CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2026-04-28 13:00:13 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'develop' into feat/hyperopt_progressbar

Browse Source
This commit is contained in:
Matthias
2023-04-13 18:01:29 +02:00
parent cf770d496b 0afd5a7385
commit c0045bad34
66 changed files with 1612 additions and 152 deletions
Download Patch File Download Diff File Expand all files Collapse all files

17
tests/freqai/conftest.py
View File

@@ -1,5 +1,6 @@
from copy import deepcopy
from pathlib import Path
from typing import Any, Dict
from unittest.mock import MagicMock
import pytest
@@ -85,6 +86,22 @@ def make_rl_config(conf):
return conf
def mock_pytorch_mlp_model_training_parameters() -> Dict[str, Any]:
return {
"learning_rate": 3e-4,
"trainer_kwargs": {
"max_iters": 1,
"batch_size": 64,
"max_n_eval_batches": 1,
},
"model_kwargs": {
"hidden_dim": 32,
"dropout_percent": 0.2,
"n_layer": 1,
}
}
def get_patched_data_kitchen(mocker, freqaiconf):
dk = FreqaiDataKitchen(freqaiconf)
return dk

52
tests/freqai/test_freqai_interface.py
View File

@@ -15,7 +15,8 @@ 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, make_rl_config,
mock_pytorch_mlp_model_training_parameters)
def is_py11() -> bool:
@@ -34,13 +35,14 @@ def is_mac() -> bool:
def can_run_model(model: str) -> None:
if (is_arm() or is_py11()) and "Catboost" in model:
pytest.skip("CatBoost is not supported on ARM")
pytest.skip("CatBoost is not supported on ARM.")
if is_mac() and not is_arm() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning module not available on intel based Mac OS")
is_pytorch_model = 'Reinforcement' in model or 'PyTorch' in model
if is_pytorch_model and is_mac() and not is_arm():
pytest.skip("Reinforcement learning / PyTorch module not available on intel based Mac OS.")
if is_py11() and 'Reinforcement' in model:
pytest.skip("Reinforcement learning currently not available on python 3.11.")
if is_pytorch_model and is_py11():
pytest.skip("Reinforcement learning / PyTorch currently not available on python 3.11.")
@pytest.mark.parametrize('model, pca, dbscan, float32, can_short, shuffle, buffer', [
@@ -48,11 +50,12 @@ def can_run_model(model: str) -> None:
('XGBoostRegressor', False, True, False, True, False, 10),
('XGBoostRFRegressor', False, False, False, True, False, 0),
('CatboostRegressor', False, False, False, True, True, 0),
('PyTorchMLPRegressor', False, False, False, True, False, 0),
('ReinforcementLearner', False, True, False, True, False, 0),
('ReinforcementLearner_multiproc', False, False, False, True, False, 0),
('ReinforcementLearner_test_3ac', False, False, False, False, False, 0),
('ReinforcementLearner_test_3ac', False, False, False, True, False, 0),
('ReinforcementLearner_test_4ac', False, False, False, True, False, 0)
('ReinforcementLearner_test_4ac', False, False, False, True, False, 0),
])
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
dbscan, float32, can_short, shuffle, buffer):
@@ -79,6 +82,11 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
freqai_conf["freqai"]["rl_config"]["drop_ohlc_from_features"] = True
if 'PyTorchMLPRegressor' in model:
model_save_ext = 'zip'
pytorch_mlp_mtp = mock_pytorch_mlp_model_training_parameters()
freqai_conf['freqai']['model_training_parameters'].update(pytorch_mlp_mtp)
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
@@ -123,8 +131,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
('CatboostClassifierMultiTarget', "freqai_test_multimodel_classifier_strat")
])
def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, strat):
if (is_arm() or is_py11()) and 'Catboost' in model:
pytest.skip("CatBoost is not supported on ARM")
can_run_model(model)
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"strategy": strat})
@@ -164,10 +171,10 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
'CatboostClassifier',
'XGBoostClassifier',
'XGBoostRFClassifier',
'PyTorchMLPClassifier',
])
def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
if (is_arm() or is_py11()) and model == 'CatboostClassifier':
pytest.skip("CatBoost is not supported on ARM")
can_run_model(model)
freqai_conf.update({"freqaimodel": model})
freqai_conf.update({"strategy": "freqai_test_classifier"})
@@ -193,7 +200,20 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
freqai.extract_data_and_train_model(new_timerange, "ADA/BTC",
strategy, freqai.dk, data_load_timerange)
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_model.joblib").exists()
if 'PyTorchMLPClassifier':
pytorch_mlp_mtp = mock_pytorch_mlp_model_training_parameters()
freqai_conf['freqai']['model_training_parameters'].update(pytorch_mlp_mtp)
if freqai.dd.model_type == 'joblib':
model_file_extension = ".joblib"
elif freqai.dd.model_type == "pytorch":
model_file_extension = ".zip"
else:
raise Exception(f"Unsupported model type: {freqai.dd.model_type},"
f" can't assign model_file_extension")
assert Path(freqai.dk.data_path /
f"{freqai.dk.model_filename}_model{model_file_extension}").exists()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_metadata.json").exists()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_trained_df.pkl").exists()
assert Path(freqai.dk.data_path / f"{freqai.dk.model_filename}_svm_model.joblib").exists()
@@ -207,10 +227,12 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
("LightGBMRegressor", 2, "freqai_test_strat"),
("XGBoostRegressor", 2, "freqai_test_strat"),
("CatboostRegressor", 2, "freqai_test_strat"),
("PyTorchMLPRegressor", 2, "freqai_test_strat"),
("ReinforcementLearner", 3, "freqai_rl_test_strat"),
("XGBoostClassifier", 2, "freqai_test_classifier"),
("LightGBMClassifier", 2, "freqai_test_classifier"),
("CatboostClassifier", 2, "freqai_test_classifier")
("CatboostClassifier", 2, "freqai_test_classifier"),
("PyTorchMLPClassifier", 2, "freqai_test_classifier")
],
)
def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog):
@@ -231,6 +253,10 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog)
if 'test_4ac' in model:
freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
if 'PyTorchMLP' in model:
pytorch_mlp_mtp = mock_pytorch_mlp_model_training_parameters()
freqai_conf['freqai']['model_training_parameters'].update(pytorch_mlp_mtp)
freqai_conf.get("freqai", {}).get("feature_parameters", {}).update(
{"indicator_periods_candles": [2]})

