Update backtesting and hyperopt tests to use default_config and mock validate_pairs
Use default_config from conftest.py instead of user supplied config in user_data/hyperopt_conf Mock validate pairs so tests don't fail if pairs don't exist/are removed from exchanges
This commit is contained in:
enenn
parent
4ac2afacfa
commit
a86104d0fe
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@ -3,18 +3,31 @@ import json
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import os
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from copy import deepcopy
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from unittest.mock import MagicMock
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import pytest
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import pandas as pd
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from freqtrade.optimize.__init__ import load_tickerdata_file
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from freqtrade.optimize.hyperopt import Hyperopt, start
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from freqtrade.strategy.strategy import Strategy
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from freqtrade.tests.conftest import default_conf, log_has
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from freqtrade.tests.conftest import log_has
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from freqtrade.tests.optimize.test_backtesting import get_args
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# Avoid to reinit the same object again and again
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_HYPEROPT = Hyperopt(default_conf())
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_HYPEROPT_INITIALIZED = False
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_HYPEROPT = None
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@pytest.fixture(scope='function')
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def init_hyperopt(default_conf, mocker):
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global _HYPEROPT_INITIALIZED, _HYPEROPT
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if not _HYPEROPT_INITIALIZED:
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mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
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mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', MagicMock(return_value=default_conf))
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mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
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_HYPEROPT = Hyperopt(default_conf)
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_HYPEROPT_INITIALIZED = True
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# Functions for recurrent object patching
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@ -52,9 +65,9 @@ def test_start(mocker, default_conf, caplog) -> None:
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start_mock = MagicMock()
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mocker.patch('freqtrade.logger.Logger.set_format', MagicMock())
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mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', MagicMock(return_value=default_conf))
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mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
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args = [
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'--config', 'config.json',
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'--strategy', 'default_strategy',
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@ -75,7 +88,7 @@ def test_start(mocker, default_conf, caplog) -> None:
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assert start_mock.call_count == 1
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def test_loss_calculation_prefer_correct_trade_count() -> None:
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def test_loss_calculation_prefer_correct_trade_count(init_hyperopt) -> None:
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"""
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Test Hyperopt.calculate_loss()
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"""
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@ -89,7 +102,7 @@ def test_loss_calculation_prefer_correct_trade_count() -> None:
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assert under > correct
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def test_loss_calculation_prefer_shorter_trades() -> None:
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def test_loss_calculation_prefer_shorter_trades(init_hyperopt) -> None:
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"""
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Test Hyperopt.calculate_loss()
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"""
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@ -100,7 +113,7 @@ def test_loss_calculation_prefer_shorter_trades() -> None:
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assert shorter < longer
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def test_loss_calculation_has_limited_profit() -> None:
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def test_loss_calculation_has_limited_profit(init_hyperopt) -> None:
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hyperopt = _HYPEROPT
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correct = hyperopt.calculate_loss(hyperopt.expected_max_profit, hyperopt.target_trades, 20)
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@ -110,7 +123,7 @@ def test_loss_calculation_has_limited_profit() -> None:
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assert under > correct
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def test_log_results_if_loss_improves(caplog) -> None:
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def test_log_results_if_loss_improves(init_hyperopt, caplog) -> None:
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hyperopt = _HYPEROPT
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hyperopt.current_best_loss = 2
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hyperopt.log_results(
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@ -124,7 +137,7 @@ def test_log_results_if_loss_improves(caplog) -> None:
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assert log_has(' 1/2: foo. Loss 1.00000', caplog.record_tuples)
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def test_no_log_if_loss_does_not_improve(caplog) -> None:
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def test_no_log_if_loss_does_not_improve(init_hyperopt, caplog) -> None:
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hyperopt = _HYPEROPT
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hyperopt.current_best_loss = 2
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hyperopt.log_results(
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@ -135,7 +148,7 @@ def test_no_log_if_loss_does_not_improve(caplog) -> None:
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assert caplog.record_tuples == []
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def test_fmin_best_results(mocker, default_conf, caplog) -> None:
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def test_fmin_best_results(mocker, init_hyperopt, default_conf, caplog) -> None:
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fmin_result = {
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"macd_below_zero": 0,
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"adx": 1,
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@ -170,6 +183,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None:
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mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
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mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
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mocker.patch('freqtrade.logger.Logger.set_format', MagicMock())
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mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
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Strategy({'strategy': 'default_strategy'})
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hyperopt = Hyperopt(conf)
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@ -204,7 +218,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None:
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assert line in caplog.text
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def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None:
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def test_fmin_throw_value_error(mocker, init_hyperopt, default_conf, caplog) -> None:
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mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
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mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
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@ -215,6 +229,8 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None:
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conf.update({'spaces': 'all'})
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mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
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mocker.patch('freqtrade.logger.Logger.set_format', MagicMock())
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mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
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Strategy({'strategy': 'default_strategy'})
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hyperopt = Hyperopt(conf)
