from copy import deepcopy from datetime import datetime, timezone from pathlib import Path from unittest.mock import PropertyMock import pytest from freqtrade.commands.optimize_commands import setup_optimize_configuration from freqtrade.enums import RunMode from freqtrade.exceptions import OperationalException 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) def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, caplog): patch_exchange(mocker) now = datetime.now(timezone.utc) mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist', 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)) patched_configuration_load_config_file(mocker, freqai_conf) args = [ 'backtesting', '--config', 'config.json', '--datadir', str(testdatadir), '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'), '--timeframe', '1m', '--strategy-list', CURRENT_TEST_STRATEGY ] args = get_args(args) bt_config = setup_optimize_configuration(args, RunMode.BACKTEST) Backtesting(bt_config) assert log_has_re('Using --strategy-list with FreqAI REQUIRES all strategies to have identical', caplog) Backtesting.cleanup() def test_freqai_backtest_load_data(freqai_conf, mocker, caplog): patch_exchange(mocker) now = datetime.now(timezone.utc) mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist', 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)) backtesting = Backtesting(deepcopy(freqai_conf)) backtesting.load_bt_data() assert log_has_re('Increasing startup_candle_count for freqai on.*to.*', caplog) Backtesting.cleanup() def test_freqai_backtest_live_models_model_not_found(freqai_conf, mocker, testdatadir, caplog): patch_exchange(mocker) now = datetime.now(timezone.utc) mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist', 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["timerange"] = "" freqai_conf.get("freqai", {}).update({"backtest_using_historic_predictions": False}) patched_configuration_load_config_file(mocker, freqai_conf) args = [ 'backtesting', '--config', 'config.json', '--datadir', str(testdatadir), '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'), '--timeframe', '5m', '--freqai-backtest-live-models' ] args = get_args(args) bt_config = setup_optimize_configuration(args, RunMode.BACKTEST) with pytest.raises(OperationalException, match=r".* Historic predictions data is required to run backtest .*"): Backtesting(bt_config) Backtesting.cleanup()