69
tests/persistence/test_key_value_store.py Normal file
View File

@@ -0,0 +1,69 @@
from datetime import datetime, timedelta, timezone
import pytest
from freqtrade.persistence.key_value_store import KeyValueStore, set_startup_time
from tests.conftest import create_mock_trades_usdt
@pytest.mark.usefixtures("init_persistence")
def test_key_value_store(time_machine):
start = datetime(2023, 1, 1, 4, tzinfo=timezone.utc)
time_machine.move_to(start, tick=False)
KeyValueStore.store_value("test", "testStringValue")
KeyValueStore.store_value("test_dt", datetime.now(timezone.utc))
KeyValueStore.store_value("test_float", 22.51)
KeyValueStore.store_value("test_int", 15)
assert KeyValueStore.get_value("test") == "testStringValue"
assert KeyValueStore.get_value("test") == "testStringValue"
assert KeyValueStore.get_string_value("test") == "testStringValue"
assert KeyValueStore.get_value("test_dt") == datetime.now(timezone.utc)
assert KeyValueStore.get_datetime_value("test_dt") == datetime.now(timezone.utc)
assert KeyValueStore.get_string_value("test_dt") is None
assert KeyValueStore.get_float_value("test_dt") is None
assert KeyValueStore.get_int_value("test_dt") is None
assert KeyValueStore.get_value("test_float") == 22.51
assert KeyValueStore.get_float_value("test_float") == 22.51
assert KeyValueStore.get_value("test_int") == 15
assert KeyValueStore.get_int_value("test_int") == 15
assert KeyValueStore.get_datetime_value("test_int") is None
time_machine.move_to(start + timedelta(days=20, hours=5), tick=False)
assert KeyValueStore.get_value("test_dt") != datetime.now(timezone.utc)
assert KeyValueStore.get_value("test_dt") == start
# Test update works
KeyValueStore.store_value("test_dt", datetime.now(timezone.utc))
assert KeyValueStore.get_value("test_dt") == datetime.now(timezone.utc)
KeyValueStore.store_value("test_float", 23.51)
assert KeyValueStore.get_value("test_float") == 23.51
# test deleting
KeyValueStore.delete_value("test_float")
assert KeyValueStore.get_value("test_float") is None
# Delete same value again (should not fail)
KeyValueStore.delete_value("test_float")
with pytest.raises(ValueError, match=r"Unknown value type"):
KeyValueStore.store_value("test_float", {'some': 'dict'})
@pytest.mark.usefixtures("init_persistence")
def test_set_startup_time(fee, time_machine):
create_mock_trades_usdt(fee)
start = datetime.now(timezone.utc)
time_machine.move_to(start, tick=False)
set_startup_time()
assert KeyValueStore.get_value("startup_time") == start
initial_time = KeyValueStore.get_value("bot_start_time")
assert initial_time <= start
# Simulate bot restart
new_start = start + timedelta(days=5)
time_machine.move_to(new_start, tick=False)
set_startup_time()
assert KeyValueStore.get_value("startup_time") == new_start
assert KeyValueStore.get_value("bot_start_time") == initial_time

