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Merge pull request #5360 from freqtrade/hyperopt_protections

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Hyperopt protections and Boolean parameter
This commit is contained in:
Matthias
2021-08-07 09:42:05 +02:00
committed by GitHub
parent 66de30f042 ad0e4a8567
commit 6532aba765
19 changed files with 316 additions and 98 deletions
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11
tests/optimize/test_hyperopt.py
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@@ -577,6 +577,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
"20.0": 0.02,
"50.0": 0.01,
"110.0": 0},
'protection': {},
'sell': {'sell-adx-enabled': False,
'sell-adx-value': 0,
'sell-fastd-enabled': True,
@@ -592,7 +593,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
'trailing_stop_positive': 0.02,
'trailing_stop_positive_offset': 0.07}},
'params_dict': optimizer_param,
'params_not_optimized': {'buy': {}, 'sell': {}},
'params_not_optimized': {'buy': {}, 'protection': {}, 'sell': {}},
'results_metrics': ANY,
'total_profit': 3.1e-08
}
@@ -1002,6 +1003,8 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
hyperopt_conf.update({
'strategy': 'HyperoptableStrategy',
'user_data_dir': Path(tmpdir),
'hyperopt_random_state': 42,
'spaces': ['all']
})
hyperopt = Hyperopt(hyperopt_conf)
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
@@ -1009,12 +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.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
assert isinstance(buy_rsi_range, range)
# Range from 0 - 50 (inclusive)
assert len(list(buy_rsi_range)) == 51
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():