Add and optimized test cases to verify consitent timerange behaviour within freqai.

tests/freqai/test_freqai_backtesting.py

@@ -6,11 +6,17 @@ from unittest.mock import PropertyMock
 import pytest
 
 from freqtrade.commands.optimize_commands import setup_optimize_configuration
+from freqtrade.configuration.timerange import TimeRange
+from freqtrade.data import history
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import RunMode
+from freqtrade.enums.candletype import CandleType
 from freqtrade.exceptions import OperationalException
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
 from freqtrade.optimize.backtesting import Backtesting
-from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has_re, patch_exchange,
+from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, get_patched_exchange, log_has_re,
-                            patched_configuration_load_config_file)
+                            patch_exchange, patched_configuration_load_config_file)
+from tests.freqai.conftest import get_patched_freqai_strategy
 
 
 def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, caplog):
@@ -40,7 +46,16 @@ def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, c
     Backtesting.cleanup()
 
 
-def test_freqai_backtest_load_data(freqai_conf, mocker, caplog):
+@pytest.mark.parametrize(
+    "timeframe, expected_startup_candle_count",
+    [
+        ("5m", 876),
+        ("15m", 492),
+        ("1d", 302),
+    ],
+)
+def test_freqai_backtest_load_data(freqai_conf, mocker, caplog,
+                                   timeframe, expected_startup_candle_count):
     patch_exchange(mocker)
 
     now = datetime.now(timezone.utc)
@@ -48,10 +63,14 @@ def test_freqai_backtest_load_data(freqai_conf, mocker, caplog):
                  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('Increasing startup_candle_count for freqai on.*to.*', caplog)
+    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()
 
@@ -85,3 +104,33 @@ def test_freqai_backtest_live_models_model_not_found(freqai_conf, mocker, testda
         Backtesting(bt_config)
 
     Backtesting.cleanup()
+
+
+def test_freqai_backtest_consistent_timerange(mocker, freqai_conf):
+    mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['XRP/USDT:USDT']))
+
+    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'
+
+    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.dk = FreqaiDataKitchen(freqai_conf)
+
+    timerange = TimeRange.parse_timerange("20211115-20211122")
+    freqai.dd.load_all_pair_histories(timerange, freqai.dk)
+
+    backtesting = Backtesting(deepcopy(freqai_conf))
+    backtesting.start()
+
+    gbs.call_args[1]['min_date'] == datetime(2021, 11, 20, 0, 0, tzinfo=timezone.utc)
+    gbs.call_args[1]['max_date'] == datetime(2021, 11, 21, 0, 0, tzinfo=timezone.utc)