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Merge branch 'develop' into isort_config

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This commit is contained in:
Matthias
2020-09-28 20:21:55 +02:00
parent 2be8e8070a c410599a52
commit 6977ffdbf9
14 changed files with 195 additions and 87 deletions
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14
tests/data/test_btanalysis.py
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@@ -11,7 +11,8 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, analyze_trade_parallelis
calculate_market_change, calculate_max_drawdown,
combine_dataframes_with_mean, create_cum_profit,
extract_trades_of_period, get_latest_backtest_filename,
load_backtest_data, load_trades, load_trades_from_db)
get_latest_hyperopt_file, load_backtest_data, load_trades,
load_trades_from_db)
from freqtrade.data.history import load_data, load_pair_history
from freqtrade.optimize.backtesting import BacktestResult
from tests.conftest import create_mock_trades
@@ -38,6 +39,17 @@ def test_get_latest_backtest_filename(testdatadir, mocker):
get_latest_backtest_filename(testdatadir)
def test_get_latest_hyperopt_file(testdatadir, mocker):
res = get_latest_hyperopt_file(testdatadir / 'does_not_exist', 'testfile.pickle')
assert res == testdatadir / 'does_not_exist/testfile.pickle'
res = get_latest_hyperopt_file(testdatadir.parent)
assert res == testdatadir.parent / "hyperopt_results.pickle"
res = get_latest_hyperopt_file(str(testdatadir.parent))
assert res == testdatadir.parent / "hyperopt_results.pickle"
def test_load_backtest_data_old_format(testdatadir):
filename = testdatadir / "backtest-result_test.json"

55
tests/optimize/test_hyperopt.py
View File

@@ -5,7 +5,7 @@ from copy import deepcopy
from datetime import datetime
from pathlib import Path
from typing import Dict, List
from unittest.mock import MagicMock, PropertyMock
from unittest.mock import MagicMock
import pandas as pd
import pytest
@@ -79,13 +79,14 @@ def create_results(mocker, hyperopt, testdatadir) -> List[Dict]:
mocker.patch.object(Path, "is_file", MagicMock(return_value=False))
stat_mock = MagicMock()
stat_mock.st_size = PropertyMock(return_value=1)
mocker.patch.object(Path, "stat", MagicMock(return_value=False))
stat_mock.st_size = 1
mocker.patch.object(Path, "stat", MagicMock(return_value=stat_mock))
mocker.patch.object(Path, "unlink", MagicMock(return_value=True))
mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
return [{'loss': 1, 'result': 'foo', 'params': {}}]
return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
@@ -495,6 +496,7 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> None:
epochs = create_results(mocker, hyperopt, testdatadir)
mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
mock_dump_json = mocker.patch('freqtrade.optimize.hyperopt.file_dump_json', return_value=None)
results_file = testdatadir / 'optimize' / 'ut_results.pickle'
caplog.set_level(logging.DEBUG)
@@ -503,6 +505,7 @@ def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> Non
hyperopt._save_results()
assert log_has(f"1 epoch saved to '{results_file}'.", caplog)
mock_dump.assert_called_once()
mock_dump_json.assert_called_once()
hyperopt.epochs = epochs + epochs
hyperopt._save_results()
@@ -519,6 +522,28 @@ def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> N
mock_load.assert_called_once()
def test_load_previous_results(mocker, hyperopt, testdatadir, caplog) -> None:
epochs = create_results(mocker, hyperopt, testdatadir)
mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs)
mocker.patch.object(Path, 'is_file', MagicMock(return_value=True))
statmock = MagicMock()
statmock.st_size = 5
# mocker.patch.object(Path, 'stat', MagicMock(return_value=statmock))
results_file = testdatadir / 'optimize' / 'ut_results.pickle'
hyperopt_epochs = hyperopt.load_previous_results(results_file)
assert hyperopt_epochs == epochs
mock_load.assert_called_once()
del epochs[0]['is_best']
mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs)
with pytest.raises(OperationalException):
hyperopt.load_previous_results(results_file)
def test_roi_table_generation(hyperopt) -> None:
params = {
'roi_t1': 5,
@@ -534,6 +559,8 @@ def test_roi_table_generation(hyperopt) -> None:
def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
@@ -837,19 +864,10 @@ def test_clean_hyperopt(mocker, hyperopt_conf, caplog):
assert log_has(f"Removing `{h.data_pickle_file}`.", caplog)
def test_continue_hyperopt(mocker, hyperopt_conf, caplog):
patch_exchange(mocker)
hyperopt_conf.update({'hyperopt_continue': True})
mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
Hyperopt(hyperopt_conf)
assert unlinkmock.call_count == 0
assert log_has("Continuing on previous hyperopt results.", caplog)
def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
@@ -905,6 +923,7 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
@@ -952,6 +971,7 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
@@ -998,6 +1018,7 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
@@ -1050,6 +1071,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
@@ -1076,6 +1098,7 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
@@ -1128,6 +1151,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
@@ -1186,6 +1210,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
])
def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> None:
mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(

4
tests/rpc/test_rpc_telegram.py
View File

@@ -1138,9 +1138,9 @@ def test_telegram_logs(default_conf, update, mocker) -> None:
context = MagicMock()
context.args = []
telegram._logs(update=update, context=context)
# Called at least 3 times. Exact times will change with unrelated changes to setup messages
# Called at least 2 times. Exact times will change with unrelated changes to setup messages
# Therefore we don't test for this explicitly.
assert msg_mock.call_count > 3
assert msg_mock.call_count >= 2
def test_edge_disabled(default_conf, update, mocker) -> None: