108 lines
4.1 KiB
Python
108 lines
4.1 KiB
Python
import platform
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from unittest.mock import MagicMock
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import pytest
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from freqtrade.configuration import TimeRange
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.exceptions import OperationalException
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from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
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from freqtrade.freqai.freqai_util import (get_assets_timestamps_training_from_ready_models,
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get_full_models_path,
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get_timerange_and_assets_end_dates_from_ready_models,
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get_timerange_backtest_live_models)
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from tests.conftest import get_patched_exchange
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from tests.freqai.conftest import get_patched_freqai_strategy
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def is_arm() -> bool:
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machine = platform.machine()
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return "arm" in machine or "aarch64" in machine
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@pytest.mark.parametrize('model', [
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'LightGBMRegressor'
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])
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def test_get_full_model_path(mocker, freqai_conf, model):
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if is_arm() and model == 'CatboostRegressor':
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pytest.skip("CatBoost is not supported on ARM")
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freqai_conf.update({"freqaimodel": model})
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freqai_conf.update({"timerange": "20180110-20180130"})
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freqai_conf.update({"strategy": "freqai_test_strat"})
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strategy = get_patched_freqai_strategy(mocker, freqai_conf)
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exchange = get_patched_exchange(mocker, freqai_conf)
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strategy.dp = DataProvider(freqai_conf, exchange)
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strategy.freqai_info = freqai_conf.get("freqai", {})
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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freqai.dd.pair_dict = MagicMock()
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data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
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new_timerange = TimeRange.parse_timerange("20180120-20180130")
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freqai.extract_data_and_train_model(
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new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
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model_path = get_full_models_path(freqai_conf)
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assert model_path.is_dir() is True
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def test_get_pairs_timestamp_validation(mocker, freqai_conf):
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model_path = get_full_models_path(freqai_conf)
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with pytest.raises(
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OperationalException,
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match=r'.*required to run backtest with the freqai-backtest-live-models.*'
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):
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get_assets_timestamps_training_from_ready_models(model_path)
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@pytest.mark.parametrize('model', [
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'LightGBMRegressor'
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])
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def test_get_timerange_from_ready_models(mocker, freqai_conf, model):
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if is_arm() and model == 'CatboostRegressor':
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pytest.skip("CatBoost is not supported on ARM")
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freqai_conf.update({"freqaimodel": model})
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freqai_conf.update({"timerange": "20180110-20180130"})
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freqai_conf.update({"strategy": "freqai_test_strat"})
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strategy = get_patched_freqai_strategy(mocker, freqai_conf)
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exchange = get_patched_exchange(mocker, freqai_conf)
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strategy.dp = DataProvider(freqai_conf, exchange)
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strategy.freqai_info = freqai_conf.get("freqai", {})
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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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timerange = TimeRange.parse_timerange("20180101-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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freqai.dd.pair_dict = MagicMock()
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data_load_timerange = TimeRange.parse_timerange("20180101-20180130")
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new_timerange = TimeRange.parse_timerange("20180120-20180122")
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freqai.extract_data_and_train_model(
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new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
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new_timerange = TimeRange.parse_timerange("20180122-20180124")
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freqai.extract_data_and_train_model(
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new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
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model_path = get_full_models_path(freqai_conf)
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(backtesting_timerange,
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pairs_end_dates) = get_timerange_and_assets_end_dates_from_ready_models(models_path=model_path)
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assert len(pairs_end_dates["ADA"]) == 2
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assert backtesting_timerange.startts == 1516492800
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assert backtesting_timerange.stopts == 1516924800
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backtesting_string_timerange = get_timerange_backtest_live_models(freqai_conf)
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assert backtesting_string_timerange == '20180121-20180126'
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