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Small style fixes and adjusted tests

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This commit is contained in:
Matthias 2019-10-27 10:56:38 +01:00
parent 73f5bff9c5
commit 132a4da7cf
7 changed files with 27 additions and 15 deletions
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2
docs/strategy-customization.md
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@ -131,7 +131,7 @@ In this example strategy, this should be set to 100 (`startup_candle_count = 100
By letting the bot know how much history is needed, backtest trades can start at the specified timerange during backtesting and hyperopt.
!!! Warning:
!!! Warning
`startup_candle_count` should be below `ohlcv_candle_limit` (which is 500 for most exchanges) - since only this amount of candles will be available during trading operations.
#### Example

2
freqtrade/data/history.py
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@ -147,7 +147,7 @@ def load_pair_history(pair: str,
"""
timerange_startup = deepcopy(timerange)
if startup_candles:
if startup_candles and timerange_startup:
logger.info('Using indicator startup period: %s ...', startup_candles)
timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles)

1
freqtrade/exchange/exchange.py
View File

@ -447,6 +447,7 @@ class Exchange:
def validate_required_startup_candles(self, startup_candles) -> None:
"""
Checks if required startup_candles is more than ohlcv_candle_limit.
Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
"""
if startup_candles + 5 > self._ft_has['ohlcv_candle_limit']:
raise OperationalException(

3
freqtrade/optimize/hyperopt.py
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@ -22,8 +22,7 @@ from pandas import DataFrame
from skopt import Optimizer
from skopt.space import Dimension
from freqtrade.configuration import TimeRange
from freqtrade.data.history import load_data, get_timeframe, trim_dataframe
from freqtrade.data.history import get_timeframe, trim_dataframe
from freqtrade.misc import round_dict
from freqtrade.optimize.backtesting import Backtesting
# Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules

2
freqtrade/strategy/interface.py
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@ -424,7 +424,7 @@ class IStrategy(ABC):
def tickerdata_to_dataframe(self, tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
"""
Creates a dataframe and populates indicators for given ticker data
Used by optimize operations only, not during dry / live runs.
Used by optimize operations only, not during dry / live runs.
"""
return {pair: self.advise_indicators(pair_data, {'pair': pair})
for pair, pair_data in tickerdata.items()}

8
tests/exchange/test_exchange.py
View File

@ -535,7 +535,6 @@ def test_validate_order_types_not_in_config(default_conf, mocker):
def test_validate_required_startup_candles(default_conf, mocker, caplog):
api_mock = MagicMock()
default_conf['startup_candle_count'] = 2000
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
@ -543,7 +542,12 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
with pytest.raises(OperationalException, match=r'This strategy requires 2000.*'):
default_conf['startup_candle_count'] = 20
ex = Exchange(default_conf)
assert ex
default_conf['startup_candle_count'] = 600
with pytest.raises(OperationalException, match=r'This strategy requires 600.*'):
Exchange(default_conf)

24
tests/optimize/test_hyperopt.py
View File

@ -392,7 +392,8 @@ def test_roi_table_generation(hyperopt) -> None:
def test_start_calls_optimizer(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.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -607,7 +608,8 @@ def test_continue_hyperopt(mocker, default_conf, 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.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -644,7 +646,8 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
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.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -681,7 +684,8 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
def test_simplified_interface_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.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -727,7 +731,8 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -> None:
mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -756,7 +761,8 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
def test_simplified_interface_buy(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.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -801,7 +807,8 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
def test_simplified_interface_sell(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.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -852,7 +859,8 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
])
def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, method, space) -> None:
mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))