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

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This commit is contained in:
robcaulk
2022-07-26 10:24:14 +02:00
parent 56b17e6f3c
commit e213d0ad55
12 changed files with 606 additions and 376 deletions
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92
tests/freqai/test_freqai_datakitchen.py
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@@ -4,13 +4,8 @@ from pathlib import Path
import pytest
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
# from freqtrade.freqai.data_drawer import FreqaiDataDrawer
from freqtrade.exceptions import OperationalException
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from tests.conftest import get_patched_exchange
from tests.freqai.conftest import get_patched_data_kitchen, get_patched_freqai_strategy
from tests.freqai.conftest import get_patched_data_kitchen
@pytest.mark.parametrize(
@@ -60,27 +55,6 @@ def test_split_timerange(
shutil.rmtree(Path(dk.full_path))
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, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dk.load_all_pair_histories(timerange)
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.dk.update_historic_data(strategy)
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))
@pytest.mark.parametrize(
"timestamp, expected",
[
@@ -92,67 +66,3 @@ def test_check_if_model_expired(mocker, freqai_conf, timestamp, expected):
dk = get_patched_data_kitchen(mocker, freqai_conf)
assert dk.check_if_model_expired(timestamp) == expected
shutil.rmtree(Path(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, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dk.load_all_pair_histories(timerange)
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, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dk.load_all_pair_histories(timerange)
sub_timerange = TimeRange.parse_timerange("20180111-20180114")
corr_df, base_df = freqai.dk.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC")
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, freqai.dd)
timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dk.load_all_pair_histories(timerange)
sub_timerange = TimeRange.parse_timerange("20180111-20180114")
corr_df, base_df = freqai.dk.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC")
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))