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ruff format: tests/hyperopt

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Matthias 2024-05-12 16:04:55 +02:00
parent 02075b15e3
commit 644f120ab2
2 changed files with 968 additions and 686 deletions
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1147
tests/optimize/test_hyperopt.py
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443
tests/optimize/test_hyperopt_tools.py
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@ -15,13 +15,11 @@ from tests.conftest import CURRENT_TEST_STRATEGY, log_has, log_has_re
# Functions for recurrent object patching # Functions for recurrent object patching
def create_results() -> List[Dict]: def create_results() -> List[Dict]:
return [{"loss": 1, "result": "foo", "params": {}, "is_best": True}]
return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
def test_save_results_saves_epochs(hyperopt, tmp_path, caplog) -> None: def test_save_results_saves_epochs(hyperopt, tmp_path, caplog) -> None:
hyperopt.results_file = tmp_path / "ut_results.fthypt"
hyperopt.results_file = tmp_path / 'ut_results.fthypt'
hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {}) hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
assert log_has_re("Hyperopt file .* not found.", caplog) assert log_has_re("Hyperopt file .* not found.", caplog)
@ -57,152 +55,296 @@ def test_save_results_saves_epochs(hyperopt, tmp_path, caplog) -> None:
def test_load_previous_results2(mocker, testdatadir, caplog) -> None: def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle' results_file = testdatadir / "hyperopt_results_SampleStrategy.pickle"
with pytest.raises(OperationalException, with pytest.raises(
match=r"Legacy hyperopt results are no longer supported.*"): OperationalException, match=r"Legacy hyperopt results are no longer supported.*"
):
HyperoptTools.load_filtered_results(results_file, {}) HyperoptTools.load_filtered_results(results_file, {})
@pytest.mark.parametrize("spaces, expected_results", [ @pytest.mark.parametrize(
(['buy'], "spaces, expected_results",
{'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False, [
'protection': False, 'trades': False}), (
(['sell'], ["buy"],
{'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False, {
'protection': False, 'trades': False}), "buy": True,
(['roi'], "sell": False,
{'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False, "roi": False,
'protection': False, 'trades': False}), "stoploss": False,
(['stoploss'], "trailing": False,
{'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False, "protection": False,
'protection': False, 'trades': False}), "trades": False,
(['trailing'], },
{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True, ),
'protection': False, 'trades': False}), (
(['buy', 'sell', 'roi', 'stoploss'], ["sell"],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False, {
'protection': False, 'trades': False}), "buy": False,
(['buy', 'sell', 'roi', 'stoploss', 'trailing'], "sell": True,
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True, "roi": False,
'protection': False, 'trades': False}), "stoploss": False,
(['buy', 'roi'], "trailing": False,
{'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False, "protection": False,
'protection': False, 'trades': False}), "trades": False,
(['all'], },
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True, ),
'protection': True, 'trades': True}), (
(['default'], ["roi"],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False, {
'protection': False, 'trades': False}), "buy": False,
(['default', 'trailing'], "sell": False,
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True, "roi": True,
'protection': False, 'trades': False}), "stoploss": False,
