freqtrade_origin/tests/optimize/conftest.py

from copy import deepcopy
from datetime import datetime
from pathlib import Path

import pandas as pd
import pytest

from freqtrade.optimize.hyperopt import Hyperopt
from freqtrade.strategy.interface import SellType
from tests.conftest import patch_exchange


@pytest.fixture(scope='function')
def hyperopt_conf(default_conf):
    hyperconf = deepcopy(default_conf)
    hyperconf.update({
        'hyperopt': 'DefaultHyperOpt',
        'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
                         'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
                         'epochs': 1,
                         'timerange': None,
                         'spaces': ['default'],
                         'hyperopt_jobs': 1,
    })
    return hyperconf


@pytest.fixture(scope='function')
def hyperopt(hyperopt_conf, mocker):

    patch_exchange(mocker)
    return Hyperopt(hyperopt_conf)


@pytest.fixture(scope='function')
def hyperopt_results():
    return pd.DataFrame(
        {
            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
            'profit_ratio': [-0.1, 0.2, 0.3],
            'profit_abs': [-0.2, 0.4, 0.6],
            'trade_duration': [10, 30, 10],
            'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI],
            'close_date':
            [
                datetime(2019, 1, 1, 9, 26, 3, 478039),
                datetime(2019, 2, 1, 9, 26, 3, 478039),
                datetime(2019, 3, 1, 9, 26, 3, 478039)
            ]
        }
    )