adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Rollback defaulting to DefaultHyperOptLoss

Browse Source
This commit is contained in:
hroff-1902
2019-10-11 23:33:22 +03:00
parent c4105436eb
commit 08e6d8a780
6 changed files with 11 additions and 42 deletions
Download Patch File Download Diff File Expand all files Collapse all files

33
tests/optimize/test_hyperopt.py
View File

@@ -28,7 +28,6 @@ def hyperopt(default_conf, mocker):
default_conf.update({
'spaces': ['all'],
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
})
patch_exchange(mocker)
return Hyperopt(default_conf)
@@ -75,7 +74,6 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
'hyperopt',
'--config', 'config.json',
'--customhyperopt', 'DefaultHyperOpts',
'--hyperopt-loss', 'DefaultHyperOptLoss',
]
config = setup_configuration(get_args(args), RunMode.HYPEROPT)
@@ -108,7 +106,6 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
'hyperopt',
'--config', 'config.json',
'--customhyperopt', 'DefaultHyperOpts',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--datadir', '/foo/bar',
'--ticker-interval', '1m',
'--timerange', ':100',
@@ -164,7 +161,6 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
MagicMock(return_value=hyperopts(default_conf))
)
default_conf.update({'hyperopt': 'DefaultHyperOpts'})
default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
x = HyperOptResolver(default_conf).hyperopt
assert not hasattr(x, 'populate_buy_trend')
assert not hasattr(x, 'populate_sell_trend')
@@ -197,7 +193,6 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
MagicMock(return_value=hl)
)
default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
x = HyperOptLossResolver(default_conf).hyperoptloss
assert hasattr(x, "hyperopt_loss_function")
@@ -209,16 +204,6 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
HyperOptLossResolver(default_conf).hyperopt
def test_hyperoptlossresolver_noname(default_conf):
default_conf.update({'hyperopt': 'DefaultHyperOpts'})
default_conf['hyperopt_loss'] = ''
with pytest.raises(OperationalException,
match="No Hyperopt Loss Function set. Please use "
"`--hyperopt-loss` to specify "
"the Hyperopt Loss Function class to use."):
HyperOptLossResolver(default_conf)
def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
start_mock = MagicMock()
patched_configuration_load_config_file(mocker, default_conf)
@@ -230,7 +215,6 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
'hyperopt',
'--config', 'config.json',
'--customhyperopt', 'DefaultHyperOpts',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--epochs', '5'
]
args = get_args(args)
@@ -249,7 +233,6 @@ def test_start(mocker, default_conf, caplog) -> None:
'hyperopt',
'--config', 'config.json',
'--customhyperopt', 'DefaultHyperOpts',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--epochs', '5'
]
args = get_args(args)
@@ -273,7 +256,6 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
'hyperopt',
'--config', 'config.json',
'--customhyperopt', 'DefaultHyperOpts',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--epochs', '5'
]
args = get_args(args)
@@ -292,7 +274,6 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
'hyperopt',
'--config', 'config.json',
'--customhyperopt', 'DefaultHyperOpts',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--epochs', '5'
]
args = get_args(args)
@@ -301,7 +282,6 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
hl = HyperOptLossResolver(default_conf).hyperoptloss
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
@@ -314,7 +294,6 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
resultsb = hyperopt_results.copy()
resultsb.loc[1, 'trade_duration'] = 20
default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
hl = HyperOptLossResolver(default_conf).hyperoptloss
longer = hl.hyperopt_loss_function(hyperopt_results, 100)
shorter = hl.hyperopt_loss_function(resultsb, 100)
@@ -327,7 +306,6 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
results_under = hyperopt_results.copy()
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
hl = HyperOptLossResolver(default_conf).hyperoptloss
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
over = hl.hyperopt_loss_function(results_over, 600)
@@ -448,7 +426,6 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@@ -554,7 +531,6 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
def test_generate_optimizer(mocker, default_conf) -> None:
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'timerange': None,
'spaces': 'all',
'hyperopt_min_trades': 1,
@@ -622,7 +598,6 @@ def test_clean_hyperopt(mocker, default_conf, caplog):
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@@ -640,7 +615,6 @@ def test_continue_hyperopt(mocker, default_conf, caplog):
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@@ -671,7 +645,6 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@@ -710,7 +683,6 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'epochs': 1,
'timerange': None,
'spaces': 'roi stoploss',
@@ -750,7 +722,6 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'epochs': 1,
'timerange': None,
'spaces': 'roi stoploss',
@@ -793,7 +764,6 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@@ -828,7 +798,6 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'epochs': 1,
'timerange': None,
'spaces': 'buy',
@@ -875,7 +844,6 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'epochs': 1,
'timerange': None,
'spaces': 'sell',
@@ -924,7 +892,6 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'hyperopt_loss': 'DefaultHyperOptLoss',
'epochs': 1,
'timerange': None,
'spaces': space,