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Merge pull request #2902 from hroff-1902/fix/tests_hyperopt_loss

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Minor: Fix tests for hyperopt_loss
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Matthias 2020-02-11 07:13:29 +01:00 committed by GitHub
commit 81997cba8a
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1 changed files with 16 additions and 8 deletions
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24
tests/optimize/test_hyperopt.py
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@ -295,9 +295,12 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None: def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
hl = HyperOptLossResolver.load_hyperoptloss(default_conf) hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600) correct = hl.hyperopt_loss_function(hyperopt_results, 600,
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100) datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100) over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over > correct assert over > correct
assert under > correct assert under > correct
@ -307,8 +310,10 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
resultsb.loc[1, 'trade_duration'] = 20 resultsb.loc[1, 'trade_duration'] = 20
hl = HyperOptLossResolver.load_hyperoptloss(default_conf) hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
longer = hl.hyperopt_loss_function(hyperopt_results, 100) longer = hl.hyperopt_loss_function(hyperopt_results, 100,
shorter = hl.hyperopt_loss_function(resultsb, 100) datetime(2019, 1, 1), datetime(2019, 5, 1))
shorter = hl.hyperopt_loss_function(resultsb, 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert shorter < longer assert shorter < longer
@ -319,9 +324,12 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2 results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
hl = HyperOptLossResolver.load_hyperoptloss(default_conf) hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600) correct = hl.hyperopt_loss_function(hyperopt_results, 600,
over = hl.hyperopt_loss_function(results_over, 600) datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(results_under, 600) over = hl.hyperopt_loss_function(results_over, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(results_under, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over < correct assert over < correct
assert under > correct assert under > correct