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