ruff format: freqai tests
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@@ -1,4 +1,3 @@
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import shutil
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from pathlib import Path
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from unittest.mock import patch
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@@ -15,7 +14,7 @@ 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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freqai_conf['runmode'] = 'backtest'
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freqai_conf["runmode"] = "backtest"
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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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@@ -99,7 +98,7 @@ def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
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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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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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@@ -133,10 +132,7 @@ def test_get_timerange_from_backtesting_live_df_pred_not_found(mocker, freqai_co
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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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with pytest.raises(
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OperationalException,
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match=r'Historic predictions not found.*'
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):
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with pytest.raises(OperationalException, match=r"Historic predictions not found.*"):
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freqai.dd.get_timerange_from_live_historic_predictions()
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@@ -158,13 +154,10 @@ def test_set_initial_return_values(mocker, freqai_conf):
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start_x_plus_1 = "2023-08-30"
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end_x_plus_5 = "2023-09-03"
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historic_data = {
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'date_pred': pd.date_range(end=end_x, periods=5),
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'value': range(1, 6)
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}
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historic_data = {"date_pred": pd.date_range(end=end_x, periods=5), "value": range(1, 6)}
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new_data = {
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'date': pd.date_range(start=start_x_plus_1, end=end_x_plus_5),
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'value': range(6, 11)
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"date": pd.date_range(start=start_x_plus_1, end=end_x_plus_5),
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"value": range(6, 11),
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}
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freqai.dd.historic_predictions[pair] = pd.DataFrame(historic_data)
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@@ -173,20 +166,21 @@ def test_set_initial_return_values(mocker, freqai_conf):
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dataframe = pd.DataFrame(new_data)
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# Action
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with patch('logging.Logger.warning') as mock_logger_warning:
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with patch("logging.Logger.warning") as mock_logger_warning:
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freqai.dd.set_initial_return_values(pair, new_pred_df, dataframe)
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# Assertions
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hist_pred_df = freqai.dd.historic_predictions[pair]
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model_return_df = freqai.dd.model_return_values[pair]
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assert hist_pred_df['date_pred'].iloc[-1] == pd.Timestamp(end_x_plus_5)
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assert 'date_pred' in hist_pred_df.columns
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assert hist_pred_df["date_pred"].iloc[-1] == pd.Timestamp(end_x_plus_5)
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assert "date_pred" in hist_pred_df.columns
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assert hist_pred_df.shape[0] == 8
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# compare values in model_return_df with hist_pred_df
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assert (model_return_df["value"].values ==
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hist_pred_df.tail(len(dataframe))["value"].values).all()
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assert (
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model_return_df["value"].values == hist_pred_df.tail(len(dataframe))["value"].values
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).all()
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assert model_return_df.shape[0] == len(dataframe)
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# Ensure logger error is not called
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@@ -212,13 +206,10 @@ def test_set_initial_return_values_warning(mocker, freqai_conf):
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start_x_plus_1 = "2023-09-01"
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end_x_plus_5 = "2023-09-05"
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historic_data = {
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'date_pred': pd.date_range(end=end_x, periods=5),
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'value': range(1, 6)
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}
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historic_data = {"date_pred": pd.date_range(end=end_x, periods=5), "value": range(1, 6)}
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new_data = {
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'date': pd.date_range(start=start_x_plus_1, end=end_x_plus_5),
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'value': range(6, 11)
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"date": pd.date_range(start=start_x_plus_1, end=end_x_plus_5),
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"value": range(6, 11),
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}
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freqai.dd.historic_predictions[pair] = pd.DataFrame(historic_data)
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@@ -227,20 +218,21 @@ def test_set_initial_return_values_warning(mocker, freqai_conf):
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dataframe = pd.DataFrame(new_data)
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# Action
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with patch('logging.Logger.warning') as mock_logger_warning:
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with patch("logging.Logger.warning") as mock_logger_warning:
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freqai.dd.set_initial_return_values(pair, new_pred_df, dataframe)
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# Assertions
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hist_pred_df = freqai.dd.historic_predictions[pair]
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model_return_df = freqai.dd.model_return_values[pair]
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assert hist_pred_df['date_pred'].iloc[-1] == pd.Timestamp(end_x_plus_5)
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assert 'date_pred' in hist_pred_df.columns
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assert hist_pred_df["date_pred"].iloc[-1] == pd.Timestamp(end_x_plus_5)
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assert "date_pred" in hist_pred_df.columns
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assert hist_pred_df.shape[0] == 10
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# compare values in model_return_df with hist_pred_df
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assert (model_return_df["value"].values == hist_pred_df.tail(
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len(dataframe))["value"].values).all()
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assert (
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model_return_df["value"].values == hist_pred_df.tail(len(dataframe))["value"].values
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).all()
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assert model_return_df.shape[0] == len(dataframe)
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# Ensure logger error is not called
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