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Test CatboostRegressorMultiTarget, simplify test setup via parametrization

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This commit is contained in:
Matthias 2022-09-10 19:57:21 +02:00
parent e4caccc353
commit f97f1dc5c3
1 changed files with 10 additions and 34 deletions
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44
tests/freqai/test_freqai_interface.py
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@ -46,10 +46,18 @@ def test_extract_data_and_train_model_LightGBM(mocker, freqai_conf):
shutil.rmtree(Path(freqai.dk.full_path))
def test_extract_data_and_train_model_LightGBMMultiModel(mocker, freqai_conf):
@pytest.mark.parametrize('model', [
'LightGBMRegressorMultiTarget',
'XGBoostRegressorMultiTarget',
'CatboostRegressorMultiTarget',
])
def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model):
if is_arm() and model == 'CatboostRegressorMultiTarget':
pytest.skip("CatBoost is not supported on ARM")
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"strategy": "freqai_test_multimodel_strat"})
freqai_conf.update({"freqaimodel": "LightGBMRegressorMultiTarget"})
freqai_conf.update({"freqaimodel": model})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
@ -205,38 +213,6 @@ def test_extract_data_and_train_model_XGBoostRegressor(mocker, freqai_conf):
shutil.rmtree(Path(freqai.dk.full_path))
def test_extract_data_and_train_model_XGBoostRegressorMultiModel(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"freqaimodel": "XGBoostRegressorMultiTarget"})
freqai_conf.update({"strategy": "freqai_test_multimodel_strat"})
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 len(freqai.dk.label_list) == 2
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_model.joblib").is_file()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").is_file()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_trained_df.pkl").is_file()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_svm_model.joblib").is_file()
assert len(freqai.dk.data['training_features_list']) == 26
shutil.rmtree(Path(freqai.dk.full_path))
def test_start_backtesting(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180120-20180130"})
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})