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Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss

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This commit is contained in:
Matthias
2020-10-10 14:22:29 +02:00
parent 028dd8be3e
commit 23bad8fd9f
5 changed files with 18 additions and 14 deletions
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16
tests/optimize/test_hyperopt.py
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@@ -17,7 +17,7 @@ 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 DependencyException, OperationalException
from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
from freqtrade.optimize.default_hyperopt_loss import ShortTradeDurHyperOptLoss
from freqtrade.optimize.hyperopt import Hyperopt
from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
from freqtrade.state import RunMode
@@ -33,7 +33,7 @@ def hyperopt_conf(default_conf):
hyperconf = deepcopy(default_conf)
hyperconf.update({
'hyperopt': 'DefaultHyperOpt',
'hyperopt_loss': 'DefaultHyperOptLoss',
'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
'epochs': 1,
'timerange': None,
@@ -239,12 +239,12 @@ def test_hyperoptlossresolver_noname(default_conf):
def test_hyperoptlossresolver(mocker, default_conf) -> None:
hl = DefaultHyperOptLoss
hl = ShortTradeDurHyperOptLoss
mocker.patch(
'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver.load_object',
MagicMock(return_value=hl)
)
default_conf.update({'hyperopt_loss': 'DefaultHyperoptLoss'})
default_conf.update({'hyperopt_loss': 'SharpeHyperOptLossDaily'})
x = HyperOptLossResolver.load_hyperoptloss(default_conf)
assert hasattr(x, "hyperopt_loss_function")
@@ -287,7 +287,7 @@ def test_start(mocker, hyperopt_conf, caplog) -> None:
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
'--epochs', '5'
]
pargs = get_args(args)
@@ -311,7 +311,7 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
'--epochs', '5'
]
pargs = get_args(args)
@@ -329,7 +329,7 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
'--epochs', '5'
]
pargs = get_args(args)
@@ -384,7 +384,7 @@ def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> N
results_under = hyperopt_results.copy()
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
default_conf.update({'hyperopt_loss': 'SharpeHyperOptLossDaily'})
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))