Merge branch 'freqtrade:develop' into develop

tests/freqai/conftest.py

@@ -1,3 +1,4 @@
+import platform
 from copy import deepcopy
 from pathlib import Path
 from typing import Any, Dict
@@ -14,6 +15,11 @@ from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver
 from tests.conftest import get_patched_exchange
 
 
+def is_mac() -> bool:
+    machine = platform.system()
+    return "Darwin" in machine
+
+
 @pytest.fixture(scope="function")
 def freqai_conf(default_conf, tmpdir):
     freqaiconf = deepcopy(default_conf)
@@ -36,6 +42,7 @@ def freqai_conf(default_conf, tmpdir):
                 "identifier": "uniqe-id100",
                 "live_trained_timestamp": 0,
                 "data_kitchen_thread_count": 2,
+                "activate_tensorboard": False,
                 "feature_parameters": {
                     "include_timeframes": ["5m"],
                     "include_corr_pairlist": ["ADA/BTC"],

tests/freqai/test_freqai_datakitchen.py

@@ -12,6 +12,7 @@ from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
 from tests.conftest import get_patched_exchange, log_has_re
 from tests.freqai.conftest import (get_patched_data_kitchen, get_patched_freqai_strategy,
                                    make_data_dictionary, make_unfiltered_dataframe)
+from tests.freqai.test_freqai_interface import is_mac
 
 
 @pytest.mark.parametrize(
@@ -173,6 +174,9 @@ def test_get_full_model_path(mocker, freqai_conf, model):
     freqai_conf.update({"timerange": "20180110-20180130"})
     freqai_conf.update({"strategy": "freqai_test_strat"})
 
+    if is_mac():
+        pytest.skip("Mac is confused during this test for unknown reasons")
+
     strategy = get_patched_freqai_strategy(mocker, freqai_conf)
     exchange = get_patched_exchange(mocker, freqai_conf)
     strategy.dp = DataProvider(freqai_conf, exchange)
@@ -188,7 +192,7 @@ def test_get_full_model_path(mocker, freqai_conf, model):
 
     data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
     new_timerange = TimeRange.parse_timerange("20180120-20180130")
-
+    freqai.dk.set_paths('ADA/BTC', None)
     freqai.extract_data_and_train_model(
         new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
 

tests/freqai/test_freqai_interface.py

@@ -15,7 +15,7 @@ from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlistmanager import PairListManager
 from tests.conftest import EXMS, create_mock_trades, get_patched_exchange, log_has_re
-from tests.freqai.conftest import (get_patched_freqai_strategy, make_rl_config,
+from tests.freqai.conftest import (get_patched_freqai_strategy, is_mac, make_rl_config,
                                    mock_pytorch_mlp_model_training_parameters)
 
 
@@ -28,11 +28,6 @@ def is_arm() -> bool:
     return "arm" in machine or "aarch64" in machine
 
 
-def is_mac() -> bool:
-    machine = platform.system()
-    return "Darwin" in machine
-
-
 def can_run_model(model: str) -> None:
     if is_arm() and "Catboost" in model:
         pytest.skip("CatBoost is not supported on ARM.")
@@ -59,6 +54,11 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
                                                dbscan, float32, can_short, shuffle, buffer):
 
     can_run_model(model)
+
+    test_tb = True
+    if is_mac():
+        test_tb = False
+
     model_save_ext = 'joblib'
     freqai_conf.update({"freqaimodel": model})
     freqai_conf.update({"timerange": "20180110-20180130"})
@@ -94,6 +94,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
     strategy.freqai_info = freqai_conf.get("freqai", {})
     freqai = strategy.freqai
     freqai.live = True
+    freqai.activate_tensorboard = test_tb
     freqai.can_short = can_short
     freqai.dk = FreqaiDataKitchen(freqai_conf)
     freqai.dk.live = True
@@ -239,6 +240,9 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
     )
 def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog):
     can_run_model(model)
+    test_tb = True
+    if is_mac():
+        test_tb = False
 
     freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
     freqai_conf['runmode'] = RunMode.BACKTEST
@@ -271,6 +275,7 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog)
     strategy.freqai_info = freqai_conf.get("freqai", {})
     freqai = strategy.freqai
     freqai.live = False
+    freqai.activate_tensorboard = test_tb
     freqai.dk = FreqaiDataKitchen(freqai_conf)
     timerange = TimeRange.parse_timerange("20180110-20180130")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
@@ -282,6 +287,7 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog)
         df[f'%-constant_{i}'] = i
 
     metadata = {"pair": "LTC/BTC"}
+    freqai.dk.set_paths('LTC/BTC', None)
     freqai.start_backtesting(df, metadata, freqai.dk, strategy)
     model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
 
@@ -439,6 +445,7 @@ def test_principal_component_analysis(mocker, freqai_conf):
 
     data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
     new_timerange = TimeRange.parse_timerange("20180120-20180130")
+    freqai.dk.set_paths('ADA/BTC', None)
 
     freqai.extract_data_and_train_model(
         new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)
@@ -472,6 +479,7 @@ def test_plot_feature_importance(mocker, freqai_conf):
 
     data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
     new_timerange = TimeRange.parse_timerange("20180120-20180130")
+    freqai.dk.set_paths('ADA/BTC', None)
 
     freqai.extract_data_and_train_model(
         new_timerange, "ADA/BTC", strategy, freqai.dk, data_load_timerange)