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tests: hyperopt

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This commit is contained in:
kryofly 2018-02-03 21:48:23 +01:00
parent 722678a0c0
commit 76df1794de
1 changed files with 29 additions and 0 deletions
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freqtrade/tests/optimize/test_hyperopt.py
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@ -1,9 +1,15 @@
# pragma pylint: disable=missing-docstring,W0212,C0103 # pragma pylint: disable=missing-docstring,W0212,C0103
import logging import logging
from unittest.mock import MagicMock
import pandas as pd
from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \ from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \
log_results, save_trials, read_trials, generate_roi_table log_results, save_trials, read_trials, generate_roi_table
import freqtrade.optimize.hyperopt as hyperopt
def test_loss_calculation_prefer_correct_trade_count(): def test_loss_calculation_prefer_correct_trade_count():
correct = calculate_loss(1, TARGET_TRADES, 20) correct = calculate_loss(1, TARGET_TRADES, 20)
@ -250,3 +256,26 @@ def test_roi_table_generation():
'roi_p3': 3, 'roi_p3': 3,
} }
assert generate_roi_table(params) == {'0': 6, '15': 3, '25': 1, '30': 0} assert generate_roi_table(params) == {'0': 6, '15': 3, '25': 1, '30': 0}
# test log_trials_result
# test buy_strategy_generator def populate_buy_trend
# test optimizer if 'ro_t1' in params
def test_format_results():
trades = [('BTC_ETH', 2, 2, 123),
('BTC_LTC', 1, 1, 123),
('BTC_XRP', -1, -2, -246)]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
df = pd.DataFrame.from_records(trades, columns=labels)
x = hyperopt.format_results(df)
assert x.find(' 66.67%')
def test_signal_handler(mocker):
m = MagicMock()
mocker.patch('sys.exit', m)
mocker.patch('freqtrade.optimize.hyperopt.save_trials', m)
mocker.patch('freqtrade.optimize.hyperopt.log_trials_result', m)
hyperopt.signal_handler(9, None)
assert m.call_count == 3