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use pytest fixture properly in test_hyperopt

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This commit is contained in:
Janne Sinivirta 2018-07-30 13:26:54 +03:00
parent affdeb8fd8
commit 3083e5d2be
1 changed files with 35 additions and 55 deletions
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90
freqtrade/tests/optimize/test_hyperopt.py
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@ -12,29 +12,22 @@ from freqtrade.strategy.resolver import StrategyResolver
from freqtrade.tests.conftest import log_has, patch_exchange from freqtrade.tests.conftest import log_has, patch_exchange
from freqtrade.tests.optimize.test_backtesting import get_args from freqtrade.tests.optimize.test_backtesting import get_args
# Avoid to reinit the same object again and again
_HYPEROPT_INITIALIZED = False
_HYPEROPT = None
@pytest.fixture(scope='function') @pytest.fixture(scope='function')
def init_hyperopt(default_conf, mocker): def hyperopt(default_conf, mocker):
global _HYPEROPT_INITIALIZED, _HYPEROPT patch_exchange(mocker)
if not _HYPEROPT_INITIALIZED: return Hyperopt(default_conf)
patch_exchange(mocker)
_HYPEROPT = Hyperopt(default_conf)
_HYPEROPT_INITIALIZED = True
# Functions for recurrent object patching # Functions for recurrent object patching
def create_trials(mocker) -> None: def create_trials(mocker, hyperopt) -> None:
""" """
When creating trials, mock the hyperopt Trials so that *by default* When creating trials, mock the hyperopt Trials so that *by default*
- we don't create any pickle'd files in the filesystem - we don't create any pickle'd files in the filesystem
- we might have a pickle'd file so make sure that we return - we might have a pickle'd file so make sure that we return
false when looking for it false when looking for it
""" """
_HYPEROPT.trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle') hyperopt.trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
mocker.patch('freqtrade.optimize.hyperopt.os.path.exists', return_value=False) mocker.patch('freqtrade.optimize.hyperopt.os.path.exists', return_value=False)
mocker.patch('freqtrade.optimize.hyperopt.os.path.getsize', return_value=1) mocker.patch('freqtrade.optimize.hyperopt.os.path.getsize', return_value=1)
@ -73,8 +66,7 @@ def test_start(mocker, default_conf, caplog) -> None:
assert start_mock.call_count == 1 assert start_mock.call_count == 1
def test_loss_calculation_prefer_correct_trade_count(init_hyperopt) -> None: def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None:
hyperopt = _HYPEROPT
StrategyResolver({'strategy': 'DefaultStrategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20) correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)
@ -84,17 +76,13 @@ def test_loss_calculation_prefer_correct_trade_count(init_hyperopt) -> None:
assert under > correct assert under > correct
def test_loss_calculation_prefer_shorter_trades(init_hyperopt) -> None: def test_loss_calculation_prefer_shorter_trades(hyperopt) -> None:
hyperopt = _HYPEROPT
shorter = hyperopt.calculate_loss(1, 100, 20) shorter = hyperopt.calculate_loss(1, 100, 20)
longer = hyperopt.calculate_loss(1, 100, 30) longer = hyperopt.calculate_loss(1, 100, 30)
assert shorter < longer assert shorter < longer
def test_loss_calculation_has_limited_profit(init_hyperopt) -> None: def test_loss_calculation_has_limited_profit(hyperopt) -> None:
hyperopt = _HYPEROPT
correct = hyperopt.calculate_loss(hyperopt.expected_max_profit, hyperopt.target_trades, 20) correct = hyperopt.calculate_loss(hyperopt.expected_max_profit, hyperopt.target_trades, 20)
over = hyperopt.calculate_loss(hyperopt.expected_max_profit * 2, hyperopt.target_trades, 20) over = hyperopt.calculate_loss(hyperopt.expected_max_profit * 2, hyperopt.target_trades, 20)
under = hyperopt.calculate_loss(hyperopt.expected_max_profit / 2, hyperopt.target_trades, 20) under = hyperopt.calculate_loss(hyperopt.expected_max_profit / 2, hyperopt.target_trades, 20)
@ -102,8 +90,7 @@ def test_loss_calculation_has_limited_profit(init_hyperopt) -> None:
assert under > correct assert under > correct
def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None: def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
hyperopt = _HYPEROPT
hyperopt.current_best_loss = 2 hyperopt.current_best_loss = 2
hyperopt.log_results( hyperopt.log_results(
{ {
@ -117,8 +104,7 @@ def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None:
assert ' 1/2: foo. Loss 1.00000'in out assert ' 1/2: foo. Loss 1.00000'in out
def test_no_log_if_loss_does_not_improve(init_hyperopt, caplog) -> None: def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
hyperopt = _HYPEROPT
hyperopt.current_best_loss = 2 hyperopt.current_best_loss = 2
hyperopt.log_results( hyperopt.log_results(
{ {
@ -128,13 +114,10 @@ def test_no_log_if_loss_does_not_improve(init_hyperopt, caplog) -> None:
assert caplog.record_tuples == [] assert caplog.record_tuples == []
def test_save_trials_saves_trials(mocker, init_hyperopt, caplog) -> None: def test_save_trials_saves_trials(mocker, hyperopt, caplog) -> None:
trials = create_trials(mocker) trials = create_trials(mocker, hyperopt)
mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None) mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
hyperopt.trials = trials
hyperopt = _HYPEROPT
_HYPEROPT.trials = trials
hyperopt.save_trials() hyperopt.save_trials()
trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle') trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
