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ruff format: freqai tests

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This commit is contained in:
Matthias
2024-05-12 16:02:21 +02:00
parent ffd49e0e59
commit 40e161a5b9
4 changed files with 256 additions and 211 deletions
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tests/freqai/test_freqai_backtesting.py
+70 -46
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@@ -29,26 +29,34 @@ def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, c
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))
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', '1m',
'--strategy-list', CURRENT_TEST_STRATEGY
"backtesting",
"--config",
"config.json",
"--datadir",
str(testdatadir),
"--strategy-path",
str(Path(__file__).parents[1] / "strategy/strats"),
"--timeframe",
"1m",
"--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',
caplog)
assert log_has_re(
"Using --strategy-list with FreqAI REQUIRES all strategies to have identical", caplog
)
Backtesting.cleanup()
@@ -60,23 +68,29 @@ def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, c
("1d", 302),
],
)
def test_freqai_backtest_load_data(freqai_conf, mocker, caplog,
timeframe, expected_startup_candle_count):
def test_freqai_backtest_load_data(
freqai_conf, mocker, caplog, timeframe, expected_startup_candle_count
):
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['timeframe'] = timeframe
freqai_conf.get('freqai', {}).get('feature_parameters', {}).update({'include_timeframes': []})
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["timeframe"] = timeframe
freqai_conf.get("freqai", {}).get("feature_parameters", {}).update({"include_timeframes": []})
backtesting = Backtesting(deepcopy(freqai_conf))
backtesting.load_bt_data()
assert log_has_re(f'Increasing startup_candle_count for freqai on {timeframe} '
f'to {expected_startup_candle_count}', caplog)
assert history.load_data.call_args[1]['startup_candles'] == expected_startup_candle_count
assert log_has_re(
f"Increasing startup_candle_count for freqai on {timeframe} "
f"to {expected_startup_candle_count}",
caplog,
)
assert history.load_data.call_args[1]["startup_candles"] == expected_startup_candle_count
Backtesting.cleanup()
@@ -85,45 +99,55 @@ def test_freqai_backtest_live_models_model_not_found(freqai_conf, mocker, testda
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))
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"] = ""
freqai_conf.get("freqai", {}).update({"backtest_using_historic_predictions": False})
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', '5m',
'--freqai-backtest-live-models'
"backtesting",
"--config",
"config.json",
"--datadir",
str(testdatadir),
"--strategy-path",
str(Path(__file__).parents[1] / "strategy/strats"),
"--timeframe",
"5m",
"--freqai-backtest-live-models",
]
args = get_args(args)
bt_config = setup_optimize_configuration(args, RunMode.BACKTEST)
with pytest.raises(OperationalException,
match=r".* Historic predictions data is required to run backtest .*"):
with pytest.raises(
OperationalException, match=r".* Historic predictions data is required to run backtest .*"
):
Backtesting(bt_config)
Backtesting.cleanup()
def test_freqai_backtest_consistent_timerange(mocker, freqai_conf):
freqai_conf['runmode'] = 'backtest'
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['XRP/USDT:USDT']))
freqai_conf["runmode"] = "backtest"
mocker.patch(
"freqtrade.plugins.pairlistmanager.PairListManager.whitelist",
PropertyMock(return_value=["XRP/USDT:USDT"]),
)
gbs = mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats')
gbs = mocker.patch("freqtrade.optimize.backtesting.generate_backtest_stats")
freqai_conf['candle_type_def'] = CandleType.FUTURES
freqai_conf.get('exchange', {}).update({'pair_whitelist': ['XRP/USDT:USDT']})
freqai_conf.get('freqai', {}).get('feature_parameters', {}).update(
{'include_timeframes': ['5m', '1h'], 'include_corr_pairlist': []})
freqai_conf['timerange'] = '20211120-20211121'
freqai_conf["candle_type_def"] = CandleType.FUTURES
freqai_conf.get("exchange", {}).update({"pair_whitelist": ["XRP/USDT:USDT"]})
freqai_conf.get("freqai", {}).get("feature_parameters", {}).update(
{"include_timeframes": ["5m", "1h"], "include_corr_pairlist": []}
)
freqai_conf["timerange"] = "20211120-20211121"
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
@@ -139,6 +163,6 @@ def test_freqai_backtest_consistent_timerange(mocker, freqai_conf):
backtesting = Backtesting(deepcopy(freqai_conf))
backtesting.start()
assert gbs.call_args[1]['min_date'] == datetime(2021, 11, 20, 0, 0, tzinfo=timezone.utc)
assert gbs.call_args[1]['max_date'] == datetime(2021, 11, 21, 0, 0, tzinfo=timezone.utc)
assert gbs.call_args[1]["min_date"] == datetime(2021, 11, 20, 0, 0, tzinfo=timezone.utc)
assert gbs.call_args[1]["max_date"] == datetime(2021, 11, 21, 0, 0, tzinfo=timezone.utc)
Backtesting.cleanup()