mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 20:23:57 +00:00
test: update hyperopt tests for new structure
This commit is contained in:
Matthias
parent
6719d9670d
commit
b6d1f9f754
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@ -222,7 +222,7 @@ def test_start_no_data(mocker, hyperopt_conf, tmp_path) -> None:
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patched_configuration_load_config_file(mocker, hyperopt_conf)
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mocker.patch("freqtrade.data.history.load_pair_history", MagicMock(return_value=pd.DataFrame))
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt.get_timerange",
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
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MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
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)
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@ -315,12 +315,17 @@ def test_roi_table_generation(hyperopt) -> None:
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"roi_p3": 3,
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}
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assert hyperopt.custom_hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
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assert hyperopt.hyperopter.custom_hyperopt.generate_roi_table(params) == {
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0: 6,
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15: 3,
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25: 1,
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30: 0,
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}
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def test_params_no_optimize_details(hyperopt) -> None:
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hyperopt.config["spaces"] = ["buy"]
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res = hyperopt._get_no_optimize_details()
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hyperopt.hyperopter.config["spaces"] = ["buy"]
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res = hyperopt.hyperopter._get_no_optimize_details()
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assert isinstance(res, dict)
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assert "trailing" in res
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assert res["trailing"]["trailing_stop"] is False
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@ -333,9 +338,11 @@ def test_params_no_optimize_details(hyperopt) -> None:
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def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump")
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
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dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
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)
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
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mocker.patch(
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@ -343,7 +350,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
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MagicMock(return_value=(MagicMock(), None)),
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)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt.get_timerange",
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
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MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
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)
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# Dummy-reduce points to ensure scikit-learn is forced to generate new values
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@ -367,8 +374,8 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
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del hyperopt_conf["timeframe"]
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hyperopt = Hyperopt(hyperopt_conf)
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hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.start()
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@ -379,10 +386,12 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
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# Should be called for historical candle data
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assert dumper.call_count == 1
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assert dumper2.call_count == 1
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assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
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assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
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assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"]
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assert hasattr(hyperopt.backtesting, "_position_stacking")
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assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_exit")
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assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_entry")
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assert (
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hyperopt.hyperopter.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"]
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)
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assert hasattr(hyperopt.hyperopter.backtesting, "_position_stacking")
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def test_hyperopt_format_results(hyperopt):
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@ -461,7 +470,7 @@ def test_hyperopt_format_results(hyperopt):
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def test_populate_indicators(hyperopt, testdatadir) -> None:
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data = load_data(testdatadir, "1m", ["UNITTEST/BTC"], fill_up_missing=True)
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dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
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dataframes = hyperopt.hyperopter.backtesting.strategy.advise_all_indicators(data)
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dataframe = dataframes["UNITTEST/BTC"]
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# Check if some indicators are generated. We will not test all of them
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@ -522,16 +531,19 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
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}
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt.Backtesting.backtest", return_value=backtest_result
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.Backtesting.backtest",
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return_value=backtest_result,
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)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt.get_timerange",
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
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return_value=(dt_utc(2017, 12, 10), dt_utc(2017, 12, 13)),
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)
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patch_exchange(mocker)
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mocker.patch.object(Path, "open")
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mocker.patch("freqtrade.configuration.config_validation.validate_config_schema")
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.load", return_value={"XRP/BTC": None})
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.load", return_value={"XRP/BTC": None}
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)
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optimizer_param = {
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"buy_plusdi": 0.02,
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@ -591,10 +603,12 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
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}
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hyperopt = Hyperopt(hyperopt_conf)
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hyperopt.min_date = dt_utc(2017, 12, 10)
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hyperopt.max_date = dt_utc(2017, 12, 13)
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hyperopt.init_spaces()
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generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
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hyperopt.hyperopter.min_date = dt_utc(2017, 12, 10)
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hyperopt.hyperopter.max_date = dt_utc(2017, 12, 13)
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hyperopt.hyperopter.init_spaces()
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generate_optimizer_value = hyperopt.hyperopter.generate_optimizer(
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list(optimizer_param.values())
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)
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assert generate_optimizer_value == response_expected
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@ -614,17 +628,19 @@ def test_clean_hyperopt(mocker, hyperopt_conf, caplog):
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def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump")
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
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dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
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)
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mocker.patch(
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"freqtrade.optimize.backtesting.Backtesting.load_bt_data",
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MagicMock(return_value=(MagicMock(), None)),
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)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt.get_timerange",
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
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MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
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)
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@ -660,8 +676,8 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
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)
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hyperopt = Hyperopt(hyperopt_conf)
