stable/tests/freqai/test_freqai_util.py
2022-09-27 10:26:57 -03:00

106 lines
4.0 KiB
Python

import platform
from unittest.mock import MagicMock
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 freqtrade.freqai.freqai_util import (get_full_model_path,
get_pairs_timestamps_training_from_ready_models,
get_timerange_from_ready_models)
from tests.conftest import get_patched_exchange
from tests.freqai.conftest import get_patched_freqai_strategy
def is_arm() -> bool:
machine = platform.machine()
return "arm" in machine or "aarch64" in machine
@pytest.mark.parametrize('model', [
'LightGBMRegressor'
])
def test_get_full_model_path(mocker, freqai_conf, model):
if is_arm() and model == 'CatboostRegressor':
pytest.skip("CatBoost is not supported on ARM")
freqai_conf.update({"freqaimodel": model})
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"strategy": "freqai_test_strat"})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
strategy.freqai_info = freqai_conf.get("freqai", {})
freqai = strategy.freqai
freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf)
timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
freqai.dd.pair_dict = MagicMock()
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180130")
freqai.extract_data_and_train_model(
new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
model_path = get_full_model_path(freqai_conf)
assert model_path.is_dir() is True
def test_get_pairs_timestamp_validation(mocker, freqai_conf):
model_path = get_full_model_path(freqai_conf)
with pytest.raises(
OperationalException,
match=r'.*required to run backtest with the freqai-backtest-live-models.*'
):
get_pairs_timestamps_training_from_ready_models(model_path)
@pytest.mark.parametrize('model', [
'LightGBMRegressor'
])
def test_get_timerange_from_ready_models(mocker, freqai_conf, model):
if is_arm() and model == 'CatboostRegressor':
pytest.skip("CatBoost is not supported on ARM")
freqai_conf.update({"freqaimodel": model})
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"strategy": "freqai_test_strat"})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
strategy.freqai_info = freqai_conf.get("freqai", {})
freqai = strategy.freqai
freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf)
timerange = TimeRange.parse_timerange("20180101-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
freqai.dd.pair_dict = MagicMock()
data_load_timerange = TimeRange.parse_timerange("20180101-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180122")
freqai.extract_data_and_train_model(
new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
new_timerange = TimeRange.parse_timerange("20180122-20180124")
freqai.extract_data_and_train_model(
new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
model_path = get_full_model_path(freqai_conf)
(backtesting_timerange,
backtesting_string_timerange,
pairs_end_dates) = get_timerange_from_ready_models(models_path=model_path)
assert len(pairs_end_dates["ADA"]) == 2
assert backtesting_string_timerange == '20180122-20180127'
assert backtesting_timerange.startts == 1516579200
assert backtesting_timerange.stopts == 1516924800