Merge branch 'develop' into feat/short
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@@ -209,7 +209,8 @@ def test_export_params(tmpdir):
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assert filename.is_file()
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content = rapidjson.load(filename.open('r'))
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with filename.open('r') as f:
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content = rapidjson.load(f)
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assert content['strategy_name'] == CURRENT_TEST_STRATEGY
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assert 'params' in content
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assert "buy" in content["params"]
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@@ -85,6 +85,8 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
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"SharpeHyperOptLoss",
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"SharpeHyperOptLossDaily",
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"MaxDrawDownHyperOptLoss",
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"CalmarHyperOptLoss",
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])
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def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
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results_over = hyperopt_results.copy()
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@@ -96,11 +98,32 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
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default_conf.update({'hyperopt_loss': lossfunction})
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hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
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correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
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datetime(2019, 1, 1), datetime(2019, 5, 1))
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over = hl.hyperopt_loss_function(results_over, len(results_over),
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datetime(2019, 1, 1), datetime(2019, 5, 1))
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under = hl.hyperopt_loss_function(results_under, len(results_under),
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datetime(2019, 1, 1), datetime(2019, 5, 1))
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correct = hl.hyperopt_loss_function(
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hyperopt_results,
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trade_count=len(hyperopt_results),
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min_date=datetime(2019, 1, 1),
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max_date=datetime(2019, 5, 1),
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config=default_conf,
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processed=None,
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backtest_stats={'profit_total': hyperopt_results['profit_abs'].sum()}
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)
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over = hl.hyperopt_loss_function(
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results_over,
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trade_count=len(results_over),
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min_date=datetime(2019, 1, 1),
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max_date=datetime(2019, 5, 1),
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config=default_conf,
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processed=None,
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backtest_stats={'profit_total': results_over['profit_abs'].sum()}
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)
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under = hl.hyperopt_loss_function(
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results_under,
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trade_count=len(results_under),
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min_date=datetime(2019, 1, 1),
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max_date=datetime(2019, 5, 1),
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config=default_conf,
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processed=None,
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backtest_stats={'profit_total': results_under['profit_abs'].sum()}
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)
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assert over < correct
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assert under > correct
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@@ -116,3 +116,28 @@ def test_PairLocks_getlongestlock(use_db):
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PairLocks.reset_locks()
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PairLocks.use_db = True
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@pytest.mark.parametrize('use_db', (False, True))
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@pytest.mark.usefixtures("init_persistence")
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def test_PairLocks_reason(use_db):
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PairLocks.timeframe = '5m'
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PairLocks.use_db = use_db
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# No lock should be present
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if use_db:
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assert len(PairLock.query.all()) == 0
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assert PairLocks.use_db == use_db
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PairLocks.lock_pair('XRP/USDT', arrow.utcnow().shift(minutes=4).datetime, 'TestLock1')
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PairLocks.lock_pair('ETH/USDT', arrow.utcnow().shift(minutes=4).datetime, 'TestLock2')
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assert PairLocks.is_pair_locked('XRP/USDT')
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assert PairLocks.is_pair_locked('ETH/USDT')
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PairLocks.unlock_reason('TestLock1')
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assert not PairLocks.is_pair_locked('XRP/USDT')
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assert PairLocks.is_pair_locked('ETH/USDT')
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PairLocks.reset_locks()
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PairLocks.use_db = True
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@@ -633,6 +633,13 @@ def test_is_pair_locked(default_conf):
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strategy.unlock_pair(pair)
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assert not strategy.is_pair_locked(pair)
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# Lock with reason
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reason = "TestLockR"
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strategy.lock_pair(pair, arrow.now(timezone.utc).shift(minutes=4).datetime, reason)
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assert strategy.is_pair_locked(pair)
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strategy.unlock_reason(reason)
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assert not strategy.is_pair_locked(pair)
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pair = 'BTC/USDT'
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# Lock until 14:30
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lock_time = datetime(2020, 5, 1, 14, 30, 0, tzinfo=timezone.utc)
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@@ -62,8 +62,8 @@ def test_load_strategy(default_conf, result):
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def test_load_strategy_base64(result, caplog, default_conf):
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with (Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py').open("rb") as file:
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encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
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filepath = Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py'
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encoded_string = urlsafe_b64encode(filepath.read_bytes()).decode("utf-8")
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default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
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strategy = StrategyResolver.load_strategy(default_conf)
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