Merge pull request #826 from gcarq/fix/hyperopt-stake_currency

Fix stake_currency returned by Hyperopt  …
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Janne Sinivirta 2018-06-03 07:19:24 +03:00 committed by GitHub
commit a657e3d24a
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4 changed files with 27 additions and 9 deletions

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@ -104,8 +104,10 @@ def load_data(datadir: str,
result[pair] = pairdata result[pair] = pairdata
else: else:
logger.warning( logger.warning(
'No data for pair %s, use --refresh-pairs-cached to download the data', 'No data for pair: "%s", Interval: %s. '
pair 'Use --refresh-pairs-cached to download the data',
pair,
ticker_interval
) )
return result return result

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@ -480,16 +480,16 @@ class Hyperopt(Backtesting):
'result': result_explanation, 'result': result_explanation,
} }
@staticmethod def format_results(self, results: DataFrame) -> str:
def format_results(results: DataFrame) -> str:
""" """
Return the format result in a string Return the format result in a string
""" """
return ('{:6d} trades. Avg profit {: 5.2f}%. ' return ('{:6d} trades. Avg profit {: 5.2f}%. '
'Total profit {: 11.8f} BTC ({:.4f}Σ%). Avg duration {:5.1f} mins.').format( 'Total profit {: 11.8f} {} ({:.4f}Σ%). Avg duration {:5.1f} mins.').format(
len(results.index), len(results.index),
results.profit_percent.mean() * 100.0, results.profit_percent.mean() * 100.0,
results.profit_BTC.sum(), results.profit_BTC.sum(),
self.config['stake_currency'],
results.profit_percent.sum(), results.profit_percent.sum(),
results.duration.mean(), results.duration.mean(),
) )

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@ -389,10 +389,12 @@ def test_start_uses_mongotrials(mocker, init_hyperopt, default_conf) -> None:
# test buy_strategy_generator def populate_buy_trend # test buy_strategy_generator def populate_buy_trend
# test optimizer if 'ro_t1' in params # test optimizer if 'ro_t1' in params
def test_format_results(): def test_format_results(init_hyperopt):
""" """
Test Hyperopt.format_results() Test Hyperopt.format_results()
""" """
# Test with BTC as stake_currency
trades = [ trades = [
('ETH/BTC', 2, 2, 123), ('ETH/BTC', 2, 2, 123),
('LTC/BTC', 1, 1, 123), ('LTC/BTC', 1, 1, 123),
@ -400,8 +402,21 @@ def test_format_results():
] ]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
df = pd.DataFrame.from_records(trades, columns=labels) df = pd.DataFrame.from_records(trades, columns=labels)
x = Hyperopt.format_results(df)
assert x.find(' 66.67%') result = _HYPEROPT.format_results(df)
assert result.find(' 66.67%')
assert result.find('Total profit 1.00000000 BTC')
assert result.find('2.0000Σ %')
# Test with EUR as stake_currency
trades = [
('ETH/EUR', 2, 2, 123),
('LTC/EUR', 1, 1, 123),
('XPR/EUR', -1, -2, -246)
]
df = pd.DataFrame.from_records(trades, columns=labels)
result = _HYPEROPT.format_results(df)
assert result.find('Total profit 1.00000000 EUR')
def test_signal_handler(mocker, init_hyperopt): def test_signal_handler(mocker, init_hyperopt):

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@ -105,7 +105,8 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None:
refresh_pairs=False, refresh_pairs=False,
pairs=['MEME/BTC']) pairs=['MEME/BTC'])
assert os.path.isfile(file) is False assert os.path.isfile(file) is False
assert log_has('No data for pair MEME/BTC, use --refresh-pairs-cached to download the data', assert log_has('No data for pair: "MEME/BTC", Interval: 1m. '
'Use --refresh-pairs-cached to download the data',
caplog.record_tuples) caplog.record_tuples)
# download a new pair if refresh_pairs is set # download a new pair if refresh_pairs is set