mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
231 lines
7.9 KiB
Python
231 lines
7.9 KiB
Python
# pragma pylint: disable=missing-docstring,W0212,C0103
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from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \
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log_results, save_trials, read_trials
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def test_loss_calculation_prefer_correct_trade_count():
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correct = calculate_loss(1, TARGET_TRADES, 20)
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over = calculate_loss(1, TARGET_TRADES + 100, 20)
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under = calculate_loss(1, TARGET_TRADES - 100, 20)
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assert over > correct
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assert under > correct
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def test_loss_calculation_prefer_shorter_trades():
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shorter = calculate_loss(1, 100, 20)
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longer = calculate_loss(1, 100, 30)
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assert shorter < longer
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def test_loss_calculation_has_limited_profit():
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correct = calculate_loss(EXPECTED_MAX_PROFIT, TARGET_TRADES, 20)
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over = calculate_loss(EXPECTED_MAX_PROFIT * 2, TARGET_TRADES, 20)
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under = calculate_loss(EXPECTED_MAX_PROFIT / 2, TARGET_TRADES, 20)
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assert over == correct
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assert under > correct
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def create_trials(mocker):
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"""
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When creating trials, mock the hyperopt Trials so that *by default*
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- we don't create any pickle'd files in the filesystem
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- we might have a pickle'd file so make sure that we return
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false when looking for it
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"""
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mocker.patch('freqtrade.optimize.hyperopt.TRIALS_FILE',
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return_value='freqtrade/tests/optimize/ut_trials.pickle')
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mocker.patch('freqtrade.optimize.hyperopt.os.path.exists',
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return_value=False)
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mocker.patch('freqtrade.optimize.hyperopt.save_trials',
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return_value=None)
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mocker.patch('freqtrade.optimize.hyperopt.read_trials',
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return_value=None)
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mocker.patch('freqtrade.optimize.hyperopt.os.remove',
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return_value=True)
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return mocker.Mock(
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results=[{
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'loss': 1,
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'result': 'foo',
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'status': 'ok'
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}],
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best_trial={'misc': {'vals': {'adx': 999}}}
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)
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def test_start_calls_fmin(mocker):
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trials = create_trials(mocker)
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mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
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mocker.patch('freqtrade.optimize.hyperopt.TRIALS', return_value=trials)
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mocker.patch('freqtrade.optimize.hyperopt.sorted',
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return_value=trials.results)
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mocker.patch('freqtrade.optimize.preprocess')
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mocker.patch('freqtrade.optimize.load_data')
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mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
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args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False,
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timerange=None)
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start(args)
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mock_fmin.assert_called_once()
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def test_start_uses_mongotrials(mocker):
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mock_mongotrials = mocker.patch('freqtrade.optimize.hyperopt.MongoTrials',
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return_value=create_trials(mocker))
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mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
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mocker.patch('freqtrade.optimize.load_data')
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mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
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args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True,
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timerange=None)
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start(args)
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mock_mongotrials.assert_called_once()
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def test_log_results_if_loss_improves(mocker):
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logger = mocker.patch('freqtrade.optimize.hyperopt.logger.info')
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global CURRENT_BEST_LOSS
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CURRENT_BEST_LOSS = 2
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log_results({
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'loss': 1,
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'current_tries': 1,
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'total_tries': 2,
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'result': 'foo'
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})
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logger.assert_called_once()
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def test_no_log_if_loss_does_not_improve(mocker):
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logger = mocker.patch('freqtrade.optimize.hyperopt.logger.info')
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global CURRENT_BEST_LOSS
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CURRENT_BEST_LOSS = 2
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log_results({
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'loss': 3,
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})
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assert not logger.called
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def test_fmin_best_results(mocker, caplog):
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fmin_result = {
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"macd_below_zero": 0,
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"adx": 1,
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"adx-value": 15.0,
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"fastd": 1,
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"fastd-value": 40.0,
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"green_candle": 1,
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"mfi": 0,
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"over_sar": 0,
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"rsi": 1,
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"rsi-value": 37.0,
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"trigger": 2,
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"uptrend_long_ema": 1,
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"uptrend_short_ema": 0,
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"uptrend_sma": 0,
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"stoploss": -0.1,
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}
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mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
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mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
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mocker.patch('freqtrade.optimize.load_data')
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mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
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args = mocker.Mock(epochs=1, config='config.json.example',
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timerange=None)
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start(args)
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exists = [
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'Best parameters',
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'"adx": {\n "enabled": true,\n "value": 15.0\n },',
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'"green_candle": {\n "enabled": true\n },',
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'"mfi": {\n "enabled": false\n },',
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'"trigger": {\n "type": "faststoch10"\n },',
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'"stoploss": -0.1',
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]
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for line in exists:
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assert line in caplog.text
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def test_fmin_throw_value_error(mocker, caplog):
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mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
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mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
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mocker.patch('freqtrade.optimize.load_data')
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mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
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args = mocker.Mock(epochs=1, config='config.json.example',
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timerange=None)
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start(args)
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exists = [
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'Best Result:',
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'Sorry, Hyperopt was not able to find good parameters. Please try with more epochs '
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'(param: -e).',
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]
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for line in exists:
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assert line in caplog.text
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def test_resuming_previous_hyperopt_results_succeeds(mocker):
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import freqtrade.optimize.hyperopt as hyperopt
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trials = create_trials(mocker)
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mocker.patch('freqtrade.optimize.hyperopt.TRIALS',
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return_value=trials)
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mocker.patch('freqtrade.optimize.hyperopt.os.path.exists',
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return_value=True)
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mocker.patch('freqtrade.optimize.hyperopt.len',
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return_value=len(trials.results))
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mock_read = mocker.patch('freqtrade.optimize.hyperopt.read_trials',
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return_value=trials)
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mock_save = mocker.patch('freqtrade.optimize.hyperopt.save_trials',
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return_value=None)
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mocker.patch('freqtrade.optimize.hyperopt.sorted',
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return_value=trials.results)
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mocker.patch('freqtrade.optimize.preprocess')
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mocker.patch('freqtrade.optimize.load_data')
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mocker.patch('freqtrade.optimize.hyperopt.fmin',
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return_value={})
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args = mocker.Mock(epochs=1,
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config='config.json.example',
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mongodb=False,
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timerange=None)
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start(args)
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mock_read.assert_called_once()
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mock_save.assert_called_once()
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current_tries = hyperopt._CURRENT_TRIES
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total_tries = hyperopt.TOTAL_TRIES
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assert current_tries == len(trials.results)
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assert total_tries == (current_tries + len(trials.results))
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def test_save_trials_saves_trials(mocker):
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trials = create_trials(mocker)
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mock_dump = mocker.patch('freqtrade.optimize.hyperopt.pickle.dump',
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return_value=None)
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trials_path = mocker.patch('freqtrade.optimize.hyperopt.TRIALS_FILE',
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return_value='ut_trials.pickle')
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mocker.patch('freqtrade.optimize.hyperopt.open',
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return_value=trials_path)
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save_trials(trials, trials_path)
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mock_dump.assert_called_once_with(trials, trials_path)
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def test_read_trials_returns_trials_file(mocker):
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trials = create_trials(mocker)
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mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load',
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return_value=trials)
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mock_open = mocker.patch('freqtrade.optimize.hyperopt.open',
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return_value=mock_load)
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assert read_trials() == trials
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mock_open.assert_called_once()
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mock_load.assert_called_once()
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