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