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Merge pull request #2581 from hroff-1902/hyperopt-list

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Add hyperopt-list and hyperopt-show commands
This commit is contained in:
hroff-1902
2019-12-10 00:30:26 +03:00
committed by GitHub
parent aa335d8485 18c73ceb90
commit 0e4ef33d6a
10 changed files with 660 additions and 149 deletions
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5
tests/conftest.py
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File diff suppressed because one or more lines are too long

82
tests/optimize/test_hyperopt.py
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@@ -357,8 +357,9 @@ def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results)
def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
hyperopt.current_best_loss = 2
hyperopt.total_epochs = 2
hyperopt.log_results(
hyperopt.print_results(
{
'is_best': True,
'loss': 1,
'current_epoch': 2, # This starts from 1 (in a human-friendly manner)
'results_explanation': 'foo.',
@@ -371,8 +372,9 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
hyperopt.current_best_loss = 2
hyperopt.log_results(
hyperopt.print_results(
{
'is_best': False,
'loss': 3,
'current_epoch': 1,
}
@@ -400,8 +402,8 @@ def test_save_trials_saves_trials(mocker, hyperopt, testdatadir, caplog) -> None
def test_read_trials_returns_trials_file(mocker, hyperopt, testdatadir, caplog) -> None:
trials = create_trials(mocker, hyperopt, testdatadir)
mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=trials)
hyperopt_trial = hyperopt.read_trials()
trials_file = testdatadir / 'optimize' / 'ut_trials.pickle'
hyperopt_trial = hyperopt._read_trials(trials_file)
assert log_has(f"Reading Trials from '{trials_file}'", caplog)
assert hyperopt_trial == trials
mock_load.assert_called_once()
@@ -473,8 +475,22 @@ def test_format_results(hyperopt):
]
labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
df = pd.DataFrame.from_records(trades, columns=labels)
results_metrics = hyperopt._calculate_results_metrics(df)
results_explanation = hyperopt._format_results_explanation_string(results_metrics)
total_profit = results_metrics['total_profit']
result = hyperopt.format_results(df)
results = {
'loss': 0.0,
'params_dict': None,
'params_details': None,
'results_metrics': results_metrics,
'results_explanation': results_explanation,
'total_profit': total_profit,
'current_epoch': 1,
'is_initial_point': True,
}
result = hyperopt._format_explanation_string(results, 1)
assert result.find(' 66.67%')
assert result.find('Total profit 1.00000000 BTC')
assert result.find('2.0000Σ %')
@@ -486,7 +502,9 @@ def test_format_results(hyperopt):
('XPR/EUR', -1, -2, -246)
]
df = pd.DataFrame.from_records(trades, columns=labels)
result = hyperopt.format_results(df)
results_metrics = hyperopt._calculate_results_metrics(df)
results['total_profit'] = results_metrics['total_profit']
result = hyperopt._format_explanation_string(results, 1)
assert result.find('Total profit 1.00000000 EUR')
@@ -623,10 +641,42 @@ def test_generate_optimizer(mocker, default_conf) -> None:
}
response_expected = {
'loss': 1.9840569076926293,
'results_explanation': (' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC '
'results_explanation': (' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC '
'( 2.31\N{GREEK CAPITAL LETTER SIGMA}%). Avg duration 100.0 mins.'
).encode(locale.getpreferredencoding(), 'replace').decode('utf-8'),
'params': optimizer_param,
'params_details': {'buy': {'adx-enabled': False,
'adx-value': 0,
'fastd-enabled': True,
'fastd-value': 35,
'mfi-enabled': False,
'mfi-value': 0,
'rsi-enabled': False,
'rsi-value': 0,
'trigger': 'macd_cross_signal'},
'roi': {0: 0.12000000000000001,
20.0: 0.02,
50.0: 0.01,
110.0: 0},
'sell': {'sell-adx-enabled': False,
'sell-adx-value': 0,
'sell-fastd-enabled': True,
'sell-fastd-value': 75,
'sell-mfi-enabled': False,
'sell-mfi-value': 0,
'sell-rsi-enabled': False,
'sell-rsi-value': 0,
'sell-trigger': 'macd_cross_signal'},
'stoploss': {'stoploss': -0.4},
'trailing': {'trailing_only_offset_is_reached': False,
'trailing_stop': True,
'trailing_stop_positive': 0.02,
'trailing_stop_positive_offset': 0.1}},
'params_dict': optimizer_param,
'results_metrics': {'avg_profit': 2.3117,
'duration': 100.0,
'profit': 2.3117,
'total_profit': 0.000233,
'trade_count': 1},
'total_profit': 0.00023300
}
@@ -682,7 +732,11 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
'params_details': {'buy': {'mfi-value': None},
'sell': {'sell-mfi-value': None},
'roi': {}, 'stoploss': {'stoploss': None},
'trailing': {'trailing_stop': None}}}])
)
patch_exchange(mocker)
@@ -704,7 +758,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
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,"trailing_stop":null,"trailing_stop_positive":null,"trailing_stop_positive_offset":null,"trailing_only_offset_is_reached":null}' in out # noqa: E501
assert '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi":{},"stoploss":null,"trailing_stop":null}' in out # noqa: E501
assert dumper.called
# Should be called twice, once for tickerdata, once to save evaluations
assert dumper.call_count == 2
@@ -721,7 +775,10 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
'params_details': {'buy': {'mfi-value': None},
'sell': {'sell-mfi-value': None},
'roi': {}, 'stoploss': {'stoploss': None}}}])
)
patch_exchange(mocker)
@@ -743,7 +800,7 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
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 '{"params":{"mfi-value":null,"sell-mfi-value":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
@@ -760,7 +817,8 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
'params_details': {'roi': {}, 'stoploss': {'stoploss': None}}}])
)
patch_exchange(mocker)