(['all', 'buy'], "trailing": False,
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True, "protection": False,
'protection': True, 'trades': True}), "trades": False,
(['default', 'buy'], },
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False, ),
'protection': False, 'trades': False}), (
(['all'], ["stoploss"],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True, {
'protection': True, 'trades': True}), "buy": False,
(['protection'], "sell": False,
{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False, "roi": False,
'protection': True, 'trades': False}), "stoploss": True,
(['trades'], "trailing": False,
{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False, "protection": False,
'protection': False, 'trades': True}), "trades": False,
(['default', 'trades'], },
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False, ),
'protection': False, 'trades': True}), (
]) ["trailing"],
{
"buy": False,
"sell": False,
"roi": False,
"stoploss": False,
"trailing": True,
"protection": False,
"trades": False,
},
),
(
["buy", "sell", "roi", "stoploss"],
{
"buy": True,
"sell": True,
"roi": True,
"stoploss": True,
"trailing": False,
"protection": False,
"trades": False,
},
),
(
["buy", "sell", "roi", "stoploss", "trailing"],
{
"buy": True,
"sell": True,
"roi": True,
"stoploss": True,
"trailing": True,
"protection": False,
"trades": False,
},
),
(
["buy", "roi"],
{
"buy": True,
"sell": False,
"roi": True,
"stoploss": False,
"trailing": False,
"protection": False,
"trades": False,
},
),
(
["all"],
{
"buy": True,
"sell": True,
"roi": True,
"stoploss": True,
"trailing": True,
"protection": True,
"trades": True,
},
),
(
["default"],
{
"buy": True,
"sell": True,
"roi": True,
"stoploss": True,
"trailing": False,
"protection": False,
"trades": False,
},
),
(
["default", "trailing"],
{
"buy": True,
"sell": True,
"roi": True,
"stoploss": True,
"trailing": True,
"protection": False,
"trades": False,
},
),
(
["all", "buy"],
{
"buy": True,
"sell": True,
"roi": True,
"stoploss": True,
"trailing": True,
"protection": True,
"trades": True,
},
),
(
["default", "buy"],
{
"buy": True,
"sell": True,
"roi": True,
"stoploss": True,
"trailing": False,
"protection": False,
"trades": False,
},
),
(
["all"],
{
"buy": True,
"sell": True,
"roi": True,
"stoploss": True,
"trailing": True,
"protection": True,
"trades": True,
},
),
(
["protection"],
{
"buy": False,
"sell": False,
"roi": False,
"stoploss": False,
"trailing": False,
"protection": True,
"trades": False,
},
),
(
["trades"],
{
"buy": False,
"sell": False,
"roi": False,
"stoploss": False,
"trailing": False,
"protection": False,
"trades": True,
},
),
(
["default", "trades"],
{
"buy": True,
"sell": True,
"roi": True,
"stoploss": True,
"trailing": False,
"protection": False,
"trades": True,
},
),
],
)
def test_has_space(hyperopt_conf, spaces, expected_results): def test_has_space(hyperopt_conf, spaces, expected_results):
for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection', 'trades']: for s in ["buy", "sell", "roi", "stoploss", "trailing", "protection", "trades"]:
hyperopt_conf.update({'spaces': spaces}) hyperopt_conf.update({"spaces": spaces})
assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s] assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
def test_show_epoch_details(capsys): def test_show_epoch_details(capsys):
test_result = { test_result = {
'params_details': { "params_details": {
'trailing': { "trailing": {
'trailing_stop': True, "trailing_stop": True,
'trailing_stop_positive': 0.02, "trailing_stop_positive": 0.02,
'trailing_stop_positive_offset': 0.04, "trailing_stop_positive_offset": 0.04,
'trailing_only_offset_is_reached': True "trailing_only_offset_is_reached": True,
}, },
'roi': { "roi": {0: 0.18, 90: 0.14, 225: 0.05, 430: 0},
