freqtrade_origin/tests/optimize/conftest.py
2024-05-13 07:10:24 +02:00

71 lines
2.0 KiB
Python

from copy import deepcopy
from datetime import datetime
from pathlib import Path
import pandas as pd
import pytest
from freqtrade.enums import ExitType, RunMode
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.optimize.hyperopt import Hyperopt
from tests.conftest import patch_exchange
@pytest.fixture(scope="function")
def hyperopt_conf(default_conf):
hyperconf = deepcopy(default_conf)
hyperconf.update(
{
"datadir": Path(default_conf["datadir"]),
"runmode": RunMode.HYPEROPT,
"strategy": "HyperoptableStrategy",
"hyperopt_loss": "ShortTradeDurHyperOptLoss",
"hyperopt_path": str(Path(__file__).parent / "hyperopts"),
"epochs": 1,
"timerange": None,
"spaces": ["default"],
"hyperopt_jobs": 1,
"hyperopt_min_trades": 1,
}
)
return hyperconf
@pytest.fixture(autouse=True)
def backtesting_cleanup():
yield None
Backtesting.cleanup()
@pytest.fixture(scope="function")
def hyperopt(hyperopt_conf, mocker):
patch_exchange(mocker)
return Hyperopt(hyperopt_conf)
@pytest.fixture(scope="function")
def hyperopt_results():
return pd.DataFrame(
{
"pair": ["ETH/USDT", "ETH/USDT", "ETH/USDT", "ETH/USDT"],
"profit_ratio": [-0.1, 0.2, -0.12, 0.3],
"profit_abs": [-0.2, 0.4, -0.21, 0.6],
"trade_duration": [10, 30, 10, 10],
"amount": [0.1, 0.1, 0.1, 0.1],
"exit_reason": [ExitType.STOP_LOSS, ExitType.ROI, ExitType.STOP_LOSS, ExitType.ROI],
"open_date": [
datetime(2019, 1, 1, 9, 15, 0),
datetime(2019, 1, 2, 8, 55, 0),
datetime(2019, 1, 3, 9, 15, 0),
datetime(2019, 1, 4, 9, 15, 0),
],
"close_date": [
datetime(2019, 1, 1, 9, 25, 0),
datetime(2019, 1, 2, 9, 25, 0),
datetime(2019, 1, 3, 9, 25, 0),
datetime(2019, 1, 4, 9, 25, 0),
],
}
)