adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge remote-tracking branch 'origin/develop' into feat/add-pytorch-model-support

Browse Source
This commit is contained in:
robcaulk
2023-04-08 13:22:25 +02:00
parent 48d3c8e62e f8d89c46e5
commit 69b9b35a08
123 changed files with 7298 additions and 3422 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
tests/strategy/strats/hyperoptable_strategy.py
View File

@@ -50,6 +50,7 @@ class HyperoptableStrategy(StrategyTestV3):
return prot
bot_loop_started = False
bot_started = False
def bot_loop_start(self):
self.bot_loop_started = True
@@ -58,6 +59,7 @@ class HyperoptableStrategy(StrategyTestV3):
"""
Parameters can also be defined here ...
"""
self.bot_started = True
self.buy_rsi = IntParameter([0, 50], default=30, space='buy')
def informative_pairs(self):

9
tests/strategy/test_interface.py
View File

@@ -986,7 +986,8 @@ def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):
}
}
}
mocker.patch('freqtrade.strategy.hyper.json_load', return_value=expected_result)
mocker.patch('freqtrade.strategy.hyper.HyperoptTools.load_params',
return_value=expected_result)
PairLocks.timeframe = default_conf['timeframe']
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.stoploss == -0.05
@@ -1005,11 +1006,13 @@ def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):
}
}
mocker.patch('freqtrade.strategy.hyper.json_load', return_value=expected_result)
mocker.patch('freqtrade.strategy.hyper.HyperoptTools.load_params',
return_value=expected_result)
with pytest.raises(OperationalException, match="Invalid parameter file provided."):
StrategyResolver.load_strategy(default_conf)
mocker.patch('freqtrade.strategy.hyper.json_load', MagicMock(side_effect=ValueError()))
mocker.patch('freqtrade.strategy.hyper.HyperoptTools.load_params',
MagicMock(side_effect=ValueError()))
StrategyResolver.load_strategy(default_conf)
assert log_has("Invalid parameter file format.", caplog)

18
tests/strategy/test_strategy_helpers.py
View File

@@ -177,26 +177,30 @@ def test_stoploss_from_open(side, profitrange):
("long", 0.1, 0.2, 1, 0.08333333),
("long", 0.1, 0.5, 1, 0.266666666),
("long", 0.1, 5, 1, 0.816666666), # 500% profit, set stoploss to 10% above open price
("long", 0, 5, 10, 3.3333333), # 500% profit, set stoploss break even
("long", 0.1, 5, 10, 3.26666666), # 500% profit, set stoploss to 10% above open price
("long", -0.1, 5, 10, 3.3999999), # 500% profit, set stoploss to 10% belowopen price
("short", 0, 0.1, 1, 0.1111111),
("short", -0.1, 0.1, 1, 0.2222222),
("short", 0.1, 0.2, 1, 0.125),
("short", 0.1, 1, 1, 1),
("short", -0.01, 5, 10, 10.01999999), # 500% profit at 10x
])
def test_stoploss_from_open_leverage(side, rel_stop, curr_profit, leverage, expected):
stoploss = stoploss_from_open(rel_stop, curr_profit, side == 'short')
stoploss = stoploss_from_open(rel_stop, curr_profit, side == 'short', leverage)
assert pytest.approx(stoploss) == expected
open_rate = 100
if stoploss != 1:
if side == 'long':
current_rate = open_rate * (1 + curr_profit)
stop = current_rate * (1 - stoploss)
assert pytest.approx(stop) == open_rate * (1 + rel_stop)
current_rate = open_rate * (1 + curr_profit / leverage)
stop = current_rate * (1 - stoploss / leverage)
assert pytest.approx(stop) == open_rate * (1 + rel_stop / leverage)
else:
current_rate = open_rate * (1 - curr_profit)
stop = current_rate * (1 + stoploss)
assert pytest.approx(stop) == open_rate * (1 - rel_stop)
current_rate = open_rate * (1 - curr_profit / leverage)
stop = current_rate * (1 + stoploss / leverage)
assert pytest.approx(stop) == open_rate * (1 - rel_stop / leverage)
def test_stoploss_from_absolute():

2
tests/strategy/test_strategy_loading.py
View File

@@ -69,7 +69,7 @@ def test_load_strategy(default_conf, dataframe_1m):
def test_load_strategy_base64(dataframe_1m, caplog, default_conf):
filepath = Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py'
encoded_string = urlsafe_b64encode(filepath.read_bytes()).decode("utf-8")
default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
default_conf.update({'strategy': f'SampleStrategy:{encoded_string}'})
strategy = StrategyResolver.load_strategy(default_conf)
assert 'rsi' in strategy.advise_indicators(dataframe_1m, {'pair': 'ETH/BTC'})