28
tests/persistence/test_persistence.py
View File

@@ -6,7 +6,7 @@ import arrow
import pytest
from sqlalchemy import select
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.constants import CUSTOM_TAG_MAX_LENGTH, DATETIME_PRINT_FORMAT
from freqtrade.enums import TradingMode
from freqtrade.exceptions import DependencyException
from freqtrade.persistence import LocalTrade, Order, Trade, init_db
@@ -2037,6 +2037,7 @@ def test_Trade_object_idem():
'get_mix_tag_performance',
'get_trading_volume',
'from_json',
'validate_string_len',
)
EXCLUDES2 = ('trades', 'trades_open', 'bt_trades_open_pp', 'bt_open_open_trade_count',
'total_profit')
@@ -2055,6 +2056,31 @@ def test_Trade_object_idem():
assert item in trade
@pytest.mark.usefixtures("init_persistence")
def test_trade_truncates_string_fields():
trade = Trade(
pair='ADA/USDT',
stake_amount=20.0,
amount=30.0,
open_rate=2.0,
open_date=datetime.utcnow() - timedelta(minutes=20),
fee_open=0.001,
fee_close=0.001,
exchange='binance',
leverage=1.0,
trading_mode='futures',
enter_tag='a' * CUSTOM_TAG_MAX_LENGTH * 2,
exit_reason='b' * CUSTOM_TAG_MAX_LENGTH * 2,
)
Trade.session.add(trade)
Trade.commit()
trade1 = Trade.session.scalars(select(Trade)).first()
assert trade1.enter_tag == 'a' * CUSTOM_TAG_MAX_LENGTH
assert trade1.exit_reason == 'b' * CUSTOM_TAG_MAX_LENGTH
def test_recalc_trade_from_orders(fee):
o1_amount = 100

7
tests/rpc/test_rpc_apiserver.py
View File

@@ -883,6 +883,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
'max_drawdown': ANY,
'max_drawdown_abs': ANY,
'trading_volume': expected['trading_volume'],
'bot_start_timestamp': 0,
'bot_start_date': '',
}
@@ -1403,10 +1405,10 @@ def test_api_pair_candles(botclient, ohlcv_history):
])
def test_api_pair_history(botclient, ohlcv_history):
def test_api_pair_history(botclient, mocker):
ftbot, client = botclient
timeframe = '5m'
lfm = mocker.patch('freqtrade.strategy.interface.IStrategy.load_freqAI_model')
# No pair
rc = client_get(client,
f"{BASE_URI}/pair_history?timeframe={timeframe}"
@@ -1440,6 +1442,7 @@ def test_api_pair_history(botclient, ohlcv_history):
assert len(rc.json()['data']) == rc.json()['length']
assert 'columns' in rc.json()
assert 'data' in rc.json()
assert lfm.call_count == 1
assert rc.json()['pair'] == 'UNITTEST/BTC'
assert rc.json()['strategy'] == CURRENT_TEST_STRATEGY
assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'

3
tests/rpc/test_rpc_telegram.py
View File

@@ -2241,8 +2241,9 @@ def test_send_msg_buy_notification_no_fiat(
('Short', 'short_signal_01', 2.0),
])
def test_send_msg_sell_notification_no_fiat(
default_conf, mocker, direction, enter_signal, leverage) -> None:
default_conf, mocker, direction, enter_signal, leverage, time_machine) -> None:
del default_conf['fiat_display_currency']
time_machine.move_to('2022-05-02 00:00:00 +00:00', tick=False)
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
telegram.send_msg({

2
tests/strategy/strats/freqai_test_classifier.py
View File

@@ -82,7 +82,7 @@ class freqai_test_classifier(IStrategy):
return dataframe
def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
self.freqai.class_names = ["down", "up"]
dataframe['&s-up_or_down'] = np.where(dataframe["close"].shift(-100) >
dataframe["close"], 'up', 'down')

5
tests/strategy/test_interface.py
View File

@@ -9,6 +9,7 @@ import pytest
from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.constants import CUSTOM_TAG_MAX_LENGTH
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data
from freqtrade.enums import ExitCheckTuple, ExitType, HyperoptState, SignalDirection
@@ -529,13 +530,13 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
assert res[0].exit_reason == 'hello world'
caplog.clear()
strategy.custom_exit = MagicMock(return_value='h' * 100)
strategy.custom_exit = MagicMock(return_value='h' * CUSTOM_TAG_MAX_LENGTH * 2)
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res[0].exit_type == ExitType.CUSTOM_EXIT
assert res[0].exit_flag is True
assert res[0].exit_reason == 'h' * 64
assert res[0].exit_reason == 'h' * (CUSTOM_TAG_MAX_LENGTH)
assert log_has_re('Custom exit reason returned from custom_exit is too long.*', caplog)

2
tests/test_timerange.py
View File

@@ -10,6 +10,8 @@ from freqtrade.exceptions import OperationalException
def test_parse_timerange_incorrect():
timerange = TimeRange.parse_timerange('')
assert timerange == TimeRange(None, None, 0, 0)
timerange = TimeRange.parse_timerange('20100522-')
assert TimeRange('date', None, 1274486400, 0) == timerange
assert timerange.timerange_str == '20100522-'