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Merge branch 'develop' into align_userdata

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This commit is contained in:
Matthias
2019-08-18 15:00:12 +02:00
parent 2c5a499a8b 9005447590
commit 0a478bc0dc
63 changed files with 1517 additions and 941 deletions
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60
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -181,21 +181,18 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has(
'Using data directory: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog.record_tuples)
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'live' not in config
assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert not log_has('Parameter -l/--live detected ...', caplog)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
assert 'refresh_pairs' not in config
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
assert 'timerange' not in config
assert 'export' not in config
@@ -235,43 +232,31 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
assert 'datadir' in config
assert config['runmode'] == RunMode.BACKTEST
assert log_has(
'Using data directory: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog.record_tuples)
caplog)
assert 'live' in config
assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert log_has('Parameter -l/--live detected ...', caplog)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
assert log_has('Parameter --enable-position-stacking detected ...', caplog)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
assert log_has('Parameter --disable-max-market-positions detected ...', caplog)
assert log_has('max_open_trades set to unlimited ...', caplog)
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog.record_tuples
)
assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
assert 'export' in config
assert log_has(
'Parameter --export detected: {} ...'.format(config['export']),
caplog.record_tuples
)
assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
assert 'exportfilename' in config
assert log_has(
'Storing backtest results to {} ...'.format(config['exportfilename']),
caplog.record_tuples
)
assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
@@ -303,10 +288,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
]
args = get_args(args)
start_backtesting(args)
assert log_has(
'Starting freqtrade in Backtesting mode',
caplog.record_tuples
)
assert log_has('Starting freqtrade in Backtesting mode', caplog)
assert start_mock.call_count == 1
@@ -360,7 +342,7 @@ def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> No
with pytest.raises(OperationalException):
Backtesting(default_conf)
log_has("Ticker-interval needs to be set in either configuration "
"or as cli argument `--ticker-interval 5m`", caplog.record_tuples)
"or as cli argument `--ticker-interval 5m`", caplog)
def test_tickerdata_to_dataframe_bt(default_conf, mocker) -> None:
@@ -511,7 +493,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
'up to 2017-11-14T22:59:00+00:00 (0 days)..'
]
for line in exists:
assert log_has(line, caplog.record_tuples)
assert log_has(line, caplog)
def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
@@ -539,7 +521,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
backtesting.start()
# check the logs, that will contain the backtest result
assert log_has('No data found. Terminating.', caplog.record_tuples)
assert log_has('No data found. Terminating.', caplog)
def test_backtest(default_conf, fee, mocker) -> None:
@@ -876,7 +858,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
]
for line in exists:
assert log_has(line, caplog.record_tuples)
assert log_has(line, caplog)
@pytest.mark.filterwarnings("ignore:DEPRECATED")
@@ -936,4 +918,4 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
]
for line in exists:
assert log_has(line, caplog.record_tuples)
assert log_has(line, caplog)

28
freqtrade/tests/optimize/test_edge_cli.py
View File

@@ -29,15 +29,12 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has(
'Using data directory: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog.record_tuples)
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'refresh_pairs' not in config
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
assert 'timerange' not in config
assert 'stoploss_range' not in config
@@ -69,21 +66,15 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert config['runmode'] == RunMode.EDGE
assert log_has(
'Using data directory: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog.record_tuples)
caplog)
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog.record_tuples
)
assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
def test_start(mocker, fee, edge_conf, caplog) -> None:
@@ -100,10 +91,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
]
args = get_args(args)
start_edge(args)
assert log_has(
'Starting freqtrade in Edge mode',
caplog.record_tuples
)
assert log_has('Starting freqtrade in Edge mode', caplog)
assert start_mock.call_count == 1

