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Merge pull request #351 from gcarq/feat/hyperopt-resume

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resume hyperopt run
This commit is contained in:
Janne Sinivirta
2018-01-11 06:47:05 +02:00
committed by GitHub
parent 69f68c428e e67c652988
commit 7cdbd550c8
3 changed files with 143 additions and 11 deletions
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90
freqtrade/tests/optimize/test_hyperopt.py
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@@ -1,7 +1,6 @@
# pragma pylint: disable=missing-docstring,W0212,C0103
from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \
log_results
log_results, save_trials, read_trials
def test_loss_calculation_prefer_correct_trade_count():
@@ -27,16 +26,37 @@ def test_loss_calculation_has_limited_profit():
def create_trials(mocker):
"""
When creating trials, mock the hyperopt Trials so that *by default*
- we don't create any pickle'd files in the filesystem
- we might have a pickle'd file so make sure that we return
false when looking for it
"""
mocker.patch('freqtrade.optimize.hyperopt.TRIALS_FILE',
return_value='freqtrade/tests/optimize/ut_trials.pickle')
mocker.patch('freqtrade.optimize.hyperopt.os.path.exists',
return_value=False)
mocker.patch('freqtrade.optimize.hyperopt.save_trials',
return_value=None)
mocker.patch('freqtrade.optimize.hyperopt.read_trials',
return_value=None)
mocker.patch('freqtrade.optimize.hyperopt.os.remove',
return_value=True)
return mocker.Mock(
results=[{
'loss': 1,
'result': 'foo'
}]
'result': 'foo',
'status': 'ok'
}],
best_trial={'misc': {'vals': {'adx': 999}}}
)
def test_start_calls_fmin(mocker):
mocker.patch('freqtrade.optimize.hyperopt.Trials', return_value=create_trials(mocker))
trials = create_trials(mocker)
mocker.patch('freqtrade.optimize.hyperopt.TRIALS', return_value=trials)
mocker.patch('freqtrade.optimize.hyperopt.sorted',
return_value=trials.results)
mocker.patch('freqtrade.optimize.preprocess')
mocker.patch('freqtrade.optimize.load_data')
mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
@@ -141,3 +161,63 @@ def test_fmin_throw_value_error(mocker, caplog):
for line in exists:
assert line in caplog.text
def test_resuming_previous_hyperopt_results_succeeds(mocker):
import freqtrade.optimize.hyperopt as hyperopt
trials = create_trials(mocker)
mocker.patch('freqtrade.optimize.hyperopt.TRIALS',
return_value=trials)
mocker.patch('freqtrade.optimize.hyperopt.os.path.exists',
return_value=True)
mocker.patch('freqtrade.optimize.hyperopt.len',
return_value=len(trials.results))
mock_read = mocker.patch('freqtrade.optimize.hyperopt.read_trials',
return_value=trials)
mock_save = mocker.patch('freqtrade.optimize.hyperopt.save_trials',
return_value=None)
mocker.patch('freqtrade.optimize.hyperopt.sorted',
return_value=trials.results)
mocker.patch('freqtrade.optimize.preprocess')
mocker.patch('freqtrade.optimize.load_data')
mocker.patch('freqtrade.optimize.hyperopt.fmin',
return_value={})
args = mocker.Mock(epochs=1,
config='config.json.example',
mongodb=False)
start(args)
mock_read.assert_called_once()
mock_save.assert_called_once()
current_tries = hyperopt._CURRENT_TRIES
total_tries = hyperopt.TOTAL_TRIES
assert current_tries == len(trials.results)
assert total_tries == (current_tries + len(trials.results))
def test_save_trials_saves_trials(mocker):
trials = create_trials(mocker)
mock_dump = mocker.patch('freqtrade.optimize.hyperopt.pickle.dump',
return_value=None)
trials_path = mocker.patch('freqtrade.optimize.hyperopt.TRIALS_FILE',
return_value='ut_trials.pickle')
mocker.patch('freqtrade.optimize.hyperopt.open',
return_value=trials_path)
save_trials(trials, trials_path)
mock_dump.assert_called_once_with(trials, trials_path)
def test_read_trials_returns_trials_file(mocker):
trials = create_trials(mocker)
mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load',
return_value=trials)
mock_open = mocker.patch('freqtrade.optimize.hyperopt.open',
return_value=mock_load)
assert read_trials() == trials
mock_open.assert_called_once()
mock_load.assert_called_once()