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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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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()