freqtrade_origin/freqtrade/tests/optimize/test_hyperopt.py
2017-12-28 06:39:56 +02:00

80 lines
2.3 KiB
Python

# pragma pylint: disable=missing-docstring,W0212,C0103
from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \
log_results
def test_loss_calculation_prefer_correct_trade_count():
correct = calculate_loss(1, TARGET_TRADES)
over = calculate_loss(1, TARGET_TRADES + 100)
under = calculate_loss(1, TARGET_TRADES - 100)
assert over > correct
assert under > correct
def test_loss_calculation_has_limited_profit():
correct = calculate_loss(EXPECTED_MAX_PROFIT, TARGET_TRADES)
over = calculate_loss(EXPECTED_MAX_PROFIT * 2, TARGET_TRADES)
under = calculate_loss(EXPECTED_MAX_PROFIT / 2, TARGET_TRADES)
assert over == correct
assert under > correct
def create_trials(mocker):
return mocker.Mock(
results=[{
'loss': 1,
'result': 'foo'
}]
)
def test_start_calls_fmin(mocker):
mocker.patch('freqtrade.optimize.hyperopt.Trials', return_value=create_trials(mocker))
mocker.patch('freqtrade.optimize.preprocess')
mocker.patch('freqtrade.optimize.load_data')
mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False)
start(args)
mock_fmin.assert_called_once()
def test_start_uses_mongotrials(mocker):
mock_mongotrials = mocker.patch('freqtrade.optimize.hyperopt.MongoTrials',
return_value=create_trials(mocker))
mocker.patch('freqtrade.optimize.preprocess')
mocker.patch('freqtrade.optimize.load_data')
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True)
start(args)
mock_mongotrials.assert_called_once()
def test_log_results_if_loss_improves(mocker):
logger = mocker.patch('freqtrade.optimize.hyperopt.logger.info')
global CURRENT_BEST_LOSS
CURRENT_BEST_LOSS = 2
log_results({
'loss': 1,
'current_tries': 1,
'total_tries': 2,
'result': 'foo'
})
logger.assert_called_once()
def test_no_log_if_loss_does_not_improve(mocker):
logger = mocker.patch('freqtrade.optimize.hyperopt.logger.info')
global CURRENT_BEST_LOSS
CURRENT_BEST_LOSS = 2
log_results({
'loss': 3,
})
assert not logger.called