mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
52 lines
1.5 KiB
Python
52 lines
1.5 KiB
Python
from copy import deepcopy
|
|
from datetime import datetime
|
|
from pathlib import Path
|
|
|
|
import pandas as pd
|
|
import pytest
|
|
|
|
from freqtrade.optimize.hyperopt import Hyperopt
|
|
from freqtrade.strategy.interface import SellType
|
|
from tests.conftest import patch_exchange
|
|
|
|
|
|
@pytest.fixture(scope='function')
|
|
def hyperopt_conf(default_conf):
|
|
hyperconf = deepcopy(default_conf)
|
|
hyperconf.update({
|
|
'hyperopt': 'DefaultHyperOpt',
|
|
'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
|
|
'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
|
|
'epochs': 1,
|
|
'timerange': None,
|
|
'spaces': ['default'],
|
|
'hyperopt_jobs': 1,
|
|
})
|
|
return hyperconf
|
|
|
|
|
|
@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/BTC', 'ETH/BTC', 'ETH/BTC'],
|
|
'profit_percent': [-0.1, 0.2, 0.3],
|
|
'profit_abs': [-0.2, 0.4, 0.6],
|
|
'trade_duration': [10, 30, 10],
|
|
'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI],
|
|
'close_date':
|
|
[
|
|
datetime(2019, 1, 1, 9, 26, 3, 478039),
|
|
datetime(2019, 2, 1, 9, 26, 3, 478039),
|
|
datetime(2019, 3, 1, 9, 26, 3, 478039)
|
|
]
|
|
}
|
|
)
|