Merge pull request #4930 from freqtrade/hyperopt_memory
Hyperopt memory problems
This commit is contained in:
Matthias
GitHub
commit
a6c644161d
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@ -9,11 +9,11 @@ import random
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import warnings
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from datetime import datetime, timezone
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from math import ceil
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from operator import itemgetter
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from pathlib import Path
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from typing import Any, Dict, List, Optional
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import progressbar
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import rapidjson
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from colorama import Fore, Style
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from colorama import init as colorama_init
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from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
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@ -86,7 +86,7 @@ class Hyperopt:
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time_now = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
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strategy = str(self.config['strategy'])
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self.results_file: Path = (self.config['user_data_dir'] / 'hyperopt_results' /
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f'strategy_{strategy}_hyperopt_results_{time_now}.pickle')
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f'strategy_{strategy}_{time_now}.fthypt')
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self.data_pickle_file = (self.config['user_data_dir'] /
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'hyperopt_results' / 'hyperopt_tickerdata.pkl')
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self.total_epochs = config.get('epochs', 0)
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@ -96,9 +96,7 @@ class Hyperopt:
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self.clean_hyperopt()
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self.num_epochs_saved = 0
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# Previous evaluations
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self.epochs: List = []
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self.current_best_epoch: Optional[Dict[str, Any]] = None
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# Populate functions here (hasattr is slow so should not be run during "regular" operations)
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if hasattr(self.custom_hyperopt, 'populate_indicators'):
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@ -156,21 +154,24 @@ class Hyperopt:
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# and the values are taken from the list of parameters.
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return {d.name: v for d, v in zip(dimensions, raw_params)}
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def _save_results(self) -> None:
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def _save_result(self, epoch: Dict) -> None:
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"""
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Save hyperopt results to file
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Store one line per epoch.
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While not a valid json object - this allows appending easily.
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:param epoch: result dictionary for this epoch.
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"""
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num_epochs = len(self.epochs)
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if num_epochs > self.num_epochs_saved:
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logger.debug(f"Saving {num_epochs} {plural(num_epochs, 'epoch')}.")
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dump(self.epochs, self.results_file)
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self.num_epochs_saved = num_epochs
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logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
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f"saved to '{self.results_file}'.")
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# Store hyperopt filename
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latest_filename = Path.joinpath(self.results_file.parent, LAST_BT_RESULT_FN)
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file_dump_json(latest_filename, {'latest_hyperopt': str(self.results_file.name)},
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log=False)
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with self.results_file.open('a') as f:
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rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
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f.write("\n")
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self.num_epochs_saved += 1
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logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
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f"saved to '{self.results_file}'.")
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# Store hyperopt filename
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latest_filename = Path.joinpath(self.results_file.parent, LAST_BT_RESULT_FN)
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file_dump_json(latest_filename, {'latest_hyperopt': str(self.results_file.name)},
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log=False)
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def _get_params_details(self, params: Dict) -> Dict:
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"""
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@ -268,7 +269,7 @@ class Hyperopt:
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self.backtesting.strategy.trailing_only_offset_is_reached = \
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d['trailing_only_offset_is_reached']
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processed = load(self.data_pickle_file)
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processed = load(self.data_pickle_file, mmap_mode='r+')
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bt_results = self.backtesting.backtest(
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processed=processed,
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@ -343,12 +344,7 @@ class Hyperopt:
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def _set_random_state(self, random_state: Optional[int]) -> int:
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return random_state or random.randint(1, 2**16 - 1)
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def start(self) -> None:
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self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
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logger.info(f"Using optimizer random state: {self.random_state}")
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self.hyperopt_table_header = -1
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# Initialize spaces ...
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self.init_spaces()
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def prepare_hyperopt_data(self) -> None:
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data, timerange = self.backtesting.load_bt_data()
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logger.info("Dataload complete. Calculating indicators")
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preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
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@ -365,6 +361,15 @@ class Hyperopt:
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dump(preprocessed, self.data_pickle_file)
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def start(self) -> None:
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self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
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logger.info(f"Using optimizer random state: {self.random_state}")
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self.hyperopt_table_header = -1
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# Initialize spaces ...
