Parametrize classifier tests
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@ -96,42 +96,17 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model):
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shutil.rmtree(Path(freqai.dk.full_path))
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@pytest.mark.skipif(is_arm(), reason="no ARM for Catboost ...")
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def test_extract_data_and_train_model_CatboostClassifier(mocker, freqai_conf):
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freqai_conf.update({"timerange": "20180110-20180130"})
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freqai_conf.update({"freqaimodel": "CatboostClassifier"})
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@pytest.mark.parametrize('model', [
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'LightGBMClassifier',
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'CatboostClassifier',
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])
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def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
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if is_arm() and model == 'CatboostClassifier':
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pytest.skip("CatBoost is not supported on ARM")
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freqai_conf.update({"freqaimodel": model})
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freqai_conf.update({"strategy": "freqai_test_classifier"})
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strategy = get_patched_freqai_strategy(mocker, freqai_conf)
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exchange = get_patched_exchange(mocker, freqai_conf)
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strategy.dp = DataProvider(freqai_conf, exchange)
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strategy.freqai_info = freqai_conf.get("freqai", {})
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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freqai.dd.pair_dict = MagicMock()
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data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
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new_timerange = TimeRange.parse_timerange("20180120-20180130")
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freqai.extract_data_and_train_model(new_timerange, "ADA/BTC",
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strategy, freqai.dk, data_load_timerange)
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assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_model.joblib").exists()
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assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").exists()
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assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_trained_df.pkl").exists()
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assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_svm_model.joblib").exists()
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shutil.rmtree(Path(freqai.dk.full_path))
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def test_extract_data_and_train_model_LightGBMClassifier(mocker, freqai_conf):
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freqai_conf.update({"timerange": "20180110-20180130"})
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freqai_conf.update({"freqaimodel": "LightGBMClassifier"})
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freqai_conf.update({"strategy": "freqai_test_classifier"})
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strategy = get_patched_freqai_strategy(mocker, freqai_conf)
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exchange = get_patched_exchange(mocker, freqai_conf)
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strategy.dp = DataProvider(freqai_conf, exchange)
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