more tests

This commit is contained in:
Matthias 2021-03-28 19:49:20 +02:00
parent 20f7e9b4b7
commit 929f329607
3 changed files with 24 additions and 5 deletions

View File

@ -145,7 +145,7 @@ class CategoricalParameter(BaseParameter):
"""
if len(categories) < 2:
raise OperationalException(
'IntParameter space must be [a, b, ...] (at least two parameters)')
'CategoricalParameter space must be [a, b, ...] (at least two parameters)')
super().__init__(opt_range=categories, default=default, space=space, enabled=enabled,
**kwargs)

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@ -55,12 +55,14 @@ class HyperoptableStrategy(IStrategy):
}
sell_params = {
'sell_rsi': 74
'sell_rsi': 74,
'sell_minusdi': 0.4
}
buy_rsi = IntParameter([0, 50], default=30, space='buy')
buy_plusdi = FloatParameter(low=0, high=1, default=0.5, space='buy')
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
sell_minusdi = FloatParameter(low=0, high=1, default=0.5, space='sell', enabled=False)
def informative_pairs(self):
"""
@ -164,7 +166,7 @@ class HyperoptableStrategy(IStrategy):
) |
(
(dataframe['adx'] > 70) &
(dataframe['minus_di'] > 0.5)
(dataframe['minus_di'] > self.sell_minusdi.value)
),
'sell'] = 1
return dataframe

View File

@ -13,7 +13,8 @@ from freqtrade.data.history import load_data
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.persistence import PairLocks, Trade
from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.hyper import BaseParameter, FloatParameter, IntParameter
from freqtrade.strategy.hyper import (BaseParameter, CategoricalParameter, FloatParameter,
IntParameter)
from freqtrade.strategy.interface import SellCheckTuple, SellType
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from tests.conftest import log_has, log_has_re
@ -556,6 +557,7 @@ def test_strategy_safe_wrapper(value):
def test_hyperopt_parameters():
from skopt.space import Categorical, Integer, Real
with pytest.raises(OperationalException, match=r"Name is determined.*"):
IntParameter(low=0, high=5, default=1, name='hello')
@ -571,12 +573,24 @@ def test_hyperopt_parameters():
with pytest.raises(OperationalException, match=r"FloatParameter space invalid\."):
FloatParameter([0, 10], high=7, default=5, space='buy')
with pytest.raises(OperationalException, match=r"CategoricalParameter space must.*"):
CategoricalParameter(['aa'], default='aa', space='buy')
with pytest.raises(TypeError):
BaseParameter(opt_range=[0, 1], default=1, space='buy')
fltpar = IntParameter(low=0, high=5, default=1, space='buy')
intpar = IntParameter(low=0, high=5, default=1, space='buy')
assert intpar.value == 1
assert isinstance(intpar.get_space(''), Integer)
fltpar = FloatParameter(low=0.0, high=5.5, default=1.0, space='buy')
assert isinstance(fltpar.get_space(''), Real)
assert fltpar.value == 1
catpar = CategoricalParameter(['buy_rsi', 'buy_macd', 'buy_none'], default='buy_macd', space='buy')
assert isinstance(catpar.get_space(''), Categorical)
assert catpar.value == 'buy_macd'
def test_auto_hyperopt_interface(default_conf):
default_conf.update({'strategy': 'HyperoptableStrategy'})
@ -587,3 +601,6 @@ def test_auto_hyperopt_interface(default_conf):
# PlusDI is NOT in the buy-params, so default should be used
assert strategy.buy_plusdi.value == 0.5
assert strategy.sell_rsi.value == strategy.sell_params['sell_rsi']
# Parameter is disabled - so value from sell_param dict will NOT be used.
assert strategy.sell_minusdi.value == 0.5