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self.init_spaces()
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self.prepare_hyperopt_data()
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# We don't need exchange instance anymore while running hyperopt
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self.backtesting.exchange.close()
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self.backtesting.exchange._api = None # type: ignore
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@ -442,25 +447,21 @@ class Hyperopt:
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if is_best:
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self.current_best_loss = val['loss']
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self.epochs.append(val)
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self.current_best_epoch = val
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# Save results after each best epoch and every 100 epochs
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if is_best or current % 100 == 0:
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self._save_results()
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self._save_result(val)
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pbar.update(current)
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except KeyboardInterrupt:
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print('User interrupted..')
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self._save_results()
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logger.info(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
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f"saved to '{self.results_file}'.")
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if self.epochs:
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sorted_epochs = sorted(self.epochs, key=itemgetter('loss'))
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best_epoch = sorted_epochs[0]
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HyperoptTools.print_epoch_details(best_epoch, self.total_epochs, self.print_json)
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if self.current_best_epoch:
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HyperoptTools.print_epoch_details(self.current_best_epoch, self.total_epochs,
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self.print_json)
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else:
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# This is printed when Ctrl+C is pressed quickly, before first epochs have
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# a chance to be evaluated.
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@ -31,15 +31,27 @@ class HyperoptTools():
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else:
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return any(s in config['spaces'] for s in [space, 'all', 'default'])
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@staticmethod
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def _read_results_pickle(results_file: Path) -> List:
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"""
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Read hyperopt results from pickle file
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LEGACY method - new files are written as json and cannot be read with this method.
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"""
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from joblib import load
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logger.info(f"Reading pickled epochs from '{results_file}'")
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data = load(results_file)
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return data
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@staticmethod
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def _read_results(results_file: Path) -> List:
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"""
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Read hyperopt results from file
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"""
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from joblib import load
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logger.info("Reading epochs from '%s'", results_file)
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data = load(results_file)
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import rapidjson
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logger.info(f"Reading epochs from '{results_file}'")
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with results_file.open('r') as f:
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data = [rapidjson.loads(line) for line in f]
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return data
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@staticmethod
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@ -49,7 +61,10 @@ class HyperoptTools():
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"""
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epochs: List = []
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if results_file.is_file() and results_file.stat().st_size > 0:
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epochs = HyperoptTools._read_results(results_file)
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if results_file.suffix == '.pickle':
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epochs = HyperoptTools._read_results_pickle(results_file)
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else:
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epochs = HyperoptTools._read_results(results_file)
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# Detection of some old format, without 'is_best' field saved
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if epochs[0].get('is_best') is None:
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raise OperationalException(
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@ -167,7 +182,7 @@ class HyperoptTools():
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@staticmethod
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def is_best_loss(results, current_best_loss: float) -> bool:
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return results['loss'] < current_best_loss
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return bool(results['loss'] < current_best_loss)
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@staticmethod
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def format_results_explanation_string(results_metrics: Dict, stake_currency: str) -> str:
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@ -313,9 +313,9 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
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'profit_median': results['profit_ratio'].median() if len(results) > 0 else 0,
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'profit_total': results['profit_abs'].sum() / starting_balance,
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'profit_total_abs': results['profit_abs'].sum(),
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'backtest_start': min_date,
