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https://github.com/freqtrade/freqtrade.git
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2cc00a1a2c
* Allow use of --strategy-list with freqai, with warning * ensure populate_any_indicators is identical for resused identifiers * use pair instead of metadata["pair"] Co-authored-by: robcaulk <rob.caulk@gmail.com>
54 lines
2.2 KiB
Python
54 lines
2.2 KiB
Python
from copy import deepcopy
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from datetime import datetime, timezone
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from pathlib import Path
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from unittest.mock import PropertyMock
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from freqtrade.commands.optimize_commands import setup_optimize_configuration
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from freqtrade.enums import RunMode
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from freqtrade.optimize.backtesting import Backtesting
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from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has_re, patch_exchange,
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patched_configuration_load_config_file)
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def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, caplog):
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patch_exchange(mocker)
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now = datetime.now(timezone.utc)
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mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
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PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
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mocker.patch('freqtrade.optimize.backtesting.history.load_data')
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mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
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patched_configuration_load_config_file(mocker, freqai_conf)
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args = [
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'backtesting',
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'--config', 'config.json',
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'--datadir', str(testdatadir),
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'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
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'--timeframe', '1h',
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'--strategy-list', CURRENT_TEST_STRATEGY
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]
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args = get_args(args)
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bt_config = setup_optimize_configuration(args, RunMode.BACKTEST)
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Backtesting(bt_config)
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assert log_has_re('Using --strategy-list with FreqAI REQUIRES all strategies to have identical '
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'populate_any_indicators.', caplog)
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Backtesting.cleanup()
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def test_freqai_backtest_load_data(freqai_conf, mocker, caplog):
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patch_exchange(mocker)
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now = datetime.now(timezone.utc)
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mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
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PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
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mocker.patch('freqtrade.optimize.backtesting.history.load_data')
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mocker.patch('freqtrade.optimize.backtesting.history.get_timerange', return_value=(now, now))
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backtesting = Backtesting(deepcopy(freqai_conf))
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backtesting.load_bt_data()
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assert log_has_re('Increasing startup_candle_count for freqai to.*', caplog)
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Backtesting.cleanup()
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