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

add test coverage, fix bug in base environment. Ensure proper fee is used.

Browse Source
This commit is contained in:
robcaulk
2022-11-13 15:31:37 +01:00
parent 81f800a79b
commit af9e400562
4 changed files with 92 additions and 29 deletions
Download Patch File Download Diff File Expand all files Collapse all files

49
tests/freqai/test_freqai_interface.py
View File

@@ -13,7 +13,7 @@ from freqtrade.freqai.utils import download_all_data_for_training, get_required_
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence import Trade
from freqtrade.plugins.pairlistmanager import PairListManager
from tests.conftest import get_patched_exchange, log_has_re
from tests.conftest import create_mock_trades, get_patched_exchange, log_has_re
from tests.freqai.conftest import get_patched_freqai_strategy, make_rl_config
@@ -32,7 +32,7 @@ def is_mac() -> bool:
('XGBoostRegressor', False, True),
('XGBoostRFRegressor', False, False),
('CatboostRegressor', False, False),
('ReinforcementLearner', False, False),
('ReinforcementLearner', False, True),
('ReinforcementLearner_multiproc', False, False),
('ReinforcementLearner_test_4ac', False, False)
])
@@ -40,7 +40,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
if is_arm() and model == 'CatboostRegressor':
pytest.skip("CatBoost is not supported on ARM")
if is_mac():
if is_mac() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning module not available on intel based Mac OS")
model_save_ext = 'joblib'
@@ -53,6 +53,9 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
if 'ReinforcementLearner' in model:
model_save_ext = 'zip'
freqai_conf = make_rl_config(freqai_conf)
# test the RL guardrails
freqai_conf['freqai']['feature_parameters'].update({"use_SVM_to_remove_outliers": True})
freqai_conf['freqai']['data_split_parameters'].update({'shuffle': True})
if 'test_4ac' in model:
freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
@@ -497,3 +500,43 @@ def test_download_all_data_for_training(mocker, freqai_conf, caplog, tmpdir):
"Downloading",
caplog,
)
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('dp_exists', [(False), (True)])
def test_get_state_info(mocker, freqai_conf, dp_exists, caplog, tickers):
if is_mac():
pytest.skip("Reinforcement learning module not available on intel based Mac OS")
freqai_conf.update({"freqaimodel": "ReinforcementLearner"})
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"strategy": "freqai_rl_test_strat"})
freqai_conf = make_rl_config(freqai_conf)
freqai_conf['entry_pricing']['price_side'] = 'same'
freqai_conf['exit_pricing']['price_side'] = 'same'
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
ticker_mock = MagicMock(return_value=tickers()['ETH/BTC'])
mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
strategy.dp = DataProvider(freqai_conf, exchange)
if not dp_exists:
strategy.dp._exchange = None
strategy.freqai_info = freqai_conf.get("freqai", {})
freqai = strategy.freqai
freqai.data_provider = strategy.dp
freqai.live = True
Trade.use_db = True
create_mock_trades(MagicMock(return_value=0.0025), False, True)
freqai.get_state_info("ADA/BTC")
freqai.get_state_info("ETH/BTC")
if not dp_exists:
assert log_has_re(
"No exchange available",
caplog,
)