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add stoploss to the hyperopt parameters

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This commit is contained in:
Janne Sinivirta
2018-01-07 13:54:00 +02:00
committed by Gerald Lonlas
parent ceded8a20a
commit 9dd38aebe0
2 changed files with 27 additions and 13 deletions
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23
freqtrade/tests/optimize/test_hyperopt.py
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@@ -5,17 +5,22 @@ from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_
def test_loss_calculation_prefer_correct_trade_count():
correct = calculate_loss(1, TARGET_TRADES)
over = calculate_loss(1, TARGET_TRADES + 100)
under = calculate_loss(1, TARGET_TRADES - 100)
correct = calculate_loss(1, TARGET_TRADES, 20)
over = calculate_loss(1, TARGET_TRADES + 100, 20)
under = calculate_loss(1, TARGET_TRADES - 100, 20)
assert over > correct
assert under > correct
def test_loss_calculation_prefer_shorter_trades():
shorter = calculate_loss(1, 100, 20)
longer = calculate_loss(1, 100, 30)
assert shorter < longer
def test_loss_calculation_has_limited_profit():
correct = calculate_loss(EXPECTED_MAX_PROFIT, TARGET_TRADES)
over = calculate_loss(EXPECTED_MAX_PROFIT * 2, TARGET_TRADES)
under = calculate_loss(EXPECTED_MAX_PROFIT / 2, TARGET_TRADES)
correct = calculate_loss(EXPECTED_MAX_PROFIT, TARGET_TRADES, 20)
over = calculate_loss(EXPECTED_MAX_PROFIT * 2, TARGET_TRADES, 20)
under = calculate_loss(EXPECTED_MAX_PROFIT / 2, TARGET_TRADES, 20)
assert over == correct
assert under > correct
@@ -93,7 +98,8 @@ def test_fmin_best_results(mocker, caplog):
"trigger": 2,
"uptrend_long_ema": 1,
"uptrend_short_ema": 0,
"uptrend_sma": 0
"uptrend_sma": 0,
"stoploss": -10,
}
mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
@@ -109,7 +115,8 @@ def test_fmin_best_results(mocker, caplog):
'"adx": {\n "enabled": true,\n "value": 15.0\n },',
'"green_candle": {\n "enabled": true\n },',
'"mfi": {\n "enabled": false\n },',
'"trigger": {\n "type": "ao_cross_zero"\n },'
'"trigger": {\n "type": "ao_cross_zero"\n },',
'"stoploss": -10.0',
]
for line in exists: