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Merge branch 'develop' into feat/short

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This commit is contained in:
Sam Germain
2022-01-04 22:47:33 -06:00
parent b2a1124a26 67e4dda5b3
commit 501f473164
26 changed files with 179 additions and 127 deletions
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99
tests/optimize/test_hyperopt.py
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@@ -1,5 +1,5 @@
# pragma pylint: disable=missing-docstring,W0212,C0103
from datetime import datetime
from datetime import datetime, timedelta
from pathlib import Path
from unittest.mock import ANY, MagicMock
@@ -22,6 +22,29 @@ from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re
patched_configuration_load_config_file)
def generate_result_metrics():
return {
'trade_count': 1,
'total_trades': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 0.01,
'duration': 20.0,
'wins': 1,
'draws': 0,
'losses': 0,
'profit_mean': 0.01,
'profit_total_abs': 0.001,
'profit_total': 0.01,
'holding_avg': timedelta(minutes=20),
'max_drawdown': 0.001,
'max_drawdown_abs': 0.001,
'loss': 0.001,
'is_initial_point': 0.001,
'is_best': 1,
}
def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
@@ -222,14 +245,7 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
hyperopt.print_results(
{
'loss': 1,
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
},
'results_metrics': generate_result_metrics(),
'total_profit': 0,
'current_epoch': 2, # This starts from 1 (in a human-friendly manner)
'is_initial_point': False,
@@ -238,7 +254,7 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
)
out, err = capsys.readouterr()
assert all(x in out
for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC (1.00%)", "20.0 m"])
for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC (1.00%)", "00:20:00"])
def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
@@ -295,14 +311,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result',
'params': {'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
},
'results_metrics': generate_result_metrics(),
}])
)
patch_exchange(mocker)
@@ -530,14 +539,7 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
'roi': {}, 'stoploss': {'stoploss': None},
'trailing': {'trailing_stop': None}
},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
'results_metrics': generate_result_metrics(),
}])
)
patch_exchange(mocker)
@@ -586,14 +588,7 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
'sell': {'sell-mfi-value': None},
'roi': {}, 'stoploss': {'stoploss': None}
},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
'results_metrics': generate_result_metrics(),
}])
)
patch_exchange(mocker)
@@ -631,14 +626,7 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result', 'params': {},
'params_details': {'roi': {}, 'stoploss': {'stoploss': None}},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
'results_metrics': generate_result_metrics(),
}])
)
patch_exchange(mocker)
@@ -678,14 +666,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result', 'params': {'stoploss': 0.0},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
'results_metrics': generate_result_metrics(),
}])
)
patch_exchange(mocker)
@@ -758,14 +739,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result', 'params': {},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
'results_metrics': generate_result_metrics(),
}])
)
patch_exchange(mocker)
@@ -807,14 +781,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result', 'params': {},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
'results_metrics': generate_result_metrics(),
}])
)
patch_exchange(mocker)