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'backtest_start': min_date.strftime(DATETIME_PRINT_FORMAT),
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'backtest_start_ts': int(min_date.timestamp() * 1000),
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'backtest_end': max_date,
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'backtest_end': max_date.strftime(DATETIME_PRINT_FORMAT),
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'backtest_end_ts': int(max_date.timestamp() * 1000),
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'backtest_days': backtest_days,
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@ -362,9 +362,9 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
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strat_stats.update({
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'max_drawdown': max_drawdown,
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'max_drawdown_abs': drawdown_abs,
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'drawdown_start': drawdown_start,
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'drawdown_start': drawdown_start.strftime(DATETIME_PRINT_FORMAT),
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'drawdown_start_ts': drawdown_start.timestamp() * 1000,
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'drawdown_end': drawdown_end,
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'drawdown_end': drawdown_end.strftime(DATETIME_PRINT_FORMAT),
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'drawdown_end_ts': drawdown_end.timestamp() * 1000,
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'max_drawdown_low': low_val,
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@ -497,8 +497,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
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best_trade = max(strat_results['trades'], key=lambda x: x['profit_ratio'])
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worst_trade = min(strat_results['trades'], key=lambda x: x['profit_ratio'])
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metrics = [
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('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
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('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),
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('Backtesting from', strat_results['backtest_start']),
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('Backtesting to', strat_results['backtest_end']),
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('Max open trades', strat_results['max_open_trades']),
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('', ''), # Empty line to improve readability
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('Total trades', strat_results['total_trades']),
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@ -546,8 +546,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
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strat_results['stake_currency'])),
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('Drawdown low', round_coin_value(strat_results['max_drawdown_low'],
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strat_results['stake_currency'])),
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('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)),
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('Drawdown End', strat_results['drawdown_end'].strftime(DATETIME_PRINT_FORMAT)),
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('Drawdown Start', strat_results['drawdown_start']),
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('Drawdown End', strat_results['drawdown_end']),
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('Market change', f"{round(strat_results['market_change'] * 100, 2)}%"),
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]
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@ -31,23 +31,7 @@ from .hyperopts.default_hyperopt import DefaultHyperOpt
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# Functions for recurrent object patching
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def create_results(mocker, hyperopt, testdatadir) -> List[Dict]:
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"""
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When creating results, mock the hyperopt so that *by default*
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- we don't create any pickle'd files in the filesystem
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- we might have a pickle'd file so make sure that we return
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false when looking for it
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"""
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hyperopt.results_file = testdatadir / 'optimize/ut_results.pickle'
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mocker.patch.object(Path, "is_file", MagicMock(return_value=False))
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stat_mock = MagicMock()
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stat_mock.st_size = 1
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mocker.patch.object(Path, "stat", MagicMock(return_value=stat_mock))
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mocker.patch.object(Path, "unlink", MagicMock(return_value=True))
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mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
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mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
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def create_results() -> List[Dict]:
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return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
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@ -321,54 +305,49 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
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assert caplog.record_tuples == []
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def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> None:
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epochs = create_results(mocker, hyperopt, testdatadir)
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mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
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mock_dump_json = mocker.patch('freqtrade.optimize.hyperopt.file_dump_json', return_value=None)
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results_file = testdatadir / 'optimize' / 'ut_results.pickle'
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def test_save_results_saves_epochs(mocker, hyperopt, tmpdir, caplog) -> None:
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# Test writing to temp dir and reading again
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epochs = create_results()
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hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
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caplog.set_level(logging.DEBUG)
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hyperopt.epochs = epochs
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hyperopt._save_results()
