stable/tests/freqai/test_freqai_backtesting.py
2022-09-26 19:01:24 -03:00

114 lines
4.4 KiB
Python

from copy import deepcopy
from datetime import datetime, timezone
from pathlib import Path
from unittest.mock import PropertyMock
import pytest
from freqtrade.commands.optimize_commands import setup_optimize_configuration
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.optimize.backtesting import Backtesting
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has_re, patch_exchange,
patched_configuration_load_config_file)
def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, caplog):
patch_exchange(mocker)
now = datetime.now(timezone.utc)
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
mocker.patch('freqtrade.optimize.backtesting.history.load_data')
mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
patched_configuration_load_config_file(mocker, freqai_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe', '1h',
'--strategy-list', CURRENT_TEST_STRATEGY
]
args = get_args(args)
bt_config = setup_optimize_configuration(args, RunMode.BACKTEST)
Backtesting(bt_config)
assert log_has_re('Using --strategy-list with FreqAI REQUIRES all strategies to have identical '
'populate_any_indicators.', caplog)
Backtesting.cleanup()
def test_freqai_backtest_load_data(freqai_conf, mocker, caplog):
patch_exchange(mocker)
now = datetime.now(timezone.utc)
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
mocker.patch('freqtrade.optimize.backtesting.history.load_data')
mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
backtesting = Backtesting(deepcopy(freqai_conf))
backtesting.load_bt_data()
assert log_has_re('Increasing startup_candle_count for freqai to.*', caplog)
Backtesting.cleanup()
def test_freqai_backtest_live_models_validations(freqai_conf, mocker, testdatadir, caplog):
patch_exchange(mocker)
now = datetime.now(timezone.utc)
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
mocker.patch('freqtrade.optimize.backtesting.history.load_data')
mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
patched_configuration_load_config_file(mocker, freqai_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe', '1h',
'--timerange', '20220108-20220115',
'--freqai-backtest-live-models'
]
args = get_args(args)
with pytest.raises(OperationalException,
match=r".* timerange parameter is not supported .*"):
setup_optimize_configuration(args, RunMode.BACKTEST)
Backtesting.cleanup()
def test_freqai_backtest_live_models_model_not_found(freqai_conf, mocker, testdatadir, caplog):
patch_exchange(mocker)
now = datetime.now(timezone.utc)
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
mocker.patch('freqtrade.optimize.backtesting.history.load_data')
mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
freqai_conf["timerange"] = ""
patched_configuration_load_config_file(mocker, freqai_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe', '1h',
'--freqai-backtest-live-models'
]
args = get_args(args)
bt_config = setup_optimize_configuration(args, RunMode.BACKTEST)
with pytest.raises(OperationalException,
match=r".* Saved models are required to run backtest .*"):
Backtesting(bt_config)
Backtesting.cleanup()