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Add test for protections-hyperopt

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This commit is contained in:
Matthias 2021-08-04 20:01:28 +02:00
parent a661e0db6e
commit 3c41223333
4 changed files with 23 additions and 3 deletions
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4
docs/hyperopt.md
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@ -433,7 +433,7 @@ class MyAwesomeStrategy(IStrategy):
stoploss = -0.05 stoploss = -0.05
timeframe = '15m' timeframe = '15m'
# Define the parameter spaces # Define the parameter spaces
coolback_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True) cooldown_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True) stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True) use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
@ -444,7 +444,7 @@ class MyAwesomeStrategy(IStrategy):
prot.append({ prot.append({
"method": "CooldownPeriod", "method": "CooldownPeriod",
"stop_duration_candles": self.coolback_lookback.value "stop_duration_candles": self.cooldown_lookback.value
}) })
if self.use_stop_protection.value: if self.use_stop_protection.value:
prot.append({ prot.append({

3
freqtrade/strategy/hyper.py
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@ -294,7 +294,8 @@ class HyperStrategyMixin(object):
:return: :return:
""" """
if category not in ('buy', 'sell', 'protection', None): if category not in ('buy', 'sell', 'protection', None):
raise OperationalException('Category must be one of: "buy", "sell", "protection", None.') raise OperationalException(
'Category must be one of: "buy", "sell", "protection", None.')
if category is None: if category is None:
params = self.ft_buy_params + self.ft_sell_params + self.ft_protection_params params = self.ft_buy_params + self.ft_sell_params + self.ft_protection_params

8
tests/optimize/test_hyperopt.py
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@ -1003,6 +1003,8 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
hyperopt_conf.update({ hyperopt_conf.update({
'strategy': 'HyperoptableStrategy', 'strategy': 'HyperoptableStrategy',
'user_data_dir': Path(tmpdir), 'user_data_dir': Path(tmpdir),
'hyperopt_random_state': 42,
'spaces': ['buy', 'sell', 'protection']
}) })
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
@ -1010,12 +1012,18 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35 assert hyperopt.backtesting.strategy.buy_rsi.value == 35
assert hyperopt.backtesting.strategy.sell_rsi.value == 74
assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
assert isinstance(buy_rsi_range, range) assert isinstance(buy_rsi_range, range)
# Range from 0 - 50 (inclusive) # Range from 0 - 50 (inclusive)
assert len(list(buy_rsi_range)) == 51 assert len(list(buy_rsi_range)) == 51
hyperopt.start() hyperopt.start()
# All values should've changed.
assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value != 30
assert hyperopt.backtesting.strategy.buy_rsi.value != 35
assert hyperopt.backtesting.strategy.sell_rsi.value != 74
def test_SKDecimal(): def test_SKDecimal():

11
tests/strategy/strats/hyperoptable_strategy.py
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@ -64,6 +64,17 @@ class HyperoptableStrategy(IStrategy):
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell') sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell', sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
load=False) load=False)
protection_cooldown_lookback = IntParameter([0, 50], default=30)
@property
def protections(self):
prot = []
prot.append({
"method": "CooldownPeriod",
"stop_duration_candles": self.protection_cooldown_lookback.value
})
return prot
def informative_pairs(self): def informative_pairs(self):
""" """