrade.enums import RunMode
 from freqtrade.optimize.backtesting import Backtesting
 from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
 
-def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir):
+def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, caplog):
     patch_exchange(mocker)
 
+    now = datetime.now(timezone.utc)
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
-    # mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+    mocker.patch('freqtrade.optimize.backtesting.history.load_data')
+    mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
 
     patched_configuration_load_config_file(mocker, freqai_conf)
 
@@ -30,9 +30,11 @@ def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir):
         '--strategy-list', CURRENT_TEST_STRATEGY
     ]
     args = get_args(args)
-    with pytest.raises(OperationalException,
-                       match=r"You can't use strategy_list and freqai at the same time\."):
-        start_backtesting(args)
+    bt_config = setup_optimize_configuration(args, RunMode.BACKTEST)
+    Backtesting(bt_config)
+    assert log_has_re('Using --strategy-list with FreqAI REQUIRES all strategies to have identical '
+                      'populate_any_indicators.', caplog)
+    Backtesting.cleanup()
 
 
 def test_freqai_backtest_load_data(freqai_conf, mocker, caplog):

tests/freqai/test_freqai_interface.py

@@ -319,6 +319,41 @@ def test_principal_component_analysis(mocker, freqai_conf):
     shutil.rmtree(Path(freqai.dk.full_path))
 
 
+def test_plot_feature_importance(mocker, freqai_conf):
+
+    from freqtrade.freqai.utils import plot_feature_importance
+
+    freqai_conf.update({"timerange": "20180110-20180130"})
+    freqai_conf.get("freqai", {}).get("feature_parameters", {}).update(
+        {"princpial_component_analysis": "true"})
+
+    strategy = get_patched_freqai_strategy(mocker, freqai_conf)
+    exchange = get_patched_exchange(mocker, freqai_conf)
+    strategy.dp = DataProvider(freqai_conf, exchange)
+    strategy.freqai_info = freqai_conf.get("freqai", {})
+    freqai = strategy.freqai
+    freqai.live = True
+    freqai.dk = FreqaiDataKitchen(freqai_conf)
+    timerange = TimeRange.parse_timerange("20180110-20180130")
+    freqai.dd.load_all_pair_histories(timerange, freqai.dk)
+
+    freqai.dd.pair_dict = MagicMock()
+
+    data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
+    new_timerange = TimeRange.parse_timerange("20180120-20180130")
+
+    freqai.extract_data_and_train_model(
+        new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
+
+    model = freqai.dd.load_data("ADA/BTC", freqai.dk)
+
+    plot_feature_importance(model, "ADA/BTC", freqai.dk)
+
+    assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}.html")
+
+    shutil.rmtree(Path(freqai.dk.full_path))
+
+
 def test_spice_rack(mocker, default_conf, tmpdir, caplog):
 
     strategy = get_patched_freqai_strategy(mocker, default_conf)