95 lines
3.8 KiB
Python
95 lines
3.8 KiB
Python
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import shutil
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from pathlib import Path
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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_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_freqai_strategy
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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)
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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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.dd.update_historic_data(strategy, freqai.dk)
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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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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)
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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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)
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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sub_timerange = TimeRange.parse_timerange("20180111-20180114")
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corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
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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)
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timerange = TimeRange.parse_timerange("20180110-20180114")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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sub_timerange = TimeRange.parse_timerange("20180111-20180114")
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corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
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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) == 33
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shutil.rmtree(Path(freqai.dk.full_path))
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