import logging import re from pathlib import Path from typing import Dict, List import numpy as np import pytest import rapidjson from freqtrade.constants import FTHYPT_FILEVERSION from freqtrade.exceptions import OperationalException from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer from tests.conftest import CURRENT_TEST_STRATEGY, log_has, log_has_re # Functions for recurrent object patching def create_results() -> List[Dict]: return [{"loss": 1, "result": "foo", "params": {}, "is_best": True}] def test_save_results_saves_epochs(hyperopt, tmp_path, caplog) -> None: hyperopt.results_file = tmp_path / "ut_results.fthypt" hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {}) assert log_has_re("Hyperopt file .* not found.", caplog) assert hyperopt_epochs == ([], 0) # Test writing to temp dir and reading again epochs = create_results() caplog.set_level(logging.DEBUG) for epoch in epochs: hyperopt._save_result(epoch) assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog) hyperopt._save_result(epochs[0]) assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog) hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {}) assert len(hyperopt_epochs) == 2 assert hyperopt_epochs[1] == 2 assert len(hyperopt_epochs[0]) == 2 result_gen = HyperoptTools._read_results(hyperopt.results_file, 1) epoch = next(result_gen) assert len(epoch) == 1 assert epoch[0] == epochs[0] epoch = next(result_gen) assert len(epoch) == 1 epoch = next(result_gen) assert len(epoch) == 0 with pytest.raises(StopIteration): next(result_gen) def test_load_previous_results2(mocker, testdatadir, caplog) -> None: results_file = testdatadir / "hyperopt_results_SampleStrategy.pickle" with pytest.raises( OperationalException, match=r"Legacy hyperopt results are no longer supported.*" ): HyperoptTools.load_filtered_results(results_file, {}) @pytest.mark.parametrize( "spaces, expected_results", [ ( ["buy"], { "buy": True, "sell": False, "roi": False, "stoploss": False, "trailing": False, "protection": False, "trades": False, }, ), ( ["sell"], { "buy": False, "sell": True, "roi": False, "stoploss": False, "trailing": False, "protection": False, "trades": False, }, ), ( ["roi"], { "buy": False, "sell": False, "roi": True, "stoploss": False, "trailing": False, "protection": False, "trades": False, }, ), ( ["stoploss"], { "buy": False, "sell": False, "roi": False, "stoploss": True, "trailing": False, "protection": False, "trades": False, }, ), ( ["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): for s in ["buy", "sell", "roi", "stoploss", "trailing", "protection", "trades"]: hyperopt_conf.update({"spaces": spaces}) assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s] def test_show_epoch_details(capsys): test_result = { "params_details": { "trailing": { "trailing_stop": True, "trailing_stop_positive": 0.02, "trailing_stop_positive_offset": 0.04, "trailing_only_offset_is_reached": True, }, "roi": {0: 0.18, 90: 0.14, 225: 0.05, 430: 0}, }, "results_explanation": "foo result", "is_initial_point": False, "total_profit": 0, "current_epoch": 2, # This starts from 1 (in a human-friendly manner) "is_best": True, } HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True) captured = capsys.readouterr() assert "# Trailing stop:" in captured.out # re.match(r"Pairs for .*", captured.out) assert re.search(r"^\s+trailing_stop = True$", captured.out, re.MULTILINE) assert re.search(r"^\s+trailing_stop_positive = 0.02$", captured.out, re.MULTILINE) assert re.search(r"^\s+trailing_stop_positive_offset = 0.04$", captured.out, re.MULTILINE) assert re.search(r"^\s+trailing_only_offset_is_reached = True$", captured.out, re.MULTILINE) assert "# ROI table:" in captured.out assert re.search(r"^\s+minimal_roi = \{$", captured.out, re.MULTILINE) assert re.search(r"^\s+\"90\"\:\s0.14,\s*$", captured.out, re.MULTILINE) def test__pprint_dict(): params = {"buy_std": 1.2, "buy_rsi": 31, "buy_enable": True, "buy_what": "asdf"} non_params = {"buy_notoptimied": 55} x = HyperoptTools._pprint_dict(params, non_params) assert ( x == """{ "buy_std": 1.2, "buy_rsi": 31, "buy_enable": True, "buy_what": "asdf", "buy_notoptimied": 55, # value loaded from strategy }""" ) def test_get_strategy_filename(default_conf, tmp_path): default_conf["user_data_dir"] = tmp_path x = HyperoptTools.get_strategy_filename(default_conf, "StrategyTestV3") assert isinstance(x, Path) assert x == Path(__file__).parents[1] / "strategy/strats/strategy_test_v3.py" x = HyperoptTools.get_strategy_filename(default_conf, "NonExistingStrategy") assert x is None def test_export_params(tmp_path): filename = tmp_path / f"{CURRENT_TEST_STRATEGY}.json" assert not filename.is_file() params = { "params_details": { "buy": {"buy_rsi": 30}, "sell": {"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": { "stoploss": -0.05, "trailing": { "trailing_stop": False, "trailing_stop_positive": 0.05, "trailing_stop_positive_offset": 0.1, "trailing_only_offset_is_reached": True, }, }, } HyperoptTools.export_params(params, CURRENT_TEST_STRATEGY, filename) assert filename.is_file() with filename.open("r") as f: content = rapidjson.load(f) assert content["strategy_name"] == CURRENT_TEST_STRATEGY assert "params" in content assert "buy" in content["params"] assert "sell" in content["params"] assert "roi" in content["params"] assert "stoploss" in content["params"] assert "trailing" in content["params"] assert "max_open_trades" in content["params"] def test_try_export_params(default_conf, tmp_path, caplog, mocker): default_conf["disableparamexport"] = False default_conf["user_data_dir"] = tmp_path export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params") filename = tmp_path / f"{CURRENT_TEST_STRATEGY}.json" assert not filename.is_file() params = { "params_details": { "buy": {"buy_rsi": 30}, "sell": {"sell_rsi": 70}, "roi": {"0": 0.528, "346": 0.08499, "507": 0.049, "1595": 0}, }, "params_not_optimized": { "stoploss": -0.05, "trailing": { "trailing_stop": False, "trailing_stop_positive": 0.05, "trailing_stop_positive_offset": 0.1, "trailing_only_offset_is_reached": True, }, }, FTHYPT_FILEVERSION: 2, } HyperoptTools.try_export_params(default_conf, "StrategyTestVXXX", params) assert log_has("Strategy not found, not exporting parameter file.", caplog) assert export_mock.call_count == 0 caplog.clear() HyperoptTools.try_export_params(default_conf, CURRENT_TEST_STRATEGY, params) 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][2].name == "strategy_test_v3.json" def test_params_print(capsys): params = { "buy": {"buy_rsi": 30}, "sell": {"sell_rsi": 70}, } non_optimized = { "buy": {"buy_adx": 44}, "sell": {"sell_adx": 65}, "stoploss": { "stoploss": -0.05, }, "roi": { "0": 0.05, "20": 0.01, }, "trailing": { "trailing_stop": False, "trailing_stop_positive": 0.05, "trailing_stop_positive_offset": 0.1, "trailing_only_offset_is_reached": True, }, "max_open_trades": {"max_open_trades": 5}, } HyperoptTools._params_pretty_print(params, "buy", "No header", non_optimized) captured = capsys.readouterr() assert re.search("# No header", captured.out) assert re.search('"buy_rsi": 30,\n', captured.out) assert re.search('"buy_adx": 44, # value loaded.*\n', captured.out) assert not re.search("sell", captured.out) HyperoptTools._params_pretty_print(params, "sell", "Sell Header", non_optimized) captured = capsys.readouterr() assert re.search("# Sell Header", captured.out) assert re.search('"sell_rsi": 70,\n', captured.out) assert re.search('"sell_adx": 65, # value loaded.*\n', captured.out) HyperoptTools._params_pretty_print(params, "roi", "ROI Table:", non_optimized) captured = capsys.readouterr() assert re.search("# ROI Table: # value loaded.*\n", captured.out) assert re.search("minimal_roi = {\n", captured.out) assert re.search('"20": 0.01\n', captured.out) HyperoptTools._params_pretty_print(params, "trailing", "Trailing stop:", non_optimized) captured = capsys.readouterr() assert re.search("# Trailing stop:", 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_offset = 0.1 # value loaded.*\n", captured.out) assert re.search("trailing_only_offset_is_reached = True # value loaded.*\n", captured.out) HyperoptTools._params_pretty_print(params, "max_open_trades", "Max Open Trades:", non_optimized) captured = capsys.readouterr() assert re.search("# Max Open Trades:", captured.out) assert re.search("max_open_trades = 5 # value loaded.*\n", captured.out) def test_hyperopt_serializer(): assert isinstance(hyperopt_serializer(np.int_(5)), int) assert isinstance(hyperopt_serializer(np.bool_(True)), bool) assert isinstance(hyperopt_serializer(np.bool_(False)), bool)