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Add test for __informative_pairs_freqai

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Matthias 2022-09-17 10:18:08 +02:00
parent 0aada271ca
commit d62cef01be
2 changed files with 25 additions and 13 deletions
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25
tests/freqai/test_freqai_interface.py
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@ -8,6 +8,7 @@ import pytest
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.plugins.pairlistmanager import PairListManager
from tests.conftest import get_patched_exchange, log_has_re from tests.conftest import get_patched_exchange, log_has_re
from tests.freqai.conftest import get_patched_freqai_strategy from tests.freqai.conftest import get_patched_freqai_strategy
@ -315,3 +316,27 @@ def test_principal_component_analysis(mocker, freqai_conf):
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_pca_object.pkl") assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_pca_object.pkl")
shutil.rmtree(Path(freqai.dk.full_path)) shutil.rmtree(Path(freqai.dk.full_path))
@pytest.mark.parametrize('timeframes,corr_pairs', [
(['5m'], ['ADA/BTC', 'DASH/BTC']),
(['5m'], ['ADA/BTC', 'DASH/BTC']),
(['5m', '15m'], ['ADA/BTC', 'DASH/BTC', 'ETH/USDT']),
])
def test_freqai_informative_pairs(mocker, freqai_conf, timeframes, corr_pairs):
freqai_conf['freqai']['feature_parameters'].update({
'include_timeframes': timeframes,
'include_corr_pairlist': corr_pairs,
})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
pairlists = PairListManager(exchange, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange, pairlists)
pairlist = strategy.dp.current_whitelist()
pairs_a = strategy.informative_pairs()
assert len(pairs_a) == 0
pairs_b = strategy.gather_informative_pairs()
# we expect unique pairs * timeframes
assert len(pairs_b) == len(set(pairlist + corr_pairs)) * len(timeframes)

13
tests/strategy/strats/freqai_test_strat.py
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@ -43,19 +43,6 @@ class freqai_test_strat(IStrategy):
) )
max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True) max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True)
def informative_pairs(self):
whitelist_pairs = self.dp.current_whitelist()
corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
informative_pairs = []
for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
for pair in whitelist_pairs:
informative_pairs.append((pair, tf))
for pair in corr_pairs:
if pair in whitelist_pairs:
continue # avoid duplication
informative_pairs.append((pair, tf))
return informative_pairs
def populate_any_indicators( def populate_any_indicators(
self, pair, df, tf, informative=None, set_generalized_indicators=False self, pair, df, tf, informative=None, set_generalized_indicators=False
): ):