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fix tests - update code to backtest with historic_predictions

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This commit is contained in:
Wagner Costa Santos
2022-11-19 22:27:58 -03:00
parent 80d070e9ee
commit fdc82af883
6 changed files with 73 additions and 50 deletions
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2
tests/freqai/test_freqai_backtesting.py
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@@ -65,6 +65,8 @@ def test_freqai_backtest_live_models_model_not_found(freqai_conf, mocker, testda
mocker.patch('freqtrade.optimize.backtesting.history.load_data')
mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
freqai_conf["timerange"] = ""
freqai_conf.get("freqai", {}).update({"backtest_using_historic_predictions": False})
patched_configuration_load_config_file(mocker, freqai_conf)
args = [

37
tests/freqai/test_freqai_datadrawer.py
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@@ -2,8 +2,11 @@
import shutil
from pathlib import Path
import pytest
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
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_freqai_strategy
@@ -93,3 +96,37 @@ def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
assert len(df.columns) == 33
shutil.rmtree(Path(freqai.dk.full_path))
def test_get_timerange_from_backtesting_live_dataframe(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("20180126-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
sub_timerange = TimeRange.parse_timerange("20180128-20180130")
_, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "ADA/BTC", freqai.dk)
base_df["5m"]["date_pred"] = base_df["5m"]["date"]
freqai.dd.historic_predictions = {}
freqai.dd.historic_predictions["ADA/USDT"] = base_df["5m"]
freqai.dd.save_historic_predictions_to_disk()
freqai.dd.save_global_metadata_to_disk({"start_dry_live_date": 1516406400})
timerange = freqai.dd.get_timerange_from_backtesting_live_dataframe()
assert timerange.startts == 1516406400
assert timerange.stopts == 1517356500
def test_get_timerange_from_backtesting_live_df_pred_not_found(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
with pytest.raises(
OperationalException,
match=r'Historic predictions not found.*'
):
freqai.dd.get_timerange_from_backtesting_live_dataframe()

18
tests/freqai/test_freqai_datakitchen.py
View File

@@ -190,6 +190,7 @@ def test_get_timerange_from_ready_models(mocker, freqai_conf, model):
freqai_conf.update({"freqaimodel": model})
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"strategy": "freqai_test_strat"})
freqai_conf.get("freqai", {}).update({"backtest_using_historic_predictions": False})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
@@ -259,20 +260,3 @@ def test_get_full_model_path(mocker, freqai_conf, model):
model_path = freqai.dk.get_full_models_path(freqai_conf)
assert model_path.is_dir() is True
def test_get_timerange_from_backtesting_live_dataframe(mocker, freqai_conf):
freqai, dataframe = make_unfiltered_dataframe(mocker, freqai_conf)
freqai_conf.update({"backtest_using_historic_predictions": True})
timerange = freqai.dk.get_timerange_from_backtesting_live_dataframe()
assert timerange.startts == 1516406400
assert timerange.stopts == 1517356500
def test_get_timerange_from_backtesting_live_df_pred_not_found(mocker, freqai_conf):
freqai, _ = make_unfiltered_dataframe(mocker, freqai_conf)
with pytest.raises(
OperationalException,
match=r'Historic predictions not found.*'
):
freqai.dk.get_timerange_from_backtesting_live_dataframe()