95f5218ceb
* Reenable Catboost test * Simplify freqAI tests, ensure they use a tempdir for modelstorage
159 lines
6.2 KiB
Python
159 lines
6.2 KiB
Python
import datetime
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import shutil
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from pathlib import Path
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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.freqai.data_drawer import FreqaiDataDrawer
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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 tests.conftest import get_patched_exchange
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from tests.freqai.conftest import get_patched_data_kitchen, get_patched_freqai_strategy
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@pytest.mark.parametrize(
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"timerange, train_period_days, expected_result",
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[
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("20220101-20220201", 30, "20211202-20220201"),
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("20220301-20220401", 15, "20220214-20220401"),
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],
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)
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def test_create_fulltimerange(
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timerange, train_period_days, expected_result, freqai_conf, mocker, caplog
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):
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dk = get_patched_data_kitchen(mocker, freqai_conf)
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assert dk.create_fulltimerange(timerange, train_period_days) == expected_result
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shutil.rmtree(Path(dk.full_path))
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def test_create_fulltimerange_incorrect_backtest_period(mocker, freqai_conf):
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dk = get_patched_data_kitchen(mocker, freqai_conf)
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with pytest.raises(OperationalException, match=r"backtest_period_days must be an integer"):
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dk.create_fulltimerange("20220101-20220201", 0.5)
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with pytest.raises(OperationalException, match=r"backtest_period_days must be positive"):
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dk.create_fulltimerange("20220101-20220201", -1)
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shutil.rmtree(Path(dk.full_path))
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@pytest.mark.parametrize(
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"timerange, train_period_days, backtest_period_days, expected_result",
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[
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("20220101-20220201", 30, 7, 9),
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("20220101-20220201", 30, 0.5, 120),
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("20220101-20220201", 10, 1, 80),
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],
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)
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def test_split_timerange(
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mocker, freqai_conf, timerange, train_period_days, backtest_period_days, expected_result
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):
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freqai_conf.update({"timerange": "20220101-20220401"})
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dk = get_patched_data_kitchen(mocker, freqai_conf)
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tr_list, bt_list = dk.split_timerange(timerange, train_period_days, backtest_period_days)
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assert len(tr_list) == len(bt_list) == expected_result
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with pytest.raises(
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OperationalException, match=r"train_period_days must be an integer greater than 0."
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):
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dk.split_timerange("20220101-20220201", -1, 0.5)
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shutil.rmtree(Path(dk.full_path))
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def test_update_historic_data(mocker, freqai_conf):
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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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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dk.load_all_pair_histories(timerange)
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historic_candles = len(freqai.dd.historic_data["ADA/BTC"]["5m"])
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dp_candles = len(strategy.dp.get_pair_dataframe("ADA/BTC", "5m"))
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candle_difference = dp_candles - historic_candles
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freqai.dk.update_historic_data(strategy)
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updated_historic_candles = len(freqai.dd.historic_data["ADA/BTC"]["5m"])
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assert updated_historic_candles - historic_candles == candle_difference
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shutil.rmtree(Path(freqai.dk.full_path))
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@pytest.mark.parametrize(
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"timestamp, expected",
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[
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(datetime.datetime.now(tz=datetime.timezone.utc).timestamp() - 7200, True),
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(datetime.datetime.now(tz=datetime.timezone.utc).timestamp(), False),
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],
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)
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def test_check_if_model_expired(mocker, freqai_conf, timestamp, expected):
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dk = get_patched_data_kitchen(mocker, freqai_conf)
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assert dk.check_if_model_expired(timestamp) == expected
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shutil.rmtree(Path(dk.full_path))
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def test_load_all_pairs_histories(mocker, freqai_conf):
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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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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dk.load_all_pair_histories(timerange)
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assert len(freqai.dd.historic_data.keys()) == len(
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freqai_conf.get("exchange", {}).get("pair_whitelist")
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)
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assert len(freqai.dd.historic_data["ADA/BTC"]) == len(
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freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes")
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)
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shutil.rmtree(Path(freqai.dk.full_path))
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def test_get_base_and_corr_dataframes(mocker, freqai_conf):
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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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freqai = strategy.freqai
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freqai.live = True
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freqai.dk = FreqaiDataKitchen(freqai_conf, freqai.dd)
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dk.load_all_pair_histories(timerange)
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sub_timerange = TimeRange.parse_timerange("20180111-20180114")
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corr_df, base_df = freqai.dk.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC")
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num_tfs = len(
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freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes")
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)
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assert len(base_df.keys()) == num_tfs
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assert len(corr_df.keys()) == len(
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freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_corr_pairlist")
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)
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assert len(corr_df["ADA/BTC"].keys()) == num_tfs
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shutil.rmtree(Path(freqai.dk.full_path))
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def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
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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, freqai.dd)
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dk.load_all_pair_histories(timerange)
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sub_timerange = TimeRange.parse_timerange("20180111-20180114")
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corr_df, base_df = freqai.dk.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC")
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df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, 'LTC/BTC')
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assert len(df.columns) == 45
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shutil.rmtree(Path(freqai.dk.full_path))
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