make --refresh-pairs-cached common option for optimization; added support for it into hyperopt

This commit is contained in:
hroff-1902
2019-04-22 21:24:45 +03:00
parent d3e956f7cc
commit ad85ac3dde
8 changed files with 205 additions and 74 deletions

View File

@@ -260,6 +260,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),

View File

@@ -1,16 +1,19 @@
# pragma pylint: disable=missing-docstring,W0212,C0103
from datetime import datetime
import json
import os
from unittest.mock import MagicMock
import pandas as pd
import pytest
from freqtrade import DependencyException
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.history import load_tickerdata_file
from freqtrade.optimize.hyperopt import Hyperopt, start
from freqtrade.optimize.hyperopt import Hyperopt, start, setup_configuration
from freqtrade.optimize.default_hyperopt import DefaultHyperOpts
from freqtrade.resolvers import StrategyResolver, HyperOptResolver
from freqtrade.state import RunMode
from freqtrade.tests.conftest import log_has, patch_exchange
from freqtrade.tests.optimize.test_backtesting import get_args
@@ -39,6 +42,112 @@ def create_trials(mocker, hyperopt) -> None:
return [{'loss': 1, 'result': 'foo', 'params': {}}]
def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(default_conf)
))
args = [
'--config', 'config.json',
'hyperopt'
]
config = setup_configuration(get_args(args))
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has(
'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert 'ticker_interval' in config
assert not log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
assert 'live' not in config
assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
assert 'refresh_pairs' not in config
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
assert 'timerange' not in config
assert 'runmode' in config
assert config['runmode'] == RunMode.HYPEROPT
def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(default_conf)
))
mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x)
args = [
'--config', 'config.json',
'--datadir', '/foo/bar',
'hyperopt',
'--ticker-interval', '1m',
'--timerange', ':100',
'--refresh-pairs-cached',
'--enable-position-stacking',
'--disable-max-market-positions',
'--epochs', '1000',
'--spaces', 'all',
'--print-all'
]
config = setup_configuration(get_args(args))
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert config['runmode'] == RunMode.HYPEROPT
assert log_has(
'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
assert log_has(
'Using ticker_interval: 1m ...',
caplog.record_tuples
)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog.record_tuples
)
assert 'epochs' in config
assert log_has('Parameter --epochs detected ...', caplog.record_tuples)
assert 'spaces' in config
assert log_has(
'Parameter -s/--spaces detected: {}'.format(config['spaces']),
caplog.record_tuples
)
assert 'print_all' in config
assert log_has('Parameter --print-all detected: True', caplog.record_tuples)
def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
mocker.patch(
@@ -72,7 +181,6 @@ def test_start(mocker, default_conf, caplog) -> None:
args = [
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'hyperopt',
'--epochs', '5'
]
@@ -107,7 +215,7 @@ def test_start_failure(mocker, default_conf, caplog) -> None:
]
args = get_args(args)
StrategyResolver({'strategy': 'DefaultStrategy'})
with pytest.raises(ValueError):
with pytest.raises(DependencyException):
start(args)
assert log_has(
"Please don't use --strategy for hyperopt.",