0: 0.18,
90: 0.14,
225: 0.05,
430: 0},
}, },
'results_explanation': 'foo result', "results_explanation": "foo result",
'is_initial_point': False, "is_initial_point": False,
'total_profit': 0, "total_profit": 0,
'current_epoch': 2, # This starts from 1 (in a human-friendly manner) "current_epoch": 2, # This starts from 1 (in a human-friendly manner)
'is_best': True "is_best": True,
} }
HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True) HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
captured = capsys.readouterr() captured = capsys.readouterr()
assert '# Trailing stop:' in captured.out assert "# Trailing stop:" in captured.out
# re.match(r"Pairs for .*", captured.out) # re.match(r"Pairs for .*", captured.out)
assert re.search(r'^\s+trailing_stop = True$', captured.out, re.MULTILINE) assert re.search(r"^\s+trailing_stop = True$", captured.out, re.MULTILINE)
assert re.search(r'^\s+trailing_stop_positive = 0.02$', captured.out, re.MULTILINE) assert re.search(r"^\s+trailing_stop_positive = 0.02$", captured.out, re.MULTILINE)
assert re.search(r'^\s+trailing_stop_positive_offset = 0.04$', captured.out, re.MULTILINE) assert re.search(r"^\s+trailing_stop_positive_offset = 0.04$", captured.out, re.MULTILINE)
assert re.search(r'^\s+trailing_only_offset_is_reached = True$', captured.out, re.MULTILINE) assert re.search(r"^\s+trailing_only_offset_is_reached = True$", captured.out, re.MULTILINE)
assert '# ROI table:' in captured.out assert "# ROI table:" in captured.out
assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE) assert re.search(r"^\s+minimal_roi = \{$", captured.out, re.MULTILINE)
assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE) assert re.search(r"^\s+\"90\"\:\s0.14,\s*$", captured.out, re.MULTILINE)
def test__pprint_dict(): def test__pprint_dict():
params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'} params = {"buy_std": 1.2, "buy_rsi": 31, "buy_enable": True, "buy_what": "asdf"}
non_params = {'buy_notoptimied': 55} non_params = {"buy_notoptimied": 55}
x = HyperoptTools._pprint_dict(params, non_params) x = HyperoptTools._pprint_dict(params, non_params)
assert x == """{ assert (
x
== """{
"buy_std": 1.2, "buy_std": 1.2,
"buy_rsi": 31, "buy_rsi": 31,
"buy_enable": True, "buy_enable": True,
"buy_what": "asdf", "buy_what": "asdf",
"buy_notoptimied": 55, # value loaded from strategy "buy_notoptimied": 55, # value loaded from strategy
}""" }"""
)
def test_get_strategy_filename(default_conf, tmp_path): def test_get_strategy_filename(default_conf, tmp_path):
default_conf['user_data_dir'] = tmp_path default_conf["user_data_dir"] = tmp_path
x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV3') x = HyperoptTools.get_strategy_filename(default_conf, "StrategyTestV3")
assert isinstance(x, Path) assert isinstance(x, Path)
assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v3.py' assert x == Path(__file__).parents[1] / "strategy/strats/strategy_test_v3.py"
x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy') x = HyperoptTools.get_strategy_filename(default_conf, "NonExistingStrategy")
assert x is None assert x is None
def test_export_params(tmp_path): def test_export_params(tmp_path):
filename = tmp_path / f"{CURRENT_TEST_STRATEGY}.json" filename = tmp_path / f"{CURRENT_TEST_STRATEGY}.json"
assert not filename.is_file() assert not filename.is_file()
params = { params = {
"params_details": { "params_details": {
"buy": { "buy": {"buy_rsi": 30},
"buy_rsi": 30 "sell": {"sell_rsi": 70},
}, "roi": {"0": 0.528, "346": 0.08499, "507": 0.049, "1595": 0},
"sell": { "max_open_trades": {"max_open_trades": 5},
"sell_rsi": 70
},
"roi": {
"0": 0.528,
"346": 0.08499,
"507": 0.049,
"1595": 0
},
"max_open_trades": {
"max_open_trades": 5
}
}, },
