CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-12-02 18:13:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

update to new datasieve interface, add noise to pipeline

Browse Source
This commit is contained in:
robcaulk
2023-06-07 17:58:27 +02:00
parent 4d4589becd
commit dc577d2a1a
4 changed files with 23 additions and 31 deletions
Download Patch File Download Diff File Expand all files Collapse all files

28
tests/freqai/test_freqai_interface.py
View File

@@ -37,21 +37,22 @@ def can_run_model(model: str) -> None:
pytest.skip("Reinforcement learning / PyTorch module not available on intel based Mac OS.")
@pytest.mark.parametrize('model, pca, dbscan, float32, can_short, shuffle, buffer', [
('LightGBMRegressor', True, False, True, True, False, 0),
('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, False, False, 0),
('PyTorchTransformerRegressor', False, False, False, False, 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),
@pytest.mark.parametrize('model, pca, dbscan, float32, can_short, shuffle, buffer, noise', [
('LightGBMRegressor', True, False, True, True, False, 0, 0),
('XGBoostRegressor', False, True, False, True, False, 10, 0.05),
('XGBoostRFRegressor', False, False, False, True, False, 0, 0),
('CatboostRegressor', False, False, False, True, True, 0, 0),
('PyTorchMLPRegressor', False, False, False, False, False, 0, 0),
('PyTorchTransformerRegressor', False, False, False, False, False, 0, 0),
('ReinforcementLearner', False, True, False, True, False, 0, 0),
('ReinforcementLearner_multiproc', False, False, False, True, False, 0, 0),
('ReinforcementLearner_test_3ac', False, False, False, False, False, 0, 0),
('ReinforcementLearner_test_3ac', False, False, False, True, False, 0, 0),
('ReinforcementLearner_test_4ac', False, False, False, True, False, 0, 0),
])
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
dbscan, float32, can_short, shuffle, buffer):
dbscan, float32, can_short, shuffle,
buffer, noise):
can_run_model(model)
@@ -68,6 +69,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
freqai_conf.update({"reduce_df_footprint": float32})
freqai_conf['freqai']['feature_parameters'].update({"shuffle_after_split": shuffle})
freqai_conf['freqai']['feature_parameters'].update({"buffer_train_data_candles": buffer})
freqai_conf['freqai']['feature_parameters'].update({"noise_standard_deviation": noise})
if 'ReinforcementLearner' in model:
model_save_ext = 'zip'