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hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.start()
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@ -679,16 +695,18 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
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def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump")
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
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dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
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)
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mocker.patch(
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"freqtrade.optimize.backtesting.Backtesting.load_bt_data",
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MagicMock(return_value=(MagicMock(), None)),
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)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt.get_timerange",
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
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MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
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)
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@ -716,8 +734,8 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
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hyperopt_conf.update({"print_json": True})
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hyperopt = Hyperopt(hyperopt_conf)
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hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.start()
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@ -734,16 +752,18 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
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def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump")
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
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dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
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)
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
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mocker.patch(
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"freqtrade.optimize.backtesting.Backtesting.load_bt_data",
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MagicMock(return_value=(MagicMock(), None)),
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)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt.get_timerange",
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
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MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
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)
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@ -772,8 +792,8 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
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)
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hyperopt = Hyperopt(hyperopt_conf)
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hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.start()
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@ -787,16 +807,18 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
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def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump")
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
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dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
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)
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
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mocker.patch(
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"freqtrade.optimize.backtesting.Backtesting.load_bt_data",
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MagicMock(return_value=(MagicMock(), None)),
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)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt.get_timerange",
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
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MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
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)
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@ -818,8 +840,8 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
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hyperopt_conf.update({"spaces": "roi stoploss"})
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hyperopt = Hyperopt(hyperopt_conf)
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hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.start()
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@ -830,21 +852,23 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
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assert dumper.call_count == 1
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assert dumper2.call_count == 1
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assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
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assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
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assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"]
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assert hasattr(hyperopt.backtesting, "_position_stacking")
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assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_exit")
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assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_entry")
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assert (
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hyperopt.hyperopter.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"]
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)
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assert hasattr(hyperopt.hyperopter.backtesting, "_position_stacking")
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def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump", MagicMock())
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump", MagicMock())
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
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mocker.patch(
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"freqtrade.optimize.backtesting.Backtesting.load_bt_data",
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MagicMock(return_value=(MagicMock(), None)),
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)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt.get_timerange",
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
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MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
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)
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@ -862,30 +886,32 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
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)
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hyperopt = Hyperopt(hyperopt_conf)
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hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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with pytest.raises(OperationalException, match=r"The 'protection' space is included into *"):
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hyperopt.init_spaces()
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hyperopt.hyperopter.init_spaces()
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hyperopt.config["hyperopt_ignore_missing_space"] = True
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caplog.clear()
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hyperopt.init_spaces()
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hyperopt.hyperopter.init_spaces()
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assert log_has_re(r"The 'protection' space is included into *", caplog)
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assert hyperopt.protection_space == []
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assert hyperopt.hyperopter.protection_space == []
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def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump")
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dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
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dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
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)
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mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
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mocker.patch(
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"freqtrade.optimize.backtesting.Backtesting.load_bt_data",
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MagicMock(return_value=(MagicMock(), None)),
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)
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mocker.patch(
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"freqtrade.optimize.hyperopt.hyperopt.get_timerange",
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"freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
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MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
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)
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@ -907,8 +933,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
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hyperopt_conf.update({"spaces": "buy"})
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hyperopt = Hyperopt(hyperopt_conf)
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hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
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hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
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hyperopt.start()
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@ -919,23 +945,27 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
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assert dumper.called
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assert dumper.call_count == 1
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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
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user