133 lines
5.4 KiB
Python
133 lines
5.4 KiB
Python
|
|
import shutil
|
|
from pathlib import Path
|
|
|
|
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 tests.conftest import get_patched_exchange
|
|
from tests.freqai.conftest import get_patched_freqai_strategy
|
|
|
|
|
|
def test_update_historic_data(mocker, freqai_conf):
|
|
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
|
|
exchange = get_patched_exchange(mocker, freqai_conf)
|
|
strategy.dp = DataProvider(freqai_conf, exchange)
|
|
freqai = strategy.freqai
|
|
freqai.live = True
|
|
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
|
timerange = TimeRange.parse_timerange("20180110-20180114")
|
|
|
|
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
|
historic_candles = len(freqai.dd.historic_data["ADA/BTC"]["5m"])
|
|
dp_candles = len(strategy.dp.get_pair_dataframe("ADA/BTC", "5m"))
|
|
candle_difference = dp_candles - historic_candles
|
|
freqai.dk.pair = "ADA/BTC"
|
|
freqai.dd.update_historic_data(strategy, freqai.dk)
|
|
|
|
updated_historic_candles = len(freqai.dd.historic_data["ADA/BTC"]["5m"])
|
|
|
|
assert updated_historic_candles - historic_candles == candle_difference
|
|
shutil.rmtree(Path(freqai.dk.full_path))
|
|
|
|
|
|
def test_load_all_pairs_histories(mocker, freqai_conf):
|
|
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
|
|
exchange = get_patched_exchange(mocker, freqai_conf)
|
|
strategy.dp = DataProvider(freqai_conf, exchange)
|
|
freqai = strategy.freqai
|
|
freqai.live = True
|
|
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
|
timerange = TimeRange.parse_timerange("20180110-20180114")
|
|
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
|
|
|
assert len(freqai.dd.historic_data.keys()) == len(
|
|
freqai_conf.get("exchange", {}).get("pair_whitelist")
|
|
)
|
|
assert len(freqai.dd.historic_data["ADA/BTC"]) == len(
|
|
freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes")
|
|
)
|
|
shutil.rmtree(Path(freqai.dk.full_path))
|
|
|
|
|
|
def test_get_base_and_corr_dataframes(mocker, freqai_conf):
|
|
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
|
|
exchange = get_patched_exchange(mocker, freqai_conf)
|
|
strategy.dp = DataProvider(freqai_conf, exchange)
|
|
freqai = strategy.freqai
|
|
freqai.live = True
|
|
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
|
timerange = TimeRange.parse_timerange("20180110-20180114")
|
|
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
|
sub_timerange = TimeRange.parse_timerange("20180111-20180114")
|
|
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
|
|
|
|
num_tfs = len(
|
|
freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes")
|
|
)
|
|
|
|
assert len(base_df.keys()) == num_tfs
|
|
|
|
assert len(corr_df.keys()) == len(
|
|
freqai_conf.get("freqai", {}).get("feature_parameters", {}).get("include_corr_pairlist")
|
|
)
|
|
|
|
assert len(corr_df["ADA/BTC"].keys()) == num_tfs
|
|
shutil.rmtree(Path(freqai.dk.full_path))
|
|
|
|
|
|
def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
|
|
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("20180110-20180114")
|
|
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
|
sub_timerange = TimeRange.parse_timerange("20180111-20180114")
|
|
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
|
|
|
|
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, 'LTC/BTC')
|
|
|
|
assert len(df.columns) == 33
|
|
shutil.rmtree(Path(freqai.dk.full_path))
|
|
|
|
|
|
def test_get_timerange_from_backtesting_live_dataframe(mocker, freqai_conf):
|
|
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
|
|
exchange = get_patched_exchange(mocker, freqai_conf)
|
|
strategy.dp = DataProvider(freqai_conf, exchange)
|
|
freqai = strategy.freqai
|
|
freqai.live = True
|
|
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
|
timerange = TimeRange.parse_timerange("20180126-20180130")
|
|
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
|
sub_timerange = TimeRange.parse_timerange("20180128-20180130")
|
|
_, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "ADA/BTC", freqai.dk)
|
|
base_df["5m"]["date_pred"] = base_df["5m"]["date"]
|
|
freqai.dd.historic_predictions = {}
|
|
freqai.dd.historic_predictions["ADA/USDT"] = base_df["5m"]
|
|
freqai.dd.save_historic_predictions_to_disk()
|
|
freqai.dd.save_global_metadata_to_disk({"start_dry_live_date": 1516406400})
|
|
|
|
timerange = freqai.dd.get_timerange_from_backtesting_live_dataframe()
|
|
assert timerange.startts == 1516406400
|
|
assert timerange.stopts == 1517356500
|
|
|
|
|
|
def test_get_timerange_from_backtesting_live_df_pred_not_found(mocker, freqai_conf):
|
|
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
|
|
exchange = get_patched_exchange(mocker, freqai_conf)
|
|
strategy.dp = DataProvider(freqai_conf, exchange)
|
|
freqai = strategy.freqai
|
|
with pytest.raises(
|
|
OperationalException,
|
|
match=r'Historic predictions not found.*'
|
|
):
|
|
freqai.dd.get_timerange_from_backtesting_live_dataframe()
|