integrate hyperopt and implement subcommand

freqtrade/tests/__init__.py

@@ -1,21 +0,0 @@
-# pragma pylint: disable=missing-docstring
-import json
-import os
-from typing import Optional, List
-
-
-def load_backtesting_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None):
-    path = os.path.abspath(os.path.dirname(__file__))
-    result = {}
-    _pairs = pairs or [
-        'BTC_BCC', 'BTC_ETH', 'BTC_DASH', 'BTC_POWR', 'BTC_ETC',
-        'BTC_VTC', 'BTC_WAVES', 'BTC_LSK', 'BTC_XLM', 'BTC_OK',
-    ]
-    for pair in _pairs:
-        with open('{abspath}/testdata/{pair}-{ticker_interval}.json'.format(
-            abspath=path,
-            pair=pair,
-            ticker_interval=ticker_interval,
-        )) as tickerdata:
-            result[pair] = json.load(tickerdata)
-    return result

freqtrade/tests/conftest.py

@@ -51,22 +51,6 @@ def default_conf():
     return configuration
 
 
-@pytest.fixture(scope="module")
-def backtest_conf():
-    return {
-        "max_open_trades": 3,
-        "stake_currency": "BTC",
-        "stake_amount": 0.01,
-        "minimal_roi": {
-            "40":  0.0,
-            "30":  0.01,
-            "20":  0.02,
-            "0":  0.04
-        },
-        "stoploss": -0.10
-    }
-
-
 @pytest.fixture
 def update():
     _update = Update(0)

freqtrade/tests/test_misc.py

@@ -78,10 +78,10 @@ def test_parse_args_backtesting(mocker):
 
 def test_parse_args_backtesting_invalid():
     with pytest.raises(SystemExit, match=r'2'):
-        parse_args(['--ticker-interval'])
+        parse_args(['backtesting --ticker-interval'])
 
     with pytest.raises(SystemExit, match=r'2'):
-        parse_args(['--ticker-interval', 'abc'])
+        parse_args(['backtesting --ticker-interval', 'abc'])
 
 
 def test_parse_args_backtesting_custom(mocker):
@@ -99,6 +99,19 @@ def test_parse_args_backtesting_custom(mocker):
     assert call_args.ticker_interval == 1
 
 
+def test_parse_args_hyperopt(mocker):
+    hyperopt_mock = mocker.patch('freqtrade.optimize.hyperopt.start', MagicMock())
+    args = parse_args(['hyperopt'])
+    assert args is None
+    assert hyperopt_mock.call_count == 1
+
+    call_args = hyperopt_mock.call_args[0][0]
+    assert call_args.config == 'config.json'
+    assert call_args.loglevel == 20
+    assert call_args.subparser == 'hyperopt'
+    assert call_args.func is not None
+
+
 def test_load_config(default_conf, mocker):
     file_mock = mocker.patch('freqtrade.misc.open', mocker.mock_open(
         read_data=json.dumps(default_conf)

freqtrade/tests/test_optimize_backtesting.py

@@ -1,18 +1,16 @@
 # pragma pylint: disable=missing-docstring,W0212
 
 
-from freqtrade import exchange
+from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
-from freqtrade.optimize.backtesting import backtest, preprocess
-from freqtrade.tests import load_backtesting_data
+from freqtrade.optimize.backtesting import backtest
 
 
-def test_backtest(backtest_conf, mocker):
-    mocker.patch.dict('freqtrade.main._CONF', backtest_conf)
+def test_backtest(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
     exchange._API = Bittrex({'key': '', 'secret': ''})
 
-    data = load_backtesting_data(ticker_interval=5, pairs=['BTC_ETH'])
-    results = backtest(backtest_conf, preprocess(data), 10, True)
+    data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
+    results = backtest(default_conf, optimize.preprocess(data), 10, True)
     num_resutls = len(results)
     assert num_resutls > 0
-

freqtrade/tests/test_optimize_hyperopt.py

@@ -0,0 +1,6 @@
+# pragma pylint: disable=missing-docstring,W0212
+
+
+def test_optimizer(default_conf, mocker):
+    # TODO: implement test
+    pass