@ -145,11 +128,9 @@ def test_save_trials_saves_trials(mocker, init_hyperopt, caplog) -> None:
mock_dump.assert_called_once() mock_dump.assert_called_once()
def test_read_trials_returns_trials_file(mocker, init_hyperopt, caplog) -> None: def test_read_trials_returns_trials_file(mocker, hyperopt, caplog) -> None:
trials = create_trials(mocker) trials = create_trials(mocker, hyperopt)
mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=trials) mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=trials)
hyperopt = _HYPEROPT
hyperopt_trial = hyperopt.read_trials() hyperopt_trial = hyperopt.read_trials()
trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle') trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
assert log_has( assert log_has(
@ -160,7 +141,7 @@ def test_read_trials_returns_trials_file(mocker, init_hyperopt, caplog) -> None:
mock_load.assert_called_once() mock_load.assert_called_once()
def test_roi_table_generation(init_hyperopt) -> None: def test_roi_table_generation(hyperopt) -> None:
params = { params = {
'roi_t1': 5, 'roi_t1': 5,
'roi_t2': 10, 'roi_t2': 10,
@ -170,11 +151,10 @@ def test_roi_table_generation(init_hyperopt) -> None:
'roi_p3': 3, 'roi_p3': 3,
} }
hyperopt = _HYPEROPT
assert hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0} assert hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
def test_start_calls_optimizer(mocker, init_hyperopt, default_conf, caplog) -> None: def test_start_calls_optimizer(mocker, default_conf, caplog) -> 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.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.multiprocessing.cpu_count', MagicMock(return_value=1)) mocker.patch('freqtrade.optimize.hyperopt.multiprocessing.cpu_count', MagicMock(return_value=1))
@ -200,7 +180,7 @@ def test_start_calls_optimizer(mocker, init_hyperopt, default_conf, caplog) -> N
assert dumper.called assert dumper.called
def test_format_results(init_hyperopt): def test_format_results(hyperopt):
# Test with BTC as stake_currency # Test with BTC as stake_currency
trades = [ trades = [
('ETH/BTC', 2, 2, 123), ('ETH/BTC', 2, 2, 123),
@ -210,7 +190,7 @@ def test_format_results(init_hyperopt):
labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration'] labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
df = pd.DataFrame.from_records(trades, columns=labels) df = pd.DataFrame.from_records(trades, columns=labels)
result = _HYPEROPT.format_results(df) result = hyperopt.format_results(df)
assert result.find(' 66.67%') assert result.find(' 66.67%')
assert result.find('Total profit 1.00000000 BTC') assert result.find('Total profit 1.00000000 BTC')
assert result.find('2.0000Σ %') assert result.find('2.0000Σ %')
@ -222,25 +202,25 @@ def test_format_results(init_hyperopt):
('XPR/EUR', -1, -2, -246) ('XPR/EUR', -1, -2, -246)
] ]
df = pd.DataFrame.from_records(trades, columns=labels) df = pd.DataFrame.from_records(trades, columns=labels)
result = _HYPEROPT.format_results(df) result = hyperopt.format_results(df)
assert result.find('Total profit 1.00000000 EUR') assert result.find('Total profit 1.00000000 EUR')
def test_has_space(init_hyperopt): def test_has_space(hyperopt):
_HYPEROPT.config.update({'spaces': ['buy', 'roi']}) hyperopt.config.update({'spaces': ['buy', 'roi']})
assert _HYPEROPT.has_space('roi') assert hyperopt.has_space('roi')
assert _HYPEROPT.has_space('buy') assert hyperopt.has_space('buy')
assert not _HYPEROPT.has_space('stoploss') assert not hyperopt.has_space('stoploss')
_HYPEROPT.config.update({'spaces': ['all']}) hyperopt.config.update({'spaces': ['all']})
assert _HYPEROPT.has_space('buy') assert hyperopt.has_space('buy')
def test_populate_indicators(init_hyperopt) -> None: def test_populate_indicators(hyperopt) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': tick} tickerlist = {'UNITTEST/BTC': tick}
dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) dataframes = hyperopt.tickerdata_to_dataframe(tickerlist)
dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) dataframe = hyperopt.populate_indicators(dataframes['UNITTEST/BTC'])
# Check if some indicators are generated. We will not test all of them # Check if some indicators are generated. We will not test all of them
assert 'adx' in dataframe assert 'adx' in dataframe
@ -248,13 +228,13 @@ def test_populate_indicators(init_hyperopt) -> None:
assert 'rsi' in dataframe assert 'rsi' in dataframe
def test_buy_strategy_generator(init_hyperopt) -> None: def test_buy_strategy_generator(hyperopt) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': tick} tickerlist = {'UNITTEST/BTC': tick}
dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) dataframes = hyperopt.tickerdata_to_dataframe(tickerlist)
dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) dataframe = hyperopt.populate_indicators(dataframes['UNITTEST/BTC'])
populate_buy_trend = _HYPEROPT.buy_strategy_generator( populate_buy_trend = hyperopt.buy_strategy_generator(
{ {
'adx-value': 20, 'adx-value': 20,
'fastd-value': 20, 'fastd-value': 20,
@ -273,7 +253,7 @@ def test_buy_strategy_generator(init_hyperopt) -> None:
assert 1 in result['buy'] assert 1 in result['buy']
def test_generate_optimizer(mocker, init_hyperopt, default_conf) -> None: def test_generate_optimizer(mocker, default_conf) -> None:
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
conf.update({'config': 'config.json.example'}) conf.update({'config': 'config.json.example'})
conf.update({'timerange': None}) conf.update({'timerange': None})