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assert log_has(f"1 epoch saved to '{results_file}'.", caplog)
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mock_dump.assert_called_once()
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mock_dump_json.assert_called_once()
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for epoch in epochs:
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hyperopt._save_result(epoch)
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assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
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hyperopt.epochs = epochs + epochs
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hyperopt._save_results()
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assert log_has(f"2 epochs saved to '{results_file}'.", caplog)
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hyperopt._save_result(epochs[0])
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assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
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hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
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assert len(hyperopt_epochs) == 2
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def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> None:
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epochs = create_results(mocker, hyperopt, testdatadir)
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mock_load = mocker.patch('joblib.load', return_value=epochs)
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results_file = testdatadir / 'optimize' / 'ut_results.pickle'
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hyperopt_epochs = HyperoptTools._read_results(results_file)
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assert log_has(f"Reading epochs from '{results_file}'", caplog)
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assert hyperopt_epochs == epochs
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mock_load.assert_called_once()
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def test_load_previous_results(testdatadir, caplog) -> None:
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def test_load_previous_results(mocker, hyperopt, testdatadir, caplog) -> None:
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epochs = create_results(mocker, hyperopt, testdatadir)
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mock_load = mocker.patch('joblib.load', return_value=epochs)
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mocker.patch.object(Path, 'is_file', MagicMock(return_value=True))
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statmock = MagicMock()
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statmock.st_size = 5
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# mocker.patch.object(Path, 'stat', MagicMock(return_value=statmock))
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results_file = testdatadir / 'optimize' / 'ut_results.pickle'
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results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
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hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
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assert hyperopt_epochs == epochs
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mock_load.assert_called_once()
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assert len(hyperopt_epochs) == 5
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assert log_has_re(r"Reading pickled epochs from .*", caplog)
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del epochs[0]['is_best']
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mock_load = mocker.patch('joblib.load', return_value=epochs)
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caplog.clear()
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with pytest.raises(OperationalException):
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# Modern version
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results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
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hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
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assert len(hyperopt_epochs) == 5
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assert log_has_re(r"Reading epochs from .*", caplog)
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def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
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mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
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return_value=[{'asdf': '222'}])
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results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
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with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
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HyperoptTools.load_previous_results(results_file)
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@ -386,7 +365,8 @@ def test_roi_table_generation(hyperopt) -> None:
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def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
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dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
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mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
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@ -425,9 +405,9 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
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out, err = capsys.readouterr()
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assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out
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assert dumper.called
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# Should be called twice, once for historical candle data, once to save evaluations
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assert dumper.call_count == 2
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# Should be called for historical candle data
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assert dumper.call_count == 1
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assert dumper2.call_count == 1
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assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
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assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
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assert hasattr(hyperopt, "max_open_trades")
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@ -714,7 +694,8 @@ def test_clean_hyperopt(mocker, hyperopt_conf, caplog):
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def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
|
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dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
|
||||
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
|
||||
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
|
||||
|
|
@ -765,13 +746,14 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
|
|||
':{},"stoploss":null,"trailing_stop":null}'