"params_not_optimized": { "params_not_optimized": {
"stoploss": -0.05, "stoploss": -0.05,
@ -210,19 +352,18 @@ def test_export_params(tmp_path):
"trailing_stop": False, "trailing_stop": False,
"trailing_stop_positive": 0.05, "trailing_stop_positive": 0.05,
"trailing_stop_positive_offset": 0.1, "trailing_stop_positive_offset": 0.1,
"trailing_only_offset_is_reached": True "trailing_only_offset_is_reached": True,
},
}, },
}
} }
HyperoptTools.export_params(params, CURRENT_TEST_STRATEGY, filename) HyperoptTools.export_params(params, CURRENT_TEST_STRATEGY, filename)
assert filename.is_file() assert filename.is_file()
with filename.open('r') as f: with filename.open("r") as f:
content = rapidjson.load(f) content = rapidjson.load(f)
assert content['strategy_name'] == CURRENT_TEST_STRATEGY assert content["strategy_name"] == CURRENT_TEST_STRATEGY
assert 'params' in content assert "params" in content
assert "buy" in content["params"] assert "buy" in content["params"]
assert "sell" in content["params"] assert "sell" in content["params"]
assert "roi" in content["params"] assert "roi" in content["params"]
@ -232,26 +373,17 @@ def test_export_params(tmp_path):
def test_try_export_params(default_conf, tmp_path, caplog, mocker): def test_try_export_params(default_conf, tmp_path, caplog, mocker):
default_conf['disableparamexport'] = False default_conf["disableparamexport"] = False
default_conf['user_data_dir'] = tmp_path default_conf["user_data_dir"] = tmp_path
export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params") export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
filename = tmp_path / f"{CURRENT_TEST_STRATEGY}.json" filename = tmp_path / f"{CURRENT_TEST_STRATEGY}.json"
assert not filename.is_file() assert not filename.is_file()
params = { params = {
"params_details": { "params_details": {
"buy": { "buy": {"buy_rsi": 30},
"buy_rsi": 30 "sell": {"sell_rsi": 70},
}, "roi": {"0": 0.528, "346": 0.08499, "507": 0.049, "1595": 0},
"sell": {
"sell_rsi": 70
},
"roi": {
"0": 0.528,
"346": 0.08499,
"507": 0.049,
"1595": 0
}
}, },
"params_not_optimized": { "params_not_optimized": {
"stoploss": -0.05, "stoploss": -0.05,
@ -259,11 +391,10 @@ def test_try_export_params(default_conf, tmp_path, caplog, mocker):
"trailing_stop": False, "trailing_stop": False,
"trailing_stop_positive": 0.05, "trailing_stop_positive": 0.05,
"trailing_stop_positive_offset": 0.1, "trailing_stop_positive_offset": 0.1,
"trailing_only_offset_is_reached": True "trailing_only_offset_is_reached": True,
}, },
}, },
FTHYPT_FILEVERSION: 2, FTHYPT_FILEVERSION: 2,
} }
HyperoptTools.try_export_params(default_conf, "StrategyTestVXXX", params) HyperoptTools.try_export_params(default_conf, "StrategyTestVXXX", params)
@ -275,26 +406,17 @@ def test_try_export_params(default_conf, tmp_path, caplog, mocker):
assert export_mock.call_count == 1 assert export_mock.call_count == 1
assert export_mock.call_args_list[0][0][1] == CURRENT_TEST_STRATEGY assert export_mock.call_args_list[0][0][1] == CURRENT_TEST_STRATEGY
assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v3.json' assert export_mock.call_args_list[0][0][2].name == "strategy_test_v3.json"
def test_params_print(capsys): def test_params_print(capsys):
params = { params = {
"buy": { "buy": {"buy_rsi": 30},
"buy_rsi": 30 "sell": {"sell_rsi": 70},
},
"sell": {
"sell_rsi": 70
},
} }
non_optimized = { non_optimized = {
"buy": { "buy": {"buy_adx": 44},
"buy_adx": 44 "sell": {"sell_adx": 65},
},
"sell": {
"sell_adx": 65
},
"stoploss": { "stoploss": {
"stoploss": -0.05, "stoploss": -0.05,
}, },
@ -306,14 +428,11 @@ def test_params_print(capsys):
"trailing_stop": False, "trailing_stop": False,
"trailing_stop_positive": 0.05, "trailing_stop_positive": 0.05,
"trailing_stop_positive_offset": 0.1, "trailing_stop_positive_offset": 0.1,
