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more test fixes

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This commit is contained in:
Gert Wohlgemuth 2018-07-16 21:22:59 -07:00 committed by Matthias
parent abc55a6e6b
commit 3dd7d209e9
2 changed files with 7 additions and 5 deletions
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6
freqtrade/optimize/hyperopt.py
View File

@ -40,6 +40,7 @@ class Hyperopt(Backtesting):
hyperopt = Hyperopt(config) hyperopt = Hyperopt(config)
hyperopt.start() hyperopt.start()
""" """
def __init__(self, config: Dict[str, Any]) -> None: def __init__(self, config: Dict[str, Any]) -> None:
super().__init__(config) super().__init__(config)
# set TARGET_TRADES to suit your number concurrent trades so its realistic # set TARGET_TRADES to suit your number concurrent trades so its realistic
@ -75,7 +76,7 @@ class Hyperopt(Backtesting):
return arg_dict return arg_dict
@staticmethod @staticmethod
def populate_indicators(dataframe: DataFrame, pair:str) -> DataFrame: def populate_indicators(dataframe: DataFrame, pair: str) -> DataFrame:
dataframe['adx'] = ta.ADX(dataframe) dataframe['adx'] = ta.ADX(dataframe)
macd = ta.MACD(dataframe) macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd'] dataframe['macd'] = macd['macd']
@ -228,6 +229,7 @@ class Hyperopt(Backtesting):
""" """
Define the buy strategy parameters to be used by hyperopt Define the buy strategy parameters to be used by hyperopt
""" """
def populate_buy_trend(dataframe: DataFrame) -> DataFrame: def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
""" """
Buy strategy Hyperopt will build and use Buy strategy Hyperopt will build and use
@ -360,7 +362,7 @@ class Hyperopt(Backtesting):
logger.info(f'Found {cpus} CPU cores. Let\'s make them scream!') logger.info(f'Found {cpus} CPU cores. Let\'s make them scream!')
opt = self.get_optimizer(cpus) opt = self.get_optimizer(cpus)
EVALS = max(self.total_tries//cpus, 1) EVALS = max(self.total_tries // cpus, 1)
try: try:
with Parallel(n_jobs=cpus) as parallel: with Parallel(n_jobs=cpus) as parallel:
for i in range(EVALS): for i in range(EVALS):

6
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -117,7 +117,7 @@ def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None:
} }
) )
out, err = capsys.readouterr() out, err = capsys.readouterr()
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(init_hyperopt, caplog) -> None:
@ -247,7 +247,7 @@ def test_populate_indicators(init_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'], '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
@ -259,7 +259,7 @@ def test_buy_strategy_generator(init_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'], 'UNITTEST/BTC')
populate_buy_trend = _HYPEROPT.buy_strategy_generator( populate_buy_trend = _HYPEROPT.buy_strategy_generator(
{ {