|
||||
)
|
||||
assert result_str in out # noqa: E501
|
||||
assert dumper.called
|
||||
# Should be called twice, once for historical candle data, once to save evaluations
|
||||
assert dumper.call_count == 2
|
||||
# Should be called for historical candle data
|
||||
assert dumper.call_count == 1
|
||||
assert dumper2.call_count == 1
|
||||
|
||||
|
||||
def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
|
||||
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
|
||||
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
|
||||
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
|
||||
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
|
||||
MagicMock(return_value=(MagicMock(), None)))
|
||||
|
|
@ -813,13 +795,14 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
|
|||
|
||||
out, err = capsys.readouterr()
|
||||
assert '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi":{},"stoploss":null}' in out # noqa: E501
|
||||
assert dumper.called
|
||||
# Should be called twice, once for historical candle data, once to save evaluations
|
||||
assert dumper.call_count == 2
|
||||
# Should be called for historical candle data
|
||||
assert dumper.call_count == 1
|
||||
assert dumper2.call_count == 1
|
||||
|
||||
|
||||
def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
|
||||
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
|
||||
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
|
||||
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
|
||||
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
|
||||
MagicMock(return_value=(MagicMock(), None)))
|
||||
|
|
@ -860,13 +843,14 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
|
|||
|
||||
out, err = capsys.readouterr()
|
||||
assert '{"minimal_roi":{},"stoploss":null}' in out
|
||||
assert dumper.called
|
||||
# Should be called twice, once for historical candle data, once to save evaluations
|
||||
assert dumper.call_count == 2
|
||||
|
||||
assert dumper.call_count == 1
|
||||
assert dumper2.call_count == 1
|
||||
|
||||
|
||||
def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
|
||||
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
|
||||
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
|
||||
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
|
||||
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
|
||||
MagicMock(return_value=(MagicMock(), None)))
|
||||
|
|
@ -908,9 +892,9 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
|
|||
|
||||
out, err = capsys.readouterr()
|
||||
assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out
|
||||
assert dumper.called
|
||||
# Should be called twice, once for historical candle data, once to save evaluations
|
||||
assert dumper.call_count == 2
|
||||
assert dumper.call_count == 1
|
||||
assert dumper2.call_count == 1
|
||||
|
||||
assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
|
||||
assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
|
||||
assert hasattr(hyperopt, "max_open_trades")
|
||||
|
|
@ -946,7 +930,8 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
|
|||
|
||||
|
||||
def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
|
||||
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
|
||||
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
|
||||
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
|
||||
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
|
||||
MagicMock(return_value=(MagicMock(), None)))
|
||||
|
|
@ -989,8 +974,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
|
|||
out, err = capsys.readouterr()
|
||||
assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out
|
||||
assert dumper.called
|
||||
# Should be called twice, once for historical candle data, once to save evaluations
|
||||
assert dumper.call_count == 2
|
||||
assert dumper.call_count == 1
|
||||
assert dumper2.call_count == 1
|
||||
assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
|
||||
assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
|
||||
assert hasattr(hyperopt, "max_open_trades")
|
||||
|
|
@ -999,7 +984,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
|
|||
|
||||
|
||||
def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
|
||||
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
|
||||
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
|
||||
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
|
||||
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
|
||||
MagicMock(return_value=(MagicMock(), None)))
|
||||
|
|
@ -1042,8 +1028,8 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
|
|||
out, err = capsys.readouterr()
|
||||
assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out
|
||||
assert dumper.called
|
||||
# Should be called twice, once for historical candle data, once to save evaluations
|
||||
assert dumper.call_count == 2
|
||||
assert dumper.call_count == 1
|
||||
assert dumper2.call_count == 1
|
||||
assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
|
||||
assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
|
||||
assert hasattr(hyperopt, "max_open_trades")
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
import re
|
||||
from datetime import datetime, timedelta, timezone
|
||||
from datetime import timedelta
|
||||
from pathlib import Path
|
||||
|
||||
import pandas as pd
|
||||
|
|
@ -7,7 +7,7 @@ import pytest
|
|||
from arrow import Arrow
|
||||
|
||||
from freqtrade.configuration import TimeRange
|
||||
from freqtrade.constants import LAST_BT_RESULT_FN
|
||||
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
|
||||
from freqtrade.data import history
|
||||
from freqtrade.data.btanalysis import get_latest_backtest_filename, load_backtest_data
|
||||
from freqtrade.edge import PairInfo
|
||||
|
|
@ -97,8 +97,8 @@ def test_generate_backtest_stats(default_conf, testdatadir):
|
|||
assert 'DefStrat' in stats['strategy']
|
||||
assert 'strategy_comparison' in stats
|
||||
strat_stats = stats['strategy']['DefStrat']
|
||||
assert strat_stats['backtest_start'] == min_date.datetime
|
||||
assert strat_stats['backtest_end'] == max_date.datetime
|
||||
assert strat_stats['backtest_start'] == min_date.strftime(DATETIME_PRINT_FORMAT)
|
||||
assert strat_stats['backtest_end'] == max_date.strftime(DATETIME_PRINT_FORMAT)
|
||||
assert strat_stats['total_trades'] == len(results['DefStrat']['results'])
|
||||
# Above sample had no loosing trade
|
||||
assert strat_stats['max_drawdown'] == 0.0
|
||||
|
|
@ -141,8 +141,8 @@ def test_generate_backtest_stats(default_conf, testdatadir):
|
|||
strat_stats = stats['strategy']['DefStrat']
|
||||
|
||||
assert strat_stats['max_drawdown'] == 0.013803
|
||||
assert strat_stats['drawdown_start'] == datetime(2017, 11, 14, 22, 10, tzinfo=timezone.utc)
|
||||
assert strat_stats['drawdown_end'] == datetime(2017, 11, 14, 22, 43, tzinfo=timezone.utc)
|
||||
assert strat_stats['drawdown_start'] == '2017-11-14 22:10:00'
|
||||
assert strat_stats['drawdown_end'] == '2017-11-14 22:43:00'
|
||||
assert strat_stats['drawdown_end_ts'] == 1510699380000
|
||||
assert strat_stats['drawdown_start_ts'] == 1510697400000
|
||||
assert strat_stats['pairlist'] == ['UNITTEST/BTC']
|
||||
|
|
|
|||
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Reference in New Issue