131
tests/test_utils.py
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@@ -10,7 +10,8 @@ from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
start_download_data, start_list_exchanges,
start_list_markets, start_list_timeframes,
start_new_hyperopt, start_new_strategy,
start_test_pairlist, start_trading)
start_test_pairlist, start_trading,
start_hyperopt_list, start_hyperopt_show)
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
@@ -657,3 +658,131 @@ def test_start_test_pairlist(mocker, caplog, markets, tickers, default_conf, cap
captured = capsys.readouterr()
assert re.match(r"Pairs for .*", captured.out)
assert re.match("['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'XRP/BTC']", captured.out)
def test_hyperopt_list(mocker, capsys, hyperopt_results):
mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results',
MagicMock(return_value=hyperopt_results)
)
args = [
"hyperopt-list",
"--no-details"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
" 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--best",
"--no-details"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 5/12", " 10/12"])
assert all(x not in captured.out
for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
def test_hyperopt_show(mocker, capsys, hyperopt_results):
mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results',
MagicMock(return_value=hyperopt_results)
)
args = [
"hyperopt-show",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_show(pargs)
captured = capsys.readouterr()
assert " 12/12" in captured.out
args = [
"hyperopt-show",
"--best"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_show(pargs)
captured = capsys.readouterr()
assert " 10/12" in captured.out
args = [
"hyperopt-show",
"-n", "1"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_show(pargs)
captured = capsys.readouterr()
assert " 1/12" in captured.out
args = [
"hyperopt-show",
"--best",
"-n", "2"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_show(pargs)
captured = capsys.readouterr()
assert " 5/12" in captured.out
args = [
"hyperopt-show",
"--best",
"-n", "-1"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_show(pargs)
captured = capsys.readouterr()
assert " 10/12" in captured.out
args = [
"hyperopt-show",
"--best",
"-n", "-4"
]
pargs = get_args(args)
pargs['config'] = None
with pytest.raises(OperationalException,
match="The index of the epoch to show should be greater than -4."):
start_hyperopt_show(pargs)
args = [
"hyperopt-show",
"--best",
"-n", "4"
]
pargs = get_args(args)
pargs['config'] = None
with pytest.raises(OperationalException,
match="The index of the epoch to show should be less than 4."):
start_hyperopt_show(pargs)