Merge pull request #3049 from hroff-1902/hyperopt-no-unlimited

Do not allow unlimited stake_amount for hyperopt
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Matthias 2020-03-10 11:46:22 +01:00 committed by GitHub
commit 14e7f0bb13
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3 changed files with 27 additions and 6 deletions

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@ -17,10 +17,15 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[
"""
config = setup_utils_configuration(args, method)
if method == RunMode.BACKTEST:
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
raise DependencyException('stake amount could not be "%s" for backtesting' %
constants.UNLIMITED_STAKE_AMOUNT)
no_unlimited_runmodes = {
RunMode.BACKTEST: 'backtesting',
RunMode.HYPEROPT: 'hyperoptimization',
}
if (method in no_unlimited_runmodes.keys() and
config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT):
raise DependencyException(
f'The value of `stake_amount` cannot be set as "{constants.UNLIMITED_STAKE_AMOUNT}" '
f'for {no_unlimited_runmodes[method]}')
return config

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@ -241,7 +241,7 @@ def test_setup_optimize_configuration_unlimited_stake_amount(mocker, default_con
'--strategy', 'DefaultStrategy',
]
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
with pytest.raises(DependencyException, match=r'.`stake_amount`.*'):
setup_optimize_configuration(get_args(args), RunMode.BACKTEST)

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@ -10,10 +10,11 @@ import pytest
from arrow import Arrow
from filelock import Timeout
from freqtrade import constants
from freqtrade.commands.optimize_commands import (setup_optimize_configuration,
start_hyperopt)
from freqtrade.data.history import load_data
from freqtrade.exceptions import OperationalException
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
from freqtrade.optimize.hyperopt import Hyperopt
@ -158,6 +159,21 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
assert log_has('Parameter --print-all detected ...', caplog)
def test_setup_hyperopt_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
patched_configuration_load_config_file(mocker, default_conf)
args = [
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
]
with pytest.raises(DependencyException, match=r'.`stake_amount`.*'):
setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)