Changed max_open_trades type to int or inf
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@@ -1020,6 +1020,52 @@ def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmpdir, f
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assert hyperopt.backtesting.strategy.max_open_trades == 1
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def test_max_open_trades_dump(mocker, hyperopt_conf, tmpdir, fee, capsys) -> None:
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# This test is to ensure that after hyperopting, max_open_trades is never
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# saved as inf in the output json params
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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(Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
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hyperopt_conf.update({
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'strategy': 'HyperoptableStrategy',
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'user_data_dir': Path(tmpdir),
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'hyperopt_random_state': 42,
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'spaces': ['trades'],
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})
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hyperopt = Hyperopt(hyperopt_conf)
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mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._get_params_dict',
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return_value={
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'max_open_trades': -1
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})
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assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
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hyperopt.start()
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out, err = capsys.readouterr()
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assert 'max_open_trades = -1' in out
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assert 'max_open_trades = inf' not in out
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##############
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hyperopt_conf.update({'print_json': True})
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hyperopt = Hyperopt(hyperopt_conf)
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mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._get_params_dict',
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return_value={
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'max_open_trades': -1
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})
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assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
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hyperopt.start()
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out, err = capsys.readouterr()
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assert '"max_open_trades":-1' in out
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def test_max_open_trades_consistency(mocker, hyperopt_conf, tmpdir, fee) -> None:
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# This test is to ensure that max_open_trades is the same across all functions needing it
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# after it has been changed from the hyperopt
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@@ -6,6 +6,7 @@ from pathlib import Path
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import pytest
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from pandas import DataFrame
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from freqtrade.configuration.configuration import Configuration
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from freqtrade.exceptions import OperationalException
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.strategy.interface import IStrategy
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@@ -371,20 +372,26 @@ def test_strategy_max_open_trades_infinity_from_strategy(caplog, default_conf):
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strategy = StrategyResolver.load_strategy(default_conf)
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# this test assumes -1 set to 'max_open_trades' in CURRENT_TEST_STRATEGY
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assert strategy.max_open_trades == -1
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assert strategy.max_open_trades == float('inf')
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assert default_conf['max_open_trades'] == float('inf')
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def test_strategy_max_open_trades_infinity_from_config(caplog, default_conf):
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def test_strategy_max_open_trades_infinity_from_config(caplog, default_conf, mocker):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'max_open_trades': float('inf')
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'max_open_trades': -1,
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'exchange': 'binance'
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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configuration = Configuration(args=default_conf)
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parsed_config = configuration.get_config()
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assert strategy.max_open_trades == -1
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assert parsed_config['max_open_trades'] == float('inf')
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strategy = StrategyResolver.load_strategy(parsed_config)
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assert strategy.max_open_trades == float('inf')
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@ pytest.mark.filterwarnings("ignore:deprecated")
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@@ -476,3 +483,19 @@ def test_strategy_interface_versioning(dataframe_1m, default_conf):
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assert isinstance(exitdf, DataFrame)
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assert 'sell' not in exitdf
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assert 'exit_long' in exitdf
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def test_strategy_ft_load_params_from_file(mocker, default_conf):
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default_conf.update({'strategy': 'StrategyTestV2'})
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del default_conf['max_open_trades']
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mocker.patch('freqtrade.strategy.hyper.HyperStrategyMixin.load_params_from_file',
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return_value={
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'params': {
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'max_open_trades': {
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'max_open_trades': -1
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}
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}
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.max_open_trades == float('inf')
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assert strategy.config['max_open_trades'] == float('inf')
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