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Merge remote-tracking branch 'origin/develop' into spice-rack

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This commit is contained in:
robcaulk
2022-10-08 12:25:46 +02:00
parent c31f322349 e337d4b78a
commit d362332527
99 changed files with 2734 additions and 1313 deletions
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tests/freqai/test_freqai_datakitchen.py
+5 -8
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@@ -71,17 +71,14 @@ def test_use_DBSCAN_to_remove_outliers(mocker, freqai_conf, caplog):
freqai = make_data_dictionary(mocker, freqai_conf)
# freqai_conf['freqai']['feature_parameters'].update({"outlier_protection_percentage": 1})
freqai.dk.use_DBSCAN_to_remove_outliers(predict=False)
assert log_has_re(
"DBSCAN found eps of 2.36.",
caplog,
)
assert log_has_re(r"DBSCAN found eps of 1\.7\d\.", caplog)
def test_compute_distances(mocker, freqai_conf):
freqai = make_data_dictionary(mocker, freqai_conf)
freqai_conf['freqai']['feature_parameters'].update({"DI_threshold": 1})
avg_mean_dist = freqai.dk.compute_distances()
assert round(avg_mean_dist, 2) == 2.54
assert round(avg_mean_dist, 2) == 1.99
def test_use_SVM_to_remove_outliers_and_outlier_protection(mocker, freqai_conf, caplog):
@@ -89,7 +86,7 @@ def test_use_SVM_to_remove_outliers_and_outlier_protection(mocker, freqai_conf,
freqai_conf['freqai']['feature_parameters'].update({"outlier_protection_percentage": 0.1})
freqai.dk.use_SVM_to_remove_outliers(predict=False)
assert log_has_re(
"SVM detected 8.09%",
"SVM detected 7.36%",
caplog,
)
@@ -128,7 +125,7 @@ def test_normalize_data(mocker, freqai_conf):
freqai = make_data_dictionary(mocker, freqai_conf)
data_dict = freqai.dk.data_dictionary
freqai.dk.normalize_data(data_dict)
assert len(freqai.dk.data) == 56
assert len(freqai.dk.data) == 32
def test_filter_features(mocker, freqai_conf):
@@ -142,7 +139,7 @@ def test_filter_features(mocker, freqai_conf):
training_filter=True,
)
assert len(filtered_df.columns) == 26
assert len(filtered_df.columns) == 14
def test_make_train_test_datasets(mocker, freqai_conf):