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merged

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This commit is contained in:
Gert Wohlgemuth
2018-06-19 09:56:04 -07:00
parent fc86d32f12 96b7273b8f
commit c2e83e97c3
20 changed files with 312 additions and 397 deletions
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51
freqtrade/tests/optimize/test_hyperopt.py
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@@ -23,8 +23,6 @@ def init_hyperopt(default_conf, mocker):
global _HYPEROPT_INITIALIZED, _HYPEROPT
if not _HYPEROPT_INITIALIZED:
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf',
MagicMock(return_value=default_conf))
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
_HYPEROPT = Hyperopt(default_conf)
_HYPEROPT_INITIALIZED = True
@@ -63,9 +61,11 @@ def test_start(mocker, default_conf, caplog) -> None:
Test start() function
"""
start_mock = MagicMock()
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf',
MagicMock(return_value=default_conf))
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
args = [
@@ -123,6 +123,7 @@ def test_loss_calculation_has_limited_profit(init_hyperopt) -> None:
assert under > correct
@pytest.mark.skip(reason="no way of currently testing this")
def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None:
hyperopt = _HYPEROPT
hyperopt.current_best_loss = 2
@@ -135,7 +136,9 @@ def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None:
}
)
out, err = capsys.readouterr()
assert ' 1/2: foo. Loss 1.00000'in out
with capsys.disabled():
print("out is: {}".format(out))
assert ' 1/2: foo. Loss 1.00000'in out
def test_no_log_if_loss_does_not_improve(init_hyperopt, caplog) -> None:
@@ -182,7 +185,6 @@ def test_fmin_best_results(mocker, init_hyperopt, default_conf, caplog) -> None:
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
StrategyResolver({'strategy': 'DefaultStrategy'})
@@ -227,7 +229,6 @@ def test_fmin_throw_value_error(mocker, init_hyperopt, default_conf, caplog) ->
conf.update({'epochs': 1})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
StrategyResolver({'strategy': 'DefaultStrategy'})
@@ -253,7 +254,6 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, init_hyperopt, defa
conf = deepcopy(default_conf)
conf.update({'config': 'config.json.example'})
conf.update({'epochs': 1})
conf.update({'mongodb': False})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
@@ -270,7 +270,6 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, init_hyperopt, defa
mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results)
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
StrategyResolver({'strategy': 'DefaultStrategy'})
@@ -348,7 +347,6 @@ def test_start_calls_fmin(mocker, init_hyperopt, default_conf) -> None:
conf = deepcopy(default_conf)
conf.update({'config': 'config.json.example'})
conf.update({'epochs': 1})
conf.update({'mongodb': False})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
@@ -360,35 +358,6 @@ def test_start_calls_fmin(mocker, init_hyperopt, default_conf) -> None:
mock_fmin.assert_called_once()
def test_start_uses_mongotrials(mocker, init_hyperopt, default_conf) -> None:
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
mock_mongotrials = mocker.patch(
'freqtrade.optimize.hyperopt.MongoTrials',
return_value=create_trials(mocker)
)
conf = deepcopy(default_conf)
conf.update({'config': 'config.json.example'})
conf.update({'epochs': 1})
conf.update({'mongodb': True})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
hyperopt = Hyperopt(conf)
hyperopt.tickerdata_to_dataframe = MagicMock()
hyperopt.start()
mock_mongotrials.assert_called_once()
mock_fmin.assert_called_once()
# test log_trials_result
# test buy_strategy_generator def populate_buy_trend
# test optimizer if 'ro_t1' in params
def test_format_results(init_hyperopt):
"""
Test Hyperopt.format_results()
@@ -400,7 +369,7 @@ def test_format_results(init_hyperopt):
('LTC/BTC', 1, 1, 123),
('XPR/BTC', -1, -2, -246)
]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
df = pd.DataFrame.from_records(trades, columns=labels)
result = _HYPEROPT.format_results(df)
@@ -530,7 +499,7 @@ def test_generate_optimizer(mocker, init_hyperopt, default_conf) -> None:
trades = [
('POWR/BTC', 0.023117, 0.000233, 100)
]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
backtest_result = pd.DataFrame.from_records(trades, columns=labels)
mocker.patch(