diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index f7b7c93b7..a0cc4eb73 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -222,7 +222,7 @@ def test_start_no_data(mocker, hyperopt_conf, tmp_path) -> None: patched_configuration_load_config_file(mocker, hyperopt_conf) mocker.patch("freqtrade.data.history.load_pair_history", MagicMock(return_value=pd.DataFrame)) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), ) @@ -315,12 +315,17 @@ def test_roi_table_generation(hyperopt) -> None: "roi_p3": 3, } - assert hyperopt.custom_hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0} + assert hyperopt.hyperopter.custom_hyperopt.generate_roi_table(params) == { + 0: 6, + 15: 3, + 25: 1, + 30: 0, + } def test_params_no_optimize_details(hyperopt) -> None: - hyperopt.config["spaces"] = ["buy"] - res = hyperopt._get_no_optimize_details() + hyperopt.hyperopter.config["spaces"] = ["buy"] + res = hyperopt.hyperopter._get_no_optimize_details() assert isinstance(res, dict) assert "trailing" in res assert res["trailing"]["trailing_stop"] is False @@ -333,9 +338,11 @@ def test_params_no_optimize_details(hyperopt) -> None: def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None: - dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") + dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") - mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) + mocker.patch( + "freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5 + ) mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch( @@ -343,7 +350,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None: MagicMock(return_value=(MagicMock(), None)), ) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), ) # Dummy-reduce points to ensure scikit-learn is forced to generate new values @@ -367,8 +374,8 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None: del hyperopt_conf["timeframe"] hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() - hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock() + hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -379,10 +386,12 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None: # Should be called for historical candle data assert dumper.call_count == 1 assert dumper2.call_count == 1 - assert hasattr(hyperopt.backtesting.strategy, "advise_exit") - assert hasattr(hyperopt.backtesting.strategy, "advise_entry") - assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] - assert hasattr(hyperopt.backtesting, "_position_stacking") + assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_exit") + assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_entry") + assert ( + hyperopt.hyperopter.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] + ) + assert hasattr(hyperopt.hyperopter.backtesting, "_position_stacking") def test_hyperopt_format_results(hyperopt): @@ -461,7 +470,7 @@ def test_hyperopt_format_results(hyperopt): def test_populate_indicators(hyperopt, testdatadir) -> None: data = load_data(testdatadir, "1m", ["UNITTEST/BTC"], fill_up_missing=True) - dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data) + dataframes = hyperopt.hyperopter.backtesting.strategy.advise_all_indicators(data) dataframe = dataframes["UNITTEST/BTC"] # Check if some indicators are generated. We will not test all of them @@ -522,16 +531,19 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None: } mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.Backtesting.backtest", return_value=backtest_result + "freqtrade.optimize.hyperopt.hyperopt_optimizer.Backtesting.backtest", + return_value=backtest_result, ) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", return_value=(dt_utc(2017, 12, 10), dt_utc(2017, 12, 13)), ) patch_exchange(mocker) mocker.patch.object(Path, "open") mocker.patch("freqtrade.configuration.config_validation.validate_config_schema") - mocker.patch("freqtrade.optimize.hyperopt.hyperopt.load", return_value={"XRP/BTC": None}) + mocker.patch( + "freqtrade.optimize.hyperopt.hyperopt_optimizer.load", return_value={"XRP/BTC": None} + ) optimizer_param = { "buy_plusdi": 0.02, @@ -591,10 +603,12 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None: } hyperopt = Hyperopt(hyperopt_conf) - hyperopt.min_date = dt_utc(2017, 12, 10) - hyperopt.max_date = dt_utc(2017, 12, 13) - hyperopt.init_spaces() - generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values())) + hyperopt.hyperopter.min_date = dt_utc(2017, 12, 10) + hyperopt.hyperopter.max_date = dt_utc(2017, 12, 13) + hyperopt.hyperopter.init_spaces() + generate_optimizer_value = hyperopt.hyperopter.generate_optimizer( + list(optimizer_param.values()) + ) assert generate_optimizer_value == response_expected @@ -614,17 +628,19 @@ def test_clean_hyperopt(mocker, hyperopt_conf, caplog): def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None: - dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") + dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") - mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) + mocker.patch( + "freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5 + ) mocker.patch( "freqtrade.optimize.backtesting.Backtesting.load_bt_data", MagicMock(return_value=(MagicMock(), None)), ) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), ) @@ -660,8 +676,8 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None: ) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() - hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock() + hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -679,16 +695,18 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None: def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None: - dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") + dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") - mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) + mocker.patch( + "freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5 + ) mocker.patch( "freqtrade.optimize.backtesting.Backtesting.load_bt_data", MagicMock(return_value=(MagicMock(), None)), ) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), ) @@ -716,8 +734,8 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None: hyperopt_conf.update({"print_json": True}) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() - hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock() + hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -734,16 +752,18 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None: def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None: - dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") + dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") - mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) + mocker.patch( + "freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5 + ) mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch( "freqtrade.optimize.backtesting.Backtesting.load_bt_data", MagicMock(return_value=(MagicMock(), None)), ) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), ) @@ -772,8 +792,8 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None: ) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() - hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock() + hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -787,16 +807,18 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None: def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None: - dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") + dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") - mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) + mocker.patch( + "freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5 + ) mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch( "freqtrade.optimize.backtesting.Backtesting.load_bt_data", MagicMock(return_value=(MagicMock(), None)), ) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), ) @@ -818,8 +840,8 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non hyperopt_conf.update({"spaces": "roi stoploss"}) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() - hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock() + hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -830,21 +852,23 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non assert dumper.call_count == 1 assert dumper2.call_count == 1 - assert hasattr(hyperopt.backtesting.strategy, "advise_exit") - assert hasattr(hyperopt.backtesting.strategy, "advise_entry") - assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] - assert hasattr(hyperopt.backtesting, "_position_stacking") + assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_exit") + assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_entry") + assert ( + hyperopt.hyperopter.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] + ) + assert hasattr(hyperopt.hyperopter.backtesting, "_position_stacking") def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None: - mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump", MagicMock()) + mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump", MagicMock()) mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch( "freqtrade.optimize.backtesting.Backtesting.load_bt_data", MagicMock(return_value=(MagicMock(), None)), ) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), ) @@ -862,30 +886,32 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None: ) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() - hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock() + hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) with pytest.raises(OperationalException, match=r"The 'protection' space is included into *"): - hyperopt.init_spaces() + hyperopt.hyperopter.init_spaces() hyperopt.config["hyperopt_ignore_missing_space"] = True caplog.clear() - hyperopt.init_spaces() + hyperopt.hyperopter.init_spaces() assert log_has_re(r"The 'protection' space is included into *", caplog) - assert hyperopt.protection_space == [] + assert hyperopt.hyperopter.protection_space == [] def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None: - dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") + dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") - mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) + mocker.patch( + "freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5 + ) mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch( "freqtrade.optimize.backtesting.Backtesting.load_bt_data", MagicMock(return_value=(MagicMock(), None)), ) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), ) @@ -907,8 +933,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None: hyperopt_conf.update({"spaces": "buy"}) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() - hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock() + hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -919,23 +945,27 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None: assert dumper.called assert dumper.call_count == 1 assert dumper2.call_count == 1 - assert hasattr(hyperopt.backtesting.strategy, "advise_exit") - assert hasattr(hyperopt.backtesting.strategy, "advise_entry") - assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] - assert hasattr(hyperopt.backtesting, "_position_stacking") + assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_exit") + assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_entry") + assert ( + hyperopt.hyperopter.