isolate data_drawer functions from data_kitchen, accommodate tests, add new test

2022-07-26 10:24:14 +02:00
parent 56b17e6f3c
commit e213d0ad55
12 changed files with 606 additions and 376 deletions
--- a/tests/freqai/test_freqai_datadrawer.py
+++ b/tests/freqai/test_freqai_datadrawer.py
@@ -0,0 +1,95 @@
+
+import shutil
+from pathlib import Path
+
+from freqtrade.configuration import TimeRange
+from freqtrade.data.dataprovider import DataProvider
+# from freqtrade.freqai.data_drawer import FreqaiDataDrawer
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+from tests.conftest import get_patched_exchange
+from tests.freqai.conftest import get_patched_freqai_strategy
+
+
+def test_update_historic_data(mocker, freqai_conf):
+    strategy = get_patched_freqai_strategy(mocker, freqai_conf)
+    exchange = get_patched_exchange(mocker, freqai_conf)
+    strategy.dp = DataProvider(freqai_conf, exchange)
+    freqai = strategy.freqai
+    freqai.live = True
+    freqai.dk = FreqaiDataKitchen(freqai_conf)
+    timerange = TimeRange.parse_timerange("20180110-20180114")
+
+    freqai.dd.load_all_pair_histories(timerange, freqai.dk)
+    historic_candles = len(freqai.dd.historic_data["ADA/BTC"]["5m"])
+    dp_candles = len(strategy.dp.get_pair_dataframe("ADA/BTC", "5m"))
+    candle_difference = dp_candles - historic_candles
+    freqai.dd.update_historic_data(strategy, freqai.dk)
+
+    updated_historic_candles = len(freqai.dd.historic_data["ADA/BTC"]["5m"])
+
+    assert updated_historic_candles - historic_candles == candle_difference
+    shutil.rmtree(Path(freqai.dk.full_path))
+
+
+def test_load_all_pairs_histories(mocker, freqai_conf):
+    strategy = get_patched_freqai_strategy(mocker, freqai_conf)
+    exchange = get_patched_exchange(mocker, freqai_conf)
+    strategy.dp = DataProvider(freqai_conf, exchange)
+    freqai = strategy.freqai
+    freqai.live = True
+    freqai.dk = FreqaiDataKitchen(freqai_conf)
+    timerange = TimeRange.parse_timerange("20180110-20180114")
+    freqai.dd.load_all_pair_histories(timerange, freqai.dk)
+
+    assert len(freqai.dd.historic_data.keys()) == len(
+        freqai_conf.get("exchange", {}).get("pair_whitelist")
+    )
+    assert len(freqai.dd.historic_data["ADA/BTC"]) == len(
+        freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes")
+    )
+    shutil.rmtree(Path(freqai.dk.full_path))
+
+
+def test_get_base_and_corr_dataframes(mocker, freqai_conf):
+    strategy = get_patched_freqai_strategy(mocker, freqai_conf)
+    exchange = get_patched_exchange(mocker, freqai_conf)
+    strategy.dp = DataProvider(freqai_conf, exchange)
+    freqai = strategy.freqai
+    freqai.live = True
+    freqai.dk = FreqaiDataKitchen(freqai_conf)
+    timerange = TimeRange.parse_timerange("20180110-20180114")
+    freqai.dd.load_all_pair_histories(timerange, freqai.dk)
+    sub_timerange = TimeRange.parse_timerange("20180111-20180114")
+    corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
+
+    num_tfs = len(
+        freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes")
+    )
+
+    assert len(base_df.keys()) == num_tfs
+
+    assert len(corr_df.keys()) == len(
+        freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_corr_pairlist")
+    )
+
+    assert len(corr_df["ADA/BTC"].keys()) == num_tfs
+    shutil.rmtree(Path(freqai.dk.full_path))
+
+
+def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
+    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("20180110-20180114")
+    freqai.dd.load_all_pair_histories(timerange, freqai.dk)
+    sub_timerange = TimeRange.parse_timerange("20180111-20180114")
+    corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
+
+    df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, 'LTC/BTC')
+
+    assert len(df.columns) == 45
+    shutil.rmtree(Path(freqai.dk.full_path))