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hyperopt.trials = create_trials(mocker)
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@ -232,7 +248,7 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None:
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assert line in caplog.text
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def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> None:
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def test_resuming_previous_hyperopt_results_succeeds(mocker, init_hyperopt, default_conf) -> None:
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trials = create_trials(mocker)
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conf = deepcopy(default_conf)
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@ -257,6 +273,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No
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mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
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mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
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mocker.patch('freqtrade.logger.Logger.set_format', MagicMock())
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mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
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Strategy({'strategy': 'default_strategy'})
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hyperopt = Hyperopt(conf)
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@ -275,7 +292,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No
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assert total_tries == (current_tries + len(trials.results))
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def test_save_trials_saves_trials(mocker, caplog) -> None:
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def test_save_trials_saves_trials(mocker, init_hyperopt, caplog) -> None:
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create_trials(mocker)
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mock_dump = mocker.patch('freqtrade.optimize.hyperopt.pickle.dump', return_value=None)
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@ -292,7 +309,7 @@ def test_save_trials_saves_trials(mocker, caplog) -> None:
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mock_dump.assert_called_once()
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def test_read_trials_returns_trials_file(mocker, caplog) -> None:
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def test_read_trials_returns_trials_file(mocker, init_hyperopt, caplog) -> None:
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trials = create_trials(mocker)
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mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load', return_value=trials)
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mock_open = mocker.patch('freqtrade.optimize.hyperopt.open', return_value=mock_load)
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@ -309,7 +326,7 @@ def test_read_trials_returns_trials_file(mocker, caplog) -> None:
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mock_load.assert_called_once()
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def test_roi_table_generation() -> None:
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def test_roi_table_generation(init_hyperopt) -> None:
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params = {
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'roi_t1': 5,
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'roi_t2': 10,
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@ -323,10 +340,11 @@ def test_roi_table_generation() -> None:
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assert hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
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def test_start_calls_fmin(mocker, default_conf) -> None:
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def test_start_calls_fmin(mocker, init_hyperopt, default_conf) -> None:
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trials = create_trials(mocker)
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mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results)
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mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
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mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
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mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
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conf = deepcopy(default_conf)
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@ -344,7 +362,7 @@ def test_start_calls_fmin(mocker, default_conf) -> None:
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mock_fmin.assert_called_once()
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def test_start_uses_mongotrials(mocker, default_conf) -> None:
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def test_start_uses_mongotrials(mocker, init_hyperopt, default_conf) -> None:
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mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
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mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
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mock_mongotrials = mocker.patch(
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@ -359,6 +377,7 @@ def test_start_uses_mongotrials(mocker, default_conf) -> None:
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conf.update({'timerange': None})
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conf.update({'spaces': 'all'})
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mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
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mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
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hyperopt = Hyperopt(conf)
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hyperopt.tickerdata_to_dataframe = MagicMock()
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@ -387,7 +406,7 @@ def test_format_results():
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assert x.find(' 66.67%')
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def test_signal_handler(mocker):
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def test_signal_handler(mocker, init_hyperopt):
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"""
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Test Hyperopt.signal_handler()
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"""
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@ -401,7 +420,7 @@ def test_signal_handler(mocker):
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assert m.call_count == 3
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def test_has_space():
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def test_has_space(init_hyperopt):
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"""
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Test Hyperopt.has_space() method
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"""
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@ -414,7 +433,7 @@ def test_has_space():
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assert _HYPEROPT.has_space('buy')
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def test_populate_indicators() -> None:
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def test_populate_indicators(init_hyperopt) -> None:
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"""
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Test Hyperopt.populate_indicators()
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"""
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@ -429,7 +448,7 @@ def test_populate_indicators() -> None:
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assert 'cci' in dataframe
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def test_buy_strategy_generator() -> None:
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def test_buy_strategy_generator(init_hyperopt) -> None:
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"""
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Test Hyperopt.buy_strategy_generator()
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"""
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@ -486,7 +505,7 @@ def test_buy_strategy_generator() -> None:
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assert 1 in result['buy']
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def test_generate_optimizer(mocker, default_conf) -> None:
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def test_generate_optimizer(mocker, init_hyperopt, default_conf) -> None:
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"""
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Test Hyperopt.generate_optimizer() function
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"""
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@ -505,6 +524,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
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'freqtrade.optimize.hyperopt.Hyperopt.backtest',
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MagicMock(return_value=backtest_result)
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)
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mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
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optimizer_param = {
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'adx': {'enabled': False},
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