"trailing_only_offset_is_reached": True "trailing_only_offset_is_reached": True,
}, },
"max_open_trades": { "max_open_trades": {"max_open_trades": 5},
"max_open_trades": 5
} }
HyperoptTools._params_pretty_print(params, "buy", "No header", non_optimized)
}
HyperoptTools._params_pretty_print(params, 'buy', 'No header', non_optimized)
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.search("# No header", captured.out) assert re.search("# No header", captured.out)
@ -321,36 +440,34 @@ def test_params_print(capsys):
assert re.search('"buy_adx": 44, # value loaded.*\n', captured.out) assert re.search('"buy_adx": 44, # value loaded.*\n', captured.out)
assert not re.search("sell", captured.out) assert not re.search("sell", captured.out)
HyperoptTools._params_pretty_print(params, 'sell', 'Sell Header', non_optimized) HyperoptTools._params_pretty_print(params, "sell", "Sell Header", non_optimized)
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.search("# Sell Header", captured.out) assert re.search("# Sell Header", captured.out)
assert re.search('"sell_rsi": 70,\n', captured.out) assert re.search('"sell_rsi": 70,\n', captured.out)
assert re.search('"sell_adx": 65, # value loaded.*\n', captured.out) assert re.search('"sell_adx": 65, # value loaded.*\n', captured.out)
HyperoptTools._params_pretty_print(params, 'roi', 'ROI Table:', non_optimized) HyperoptTools._params_pretty_print(params, "roi", "ROI Table:", non_optimized)
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.search("# ROI Table: # value loaded.*\n", captured.out) assert re.search("# ROI Table: # value loaded.*\n", captured.out)
assert re.search('minimal_roi = {\n', captured.out) assert re.search("minimal_roi = {\n", captured.out)
assert re.search('"20": 0.01\n', captured.out) assert re.search('"20": 0.01\n', captured.out)
HyperoptTools._params_pretty_print(params, 'trailing', 'Trailing stop:', non_optimized) HyperoptTools._params_pretty_print(params, "trailing", "Trailing stop:", non_optimized)
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.search("# Trailing stop:", captured.out) assert re.search("# Trailing stop:", captured.out)
assert re.search('trailing_stop = False # value loaded.*\n', captured.out) assert re.search("trailing_stop = False # value loaded.*\n", captured.out)
assert re.search('trailing_stop_positive = 0.05 # value loaded.*\n', captured.out) assert re.search("trailing_stop_positive = 0.05 # value loaded.*\n", captured.out)
assert re.search('trailing_stop_positive_offset = 0.1 # value loaded.*\n', captured.out) assert re.search("trailing_stop_positive_offset = 0.1 # value loaded.*\n", captured.out)
assert re.search('trailing_only_offset_is_reached = True # value loaded.*\n', captured.out) assert re.search("trailing_only_offset_is_reached = True # value loaded.*\n", captured.out)
HyperoptTools._params_pretty_print( HyperoptTools._params_pretty_print(params, "max_open_trades", "Max Open Trades:", non_optimized)
params, 'max_open_trades', "Max Open Trades:", non_optimized)
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.search("# Max Open Trades:", captured.out) assert re.search("# Max Open Trades:", captured.out)
assert re.search('max_open_trades = 5 # value loaded.*\n', captured.out) assert re.search("max_open_trades = 5 # value loaded.*\n", captured.out)
def test_hyperopt_serializer(): def test_hyperopt_serializer():
assert isinstance(hyperopt_serializer(np.int_(5)), int) assert isinstance(hyperopt_serializer(np.int_(5)), int)
assert isinstance(hyperopt_serializer(np.bool_(True)), bool) assert isinstance(hyperopt_serializer(np.bool_(True)), bool)
assert isinstance(hyperopt_serializer(np.bool_(False)), bool) assert isinstance(hyperopt_serializer(np.bool_(False)), bool)