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] + ) + assert hasattr(hyperopt.hyperopter.backtesting, "_position_stacking") def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None: - dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") + dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") - mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) + mocker.patch( + "freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5 + ) mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch( "freqtrade.optimize.backtesting.Backtesting.load_bt_data", MagicMock(return_value=(MagicMock(), None)), ) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), ) @@ -961,8 +991,8 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None: ) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() - hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock() + hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -973,10 +1003,12 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None: assert dumper.called assert dumper.call_count == 1 assert dumper2.call_count == 1 - assert hasattr(hyperopt.backtesting.strategy, "advise_exit") - assert hasattr(hyperopt.backtesting.strategy, "advise_entry") - assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] - assert hasattr(hyperopt.backtesting, "_position_stacking") + assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_exit") + assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_entry") + assert ( + hyperopt.hyperopter.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] + ) + assert hasattr(hyperopt.hyperopter.backtesting, "_position_stacking") @pytest.mark.parametrize( @@ -988,14 +1020,14 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None: ], ) def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None: - mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump", MagicMock()) + mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump", MagicMock()) mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch( "freqtrade.optimize.backtesting.Backtesting.load_bt_data", MagicMock(return_value=(MagicMock(), None)), ) mocker.patch( - "freqtrade.optimize.hyperopt.hyperopt.get_timerange", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange", MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), ) mocker.patch( @@ -1008,8 +1040,8 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None: hyperopt_conf.update({"spaces": space}) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() - hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock() + hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) with pytest.raises(OperationalException, match=f"The '{space}' space is included into *"): hyperopt.start() @@ -1031,32 +1063,33 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmp_path, fee) -> None } ) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0) - assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) - assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter) - assert hyperopt.backtesting.strategy.bot_started is True - assert hyperopt.backtesting.strategy.bot_loop_started is False + opt = hyperopt.hyperopter + opt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0) + assert isinstance(opt.custom_hyperopt, HyperOptAuto) + assert isinstance(opt.backtesting.strategy.buy_rsi, IntParameter) + assert opt.backtesting.strategy.bot_started is True + assert opt.backtesting.strategy.bot_loop_started is False - assert hyperopt.backtesting.strategy.buy_rsi.in_space is True - assert hyperopt.backtesting.strategy.buy_rsi.value == 35 - assert hyperopt.backtesting.strategy.sell_rsi.value == 74 - assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30 - assert hyperopt.backtesting.strategy.max_open_trades == 1 - buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range + assert opt.backtesting.strategy.buy_rsi.in_space is True + assert opt.backtesting.strategy.buy_rsi.value == 35 + assert opt.backtesting.strategy.sell_rsi.value == 74 + assert opt.backtesting.strategy.protection_cooldown_lookback.value == 30 + assert opt.backtesting.strategy.max_open_trades == 1 + buy_rsi_range = opt.backtesting.strategy.buy_rsi.range assert isinstance(buy_rsi_range, range) # Range from 0 - 50 (inclusive) assert len(list(buy_rsi_range)) == 51 hyperopt.start() # All values should've changed. - assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value != 30 - assert hyperopt.backtesting.strategy.buy_rsi.value != 35 - assert hyperopt.backtesting.strategy.sell_rsi.value != 74 - assert hyperopt.backtesting.strategy.max_open_trades != 1 + assert opt.backtesting.strategy.protection_cooldown_lookback.value != 30 + assert opt.backtesting.strategy.buy_rsi.value != 35 + assert opt.backtesting.strategy.sell_rsi.value != 74 + assert opt.backtesting.strategy.max_open_trades != 1 - hyperopt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: "ET1" + opt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: "ET1" with pytest.raises(OperationalException, match="Estimator ET1 not supported."): - hyperopt.get_optimizer([], 2) + opt.get_optimizer(2, 42, 2, 2) @pytest.mark.filterwarnings("ignore::DeprecationWarning") @@ -1082,21 +1115,22 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmp_path } ) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0 - hyperopt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 0.00001 - hyperopt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0 - hyperopt.backtesting.exchange._markets = get_markets() + opt = hyperopt.hyperopter + opt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0 + opt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 0.00001 + opt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0 + opt.backtesting.exchange._markets = get_markets() - assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) - assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter) - assert hyperopt.backtesting.strategy.bot_started is True - assert hyperopt.backtesting.strategy.bot_loop_started is False + assert isinstance(opt.custom_hyperopt, HyperOptAuto) + assert isinstance(opt.backtesting.strategy.buy_rsi, IntParameter) + assert opt.backtesting.strategy.bot_started is True + assert opt.backtesting.strategy.bot_loop_started is False - assert hyperopt.backtesting.strategy.buy_rsi.in_space is True - assert hyperopt.backtesting.strategy.buy_rsi.value == 35 - assert hyperopt.backtesting.strategy.sell_rsi.value == 74 - assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30 - buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range + assert opt.backtesting.strategy.buy_rsi.in_space is True + assert opt.backtesting.strategy.buy_rsi.value == 35 + assert opt.backtesting.strategy.sell_rsi.value == 74 + assert opt.backtesting.strategy.protection_cooldown_lookback.value == 30 + buy_rsi_range = opt.backtesting.strategy.buy_rsi.range assert isinstance(buy_rsi_range, range) # Range from 0 - 50 (inclusive) assert len(list(buy_rsi_range)) == 51 @@ -1120,7 +1154,7 @@ def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmp_path, fe } ) go = mocker.patch( - "freqtrade.optimize.hyperopt.Hyperopt.generate_optimizer", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer.generate_optimizer", return_value={ "loss": 0.05, "results_explanation": "foo result", @@ -1129,17 +1163,18 @@ def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmp_path, fe }, ) hyperopt = Hyperopt(hyperopt_conf) - hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0) - assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) - assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter) - assert hyperopt.backtesting.strategy.bot_loop_started is False - assert hyperopt.backtesting.strategy.bot_started is True + opt = hyperopt.hyperopter + opt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0) + assert isinstance(opt.custom_hyperopt, HyperOptAuto) + assert isinstance(opt.backtesting.strategy.buy_rsi, IntParameter) + assert opt.backtesting.strategy.bot_loop_started is False + assert opt.backtesting.strategy.bot_started is True - assert hyperopt.backtesting.strategy.buy_rsi.in_space is True - assert hyperopt.backtesting.strategy.buy_rsi.value == 35 - assert hyperopt.backtesting.strategy.sell_rsi.value == 74 - assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30 - buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range + assert opt.backtesting.strategy.buy_rsi.in_space is True + assert opt.backtesting.strategy.buy_rsi.value == 35 + assert opt.backtesting.strategy.sell_rsi.value == 74 + assert opt.backtesting.strategy.protection_cooldown_lookback.value == 30 + buy_rsi_range = opt.backtesting.strategy.buy_rsi.range assert isinstance(buy_rsi_range, range) # Range from 0 - 50 (inclusive) assert len(list(buy_rsi_range)) == 51 @@ -1183,17 +1218,17 @@ def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmp_path, ) hyperopt = Hyperopt(hyperopt_conf) mocker.patch( - "freqtrade.optimize.hyperopt.Hyperopt._get_params_dict", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer._get_params_dict", return_value={"max_open_trades": -1}, ) - assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) + assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto) - assert hyperopt.backtesting.strategy.max_open_trades == 1 + assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 1 hyperopt.start() - assert hyperopt.backtesting.strategy.max_open_trades == 1 + assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 1 def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> None: @@ -1212,11 +1247,11 @@ def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> N ) hyperopt = Hyperopt(hyperopt_conf) mocker.patch( - "freqtrade.optimize.hyperopt.Hyperopt._get_params_dict", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer._get_params_dict", return_value={"max_open_trades": -1}, ) - assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) + assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto) hyperopt.start() @@ -1231,11 +1266,11 @@ def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> N hyperopt = Hyperopt(hyperopt_conf) mocker.patch( - "freqtrade.optimize.hyperopt.Hyperopt._get_params_dict", + "freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer._get_params_dict", return_value={"max_open_trades": -1}, ) - assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) + assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto) hyperopt.start() @@ -1266,9 +1301,9 @@ def test_max_open_trades_consistency(mocker, hyperopt_conf, tmp_path, fee) -> No ) hyperopt = Hyperopt(hyperopt_conf) - assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) + assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto) - hyperopt.custom_hyperopt.max_open_trades_space = lambda: [ + hyperopt.hyperopter.custom_hyperopt.max_open_trades_space = lambda: [ Integer(1, 10, name="max_open_trades") ] @@ -1286,11 +1321,13 @@ def test_max_open_trades_consistency(mocker, hyperopt_conf, tmp_path, fee) -> No return wrapper - hyperopt.backtesting.wallets._calculate_unlimited_stake_amount = stake_amount_interceptor( - hyperopt.backtesting.wallets._calculate_unlimited_stake_amount + hyperopt.hyperopter.backtesting.wallets._calculate_unlimited_stake_amount = ( + stake_amount_interceptor( + hyperopt.hyperopter.backtesting.wallets._calculate_unlimited_stake_amount + ) ) hyperopt.start() - assert hyperopt.backtesting.strategy.max_open_trades == 8 + assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 8 assert hyperopt.config["max_open_trades"] == 8