mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
80 lines
2.3 KiB
Python
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
|