fix tests - update code to backtest with historic_predictions

freqtrade/freqai/data_drawer.py

@@ -3,7 +3,7 @@ import logging
 import re
 import shutil
 import threading
-from datetime import datetime, timezone
+from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from typing import Any, Dict, Tuple, TypedDict
 
@@ -714,3 +714,32 @@ class FreqaiDataDrawer:
                         ).reset_index(drop=True)
 
         return corr_dataframes, base_dataframes
+
+    def get_timerange_from_backtesting_live_dataframe(self) -> TimeRange:
+        """
+        Returns timerange information based on historic predictions file
+        :return: timerange calculated from saved live data
+        """
+        if not self.historic_predictions_path.is_file():
+            raise OperationalException(
+                'Historic predictions not found. Historic predictions data is required '
+                'to run backtest with the freqai-backtest-live-models option '
+                'and backtest_using_historic_predictions config option as true'
+            )
+
+        self.load_historic_predictions_from_disk()
+
+        all_pairs_end_dates = []
+        for pair in self.historic_predictions:
+            pair_historic_data = self.historic_predictions[pair]
+            all_pairs_end_dates.append(pair_historic_data.date_pred.max())
+
+        global_metadata = self.load_global_metadata_from_disk()
+        start_date = datetime.fromtimestamp(int(global_metadata["start_dry_live_date"]))
+        end_date = max(all_pairs_end_dates)
+        # add 1 day to string timerange to ensure BT module will load all dataframe data
+        end_date = end_date + timedelta(days=1)
+        backtesting_timerange = TimeRange(
+            'date', 'date', int(start_date.timestamp()), int(end_date.timestamp())
+        )
+        return backtesting_timerange

freqtrade/freqai/data_kitchen.py

@@ -1486,34 +1486,3 @@ class FreqaiDataKitchen:
             dataframe.columns = dataframe.columns.str.replace(c, "")
 
         return dataframe
-
-    def get_timerange_from_backtesting_live_dataframe(self) -> TimeRange:
-        """
-        Returns timerange information based on historic predictions file
-        :return: timerange calculated from saved live data
-        """
-        from freqtrade.freqai.data_drawer import FreqaiDataDrawer
-        dd = FreqaiDataDrawer(Path(self.full_path), self.config)
-        if not dd.historic_predictions_path.is_file():
-            raise OperationalException(
-                'Historic predictions not found. Historic predictions data is required '
-                'to run backtest with the freqai-backtest-live-models option '
-                'and backtest_using_historic_predictions config option as true'
-            )
-
-        dd.load_historic_predictions_from_disk()
-
-        all_pairs_end_dates = []
-        for pair in dd.historic_predictions:
-            pair_historic_data = dd.historic_predictions[pair]
-            all_pairs_end_dates.append(pair_historic_data.date_pred.max())
-
-        global_metadata = dd.load_global_metadata_from_disk()
-        start_date = datetime.fromtimestamp(int(global_metadata["start_dry_live_date"]))
-        end_date = max(all_pairs_end_dates)
-        # add 1 day to string timerange to ensure BT module will load all dataframe data
-        end_date = end_date + timedelta(days=1)
-        backtesting_timerange = TimeRange(
-            'date', 'date', int(start_date.timestamp()), int(end_date.timestamp())
-        )
-        return backtesting_timerange

freqtrade/freqai/utils.py

@@ -14,6 +14,7 @@ from freqtrade.data.history.history_utils import refresh_backtest_ohlcv_data
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_seconds
 from freqtrade.exchange.exchange import market_is_active
+from freqtrade.freqai.data_drawer import FreqaiDataDrawer
 from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
 from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
 
@@ -233,6 +234,7 @@ def get_timerange_backtest_live_models(config: Config) -> str:
     if not config.get("freqai", {}).get("backtest_using_historic_predictions", True):
         timerange, _ = dk.get_timerange_and_assets_end_dates_from_ready_models(models_path)
     else:
-        timerange = dk.get_timerange_from_backtesting_live_dataframe()
+        dd = FreqaiDataDrawer(models_path, config)
+        timerange = dd.get_timerange_from_backtesting_live_dataframe()
 
     return timerange.timerange_str