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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. 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. `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 #### Example

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

1
freqtrade/exchange/exchange.py
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@ -447,6 +447,7 @@ class Exchange:
def validate_required_startup_candles(self, startup_candles) -> None: def validate_required_startup_candles(self, startup_candles) -> None:
""" """
Checks if required startup_candles is more than ohlcv_candle_limit. 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']: if startup_candles + 5 > self._ft_has['ohlcv_candle_limit']:
raise OperationalException( 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 import Optimizer
from skopt.space import Dimension from skopt.space import Dimension
from freqtrade.configuration import TimeRange from freqtrade.data.history import get_timeframe, trim_dataframe
from freqtrade.data.history import load_data, get_timeframe, trim_dataframe
from freqtrade.misc import round_dict from freqtrade.misc import round_dict
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
# Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules

8
tests/exchange/test_exchange.py
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@ -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): def test_validate_required_startup_candles(default_conf, mocker, caplog):
api_mock = MagicMock() api_mock = MagicMock()
default_conf['startup_candle_count'] = 2000
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance')) mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) 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._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', 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) 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: def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) 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( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) 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: def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) 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( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) 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: def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) 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( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) 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: def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) 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( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) 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: def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -> None:
mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) 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( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) 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: def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) 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( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) 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: def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) 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( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) 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: 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.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( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))