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Merge branch 'develop' into data_handler

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This commit is contained in:
Matthias
2020-02-16 15:12:14 +01:00
parent d65a06947d 7b9bd70d97
commit 6335d81ceb
70 changed files with 1831 additions and 398 deletions
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43
tests/optimize/test_hyperopt.py
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@@ -2,6 +2,7 @@
import locale
from datetime import datetime
from pathlib import Path
from typing import Dict, List
from unittest.mock import MagicMock, PropertyMock
import pandas as pd
@@ -54,7 +55,7 @@ def hyperopt_results():
# Functions for recurrent object patching
def create_trials(mocker, hyperopt, testdatadir) -> None:
def create_trials(mocker, hyperopt, testdatadir) -> List[Dict]:
"""
When creating trials, mock the hyperopt Trials so that *by default*
- we don't create any pickle'd files in the filesystem
@@ -228,10 +229,10 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
pargs = get_args(args)
with pytest.raises(OperationalException, match=r"Please ensure that the hyperopt dependencies"):
start_hyperopt(args)
start_hyperopt(pargs)
def test_start(mocker, default_conf, caplog) -> None:
@@ -246,8 +247,8 @@ def test_start(mocker, default_conf, caplog) -> None:
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
start_hyperopt(args)
pargs = get_args(args)
start_hyperopt(pargs)
assert log_has('Starting freqtrade in Hyperopt mode', caplog)
assert start_mock.call_count == 1
@@ -269,9 +270,9 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
pargs = get_args(args)
with pytest.raises(OperationalException, match='No data found. Terminating.'):
start_hyperopt(args)
start_hyperopt(pargs)
def test_start_filelock(mocker, default_conf, caplog) -> None:
@@ -286,16 +287,19 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
start_hyperopt(args)
pargs = get_args(args)
start_hyperopt(pargs)
assert log_has("Another running instance of freqtrade Hyperopt detected.", caplog)
def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100)
correct = hl.hyperopt_loss_function(hyperopt_results, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over > correct
assert under > correct
@@ -305,8 +309,10 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
resultsb.loc[1, 'trade_duration'] = 20
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
longer = hl.hyperopt_loss_function(hyperopt_results, 100)
shorter = hl.hyperopt_loss_function(resultsb, 100)
longer = hl.hyperopt_loss_function(hyperopt_results, 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
shorter = hl.hyperopt_loss_function(resultsb, 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert shorter < longer
@@ -317,9 +323,12 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
over = hl.hyperopt_loss_function(results_over, 600)
under = hl.hyperopt_loss_function(results_under, 600)
correct = hl.hyperopt_loss_function(hyperopt_results, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(results_over, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(results_under, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over < correct
assert under > correct