add tests. add guardrails.

This commit is contained in:
robcaulk
2022-09-15 00:46:35 +02:00
parent 48140bff91
commit 8aac644009
9 changed files with 84 additions and 37 deletions

View File

@@ -72,7 +72,7 @@ def test_use_DBSCAN_to_remove_outliers(mocker, freqai_conf, caplog):
# 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.",
"DBSCAN found eps of 1.75.",
caplog,
)
@@ -81,7 +81,7 @@ 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 +89,7 @@ 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 +128,7 @@ 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 +142,7 @@ 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):