154
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -82,21 +82,18 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has(
'Using data directory: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog.record_tuples)
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'live' not in config
assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert not log_has('Parameter -l/--live detected ...', caplog)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
assert 'refresh_pairs' not in config
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
assert 'timerange' not in config
assert 'runmode' in config
@@ -133,41 +130,32 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
assert 'datadir' in config
assert config['runmode'] == RunMode.HYPEROPT
assert log_has(
'Using data directory: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog.record_tuples)
caplog)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
assert log_has('Parameter --enable-position-stacking detected ...', caplog)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
assert log_has('Parameter --disable-max-market-positions detected ...', caplog)
assert log_has('max_open_trades set to unlimited ...', caplog)
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog.record_tuples
)
assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
assert 'epochs' in config
assert log_has('Parameter --epochs detected ... Will run Hyperopt with for 1000 epochs ...',
caplog.record_tuples)
caplog)
assert 'spaces' in config
assert log_has(
'Parameter -s/--spaces detected: {}'.format(config['spaces']),
caplog.record_tuples
)
assert log_has('Parameter -s/--spaces detected: {}'.format(config['spaces']), caplog)
assert 'print_all' in config
assert log_has('Parameter --print-all detected ...', caplog.record_tuples)
assert log_has('Parameter --print-all detected ...', caplog)
def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
@@ -184,9 +172,9 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
assert not hasattr(x, 'populate_buy_trend')
assert not hasattr(x, 'populate_sell_trend')
assert log_has("Custom Hyperopt does not provide populate_sell_trend. "
"Using populate_sell_trend from DefaultStrategy.", caplog.record_tuples)
"Using populate_sell_trend from DefaultStrategy.", caplog)
assert log_has("Custom Hyperopt does not provide populate_buy_trend. "
"Using populate_buy_trend from DefaultStrategy.", caplog.record_tuples)
"Using populate_buy_trend from DefaultStrategy.", caplog)
assert hasattr(x, "ticker_interval")
@@ -232,10 +220,7 @@ def test_start(mocker, default_conf, caplog) -> None:
import pprint
pprint.pprint(caplog.record_tuples)
assert log_has(
'Starting freqtrade in Hyperopt mode',
caplog.record_tuples
)
assert log_has('Starting freqtrade in Hyperopt mode', caplog)
assert start_mock.call_count == 1
@@ -260,7 +245,7 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
import pprint
pprint.pprint(caplog.record_tuples)
assert log_has('No data found. Terminating.', caplog.record_tuples)
assert log_has('No data found. Terminating.', caplog)
def test_start_failure(mocker, default_conf, caplog) -> None:
@@ -278,10 +263,7 @@ def test_start_failure(mocker, default_conf, caplog) -> None:
args = get_args(args)
with pytest.raises(DependencyException):
start_hyperopt(args)
assert log_has(
"Please don't use --strategy for hyperopt.",
caplog.record_tuples
)
assert log_has("Please don't use --strategy for hyperopt.", caplog)
def test_start_filelock(mocker, default_conf, caplog) -> None:
@@ -297,10 +279,7 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
]
args = get_args(args)
start_hyperopt(args)
assert log_has(
"Another running instance of freqtrade Hyperopt detected.",
caplog.record_tuples
)
assert log_has("Another running instance of freqtrade Hyperopt detected.", caplog)
def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
@@ -404,10 +383,7 @@ def test_save_trials_saves_trials(mocker, hyperopt, caplog) -> None:
hyperopt.save_trials()
trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
assert log_has(
'Saving 1 evaluations to \'{}\''.format(trials_file),
caplog.record_tuples
)
assert log_has('Saving 1 evaluations to \'{}\''.format(trials_file), caplog)
mock_dump.assert_called_once()
@@ -416,10 +392,7 @@ def test_read_trials_returns_trials_file(mocker, hyperopt, caplog) -> None:
mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=trials)
hyperopt_trial = hyperopt.read_trials()
trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
assert log_has(
'Reading Trials from \'{}\''.format(trials_file),
caplog.record_tuples
)
assert log_has('Reading Trials from \'{}\''.format(trials_file), caplog)
assert hyperopt_trial == trials
mock_load.assert_called_once()
@@ -608,7 +581,8 @@ def test_generate_optimizer(mocker, default_conf) -> None:
'loss': 1.9840569076926293,
'results_explanation': ' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC '
'( 2.31Σ%). Avg duration 100.0 mins.',
'params': optimizer_param
'params': optimizer_param,
'total_profit': 0.00023300
}
hyperopt = Hyperopt(default_conf)
@@ -629,7 +603,7 @@ def test_clean_hyperopt(mocker, default_conf, caplog):
h = Hyperopt(default_conf)
assert unlinkmock.call_count == 2
assert log_has(f"Removing `{h.tickerdata_pickle}`.", caplog.record_tuples)
assert log_has(f"Removing `{h.tickerdata_pickle}`.", caplog)
def test_continue_hyperopt(mocker, default_conf, caplog):
@@ -646,4 +620,78 @@ def test_continue_hyperopt(mocker, default_conf, caplog):
Hyperopt(default_conf)
assert unlinkmock.call_count == 0
assert log_has(f"Continuing on previous hyperopt results.", caplog.record_tuples)
assert log_has(f"Continuing on previous hyperopt results.", caplog)
def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
)
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'epochs': 1,
'timerange': None,
'spaces': 'all',
'hyperopt_jobs': 1,
'print_json': True,
})
hyperopt = Hyperopt(default_conf)
hyperopt.strategy.tickerdata_to_dataframe = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start()
parallel.assert_called_once()
out, err = capsys.readouterr()
assert '{"params":{"mfi-value":null,"fastd-value":null,"adx-value":null,"rsi-value":null,"mfi-enabled":null,"fastd-enabled":null,"adx-enabled":null,"rsi-enabled":null,"trigger":null,"sell-mfi-value":null,"sell-fastd-value":null,"sell-adx-value":null,"sell-rsi-value":null,"sell-mfi-enabled":null,"sell-fastd-enabled":null,"sell-adx-enabled":null,"sell-rsi-enabled":null,"sell-trigger":null},"minimal_roi":{},"stoploss":null}' in out # noqa: E501
assert dumper.called
# Should be called twice, once for tickerdata, once to save evaluations
assert dumper.call_count == 2
def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
)
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'epochs': 1,
'timerange': None,
'spaces': 'roi stoploss',
'hyperopt_jobs': 1,
'print_json': True,
})
hyperopt = Hyperopt(default_conf)
hyperopt.strategy.tickerdata_to_dataframe = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start()
parallel.assert_called_once()
out, err = capsys.readouterr()
assert '{"minimal_roi":{},"stoploss":null}' in out
assert dumper.called
# Should be called twice, once for tickerdata, once to save evaluations
assert dumper.call_count == 2