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Parametrize classifier tests

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Matthias 2022-09-10 20:17:57 +02:00
parent 88892ba663
commit b3fc1cfde9
1 changed files with 9 additions and 34 deletions
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43
tests/freqai/test_freqai_interface.py
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@ -96,42 +96,17 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model):
shutil.rmtree(Path(freqai.dk.full_path)) shutil.rmtree(Path(freqai.dk.full_path))
@pytest.mark.skipif(is_arm(), reason="no ARM for Catboost ...") @pytest.mark.parametrize('model', [
def test_extract_data_and_train_model_CatboostClassifier(mocker, freqai_conf): 'LightGBMClassifier',
freqai_conf.update({"timerange": "20180110-20180130"}) 'CatboostClassifier',
freqai_conf.update({"freqaimodel": "CatboostClassifier"}) ])
def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
if is_arm() and model == 'CatboostClassifier':
pytest.skip("CatBoost is not supported on ARM")
freqai_conf.update({"freqaimodel": model})
freqai_conf.update({"strategy": "freqai_test_classifier"}) freqai_conf.update({"strategy": "freqai_test_classifier"})
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)
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_model.joblib").exists()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").exists()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_trained_df.pkl").exists()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_svm_model.joblib").exists()
shutil.rmtree(Path(freqai.dk.full_path))
def test_extract_data_and_train_model_LightGBMClassifier(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180110-20180130"}) freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"freqaimodel": "LightGBMClassifier"})
freqai_conf.update({"strategy": "freqai_test_classifier"})
strategy = get_patched_freqai_strategy(mocker, freqai_conf) strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf) exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange) strategy.dp = DataProvider(freqai_conf, exchange)