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

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This commit is contained in:
Thomas Joußen
2023-12-19 17:14:02 +00:00
parent 94363061ae
commit cd28244cf1
1 changed files with 53 additions and 4 deletions
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57
tests/freqai/test_freqai_backtesting.py
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@@ -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,
patched_configuration_load_config_file)
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, get_patched_exchange, log_has_re,
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)