Move tests to hyperopttools test file
This commit is contained in:
Matthias
parent
34e6ce431f
commit
e97de4643f
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@ -1,9 +1,6 @@
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# pragma pylint: disable=missing-docstring,W0212,C0103
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import logging
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import re
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from datetime import datetime
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from pathlib import Path
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from typing import Dict, List
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from unittest.mock import ANY, MagicMock
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import pandas as pd
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@ -28,12 +25,6 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
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from .hyperopts.default_hyperopt import DefaultHyperOpt
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# Functions for recurrent object patching
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def create_results() -> List[Dict]:
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return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
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def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
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patched_configuration_load_config_file(mocker, default_conf)
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@ -303,52 +294,6 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
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assert caplog.record_tuples == []
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def test_save_results_saves_epochs(mocker, hyperopt, tmpdir, caplog) -> None:
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# Test writing to temp dir and reading again
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epochs = create_results()
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hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
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caplog.set_level(logging.DEBUG)
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for epoch in epochs:
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hyperopt._save_result(epoch)
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assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
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hyperopt._save_result(epochs[0])
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assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
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hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
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assert len(hyperopt_epochs) == 2
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def test_load_previous_results(testdatadir, caplog) -> None:
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results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
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hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
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assert len(hyperopt_epochs) == 5
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assert log_has_re(r"Reading pickled epochs from .*", caplog)
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caplog.clear()
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# Modern version
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results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
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hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
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assert len(hyperopt_epochs) == 5
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assert log_has_re(r"Reading epochs from .*", caplog)
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def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
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mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
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return_value=[{'asdf': '222'}])
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results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
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with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
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HyperoptTools.load_previous_results(results_file)
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def test_roi_table_generation(hyperopt) -> None:
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params = {
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'roi_t1': 5,
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@ -467,40 +412,6 @@ def test_hyperopt_format_results(hyperopt):
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assert '0:50:00 min' in result
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@pytest.mark.parametrize("spaces, expected_results", [
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(['buy'],
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{'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
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(['sell'],
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{'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
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(['roi'],
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{'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
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(['stoploss'],
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{'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
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(['trailing'],
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{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
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(['buy', 'sell', 'roi', 'stoploss'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
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(['buy', 'sell', 'roi', 'stoploss', 'trailing'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
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(['buy', 'roi'],
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{'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
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(['all'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
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(['default'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
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(['default', 'trailing'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
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(['all', 'buy'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
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(['default', 'buy'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
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])
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def test_has_space(hyperopt_conf, spaces, expected_results):
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for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
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hyperopt_conf.update({'spaces': spaces})
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assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
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def test_populate_indicators(hyperopt, testdatadir) -> None:
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data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
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dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
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@ -1070,42 +981,6 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
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hyperopt.start()
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def test_show_epoch_details(capsys):
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test_result = {
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'params_details': {
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'trailing': {
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'trailing_stop': True,
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'trailing_stop_positive': 0.02,
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'trailing_stop_positive_offset': 0.04,
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'trailing_only_offset_is_reached': True
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},
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'roi': {
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0: 0.18,
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90: 0.14,
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225: 0.05,
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430: 0},
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},
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'results_explanation': 'foo result',
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'is_initial_point': False,
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'total_profit': 0,
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'current_epoch': 2, # This starts from 1 (in a human-friendly manner)
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'is_best': True
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}
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HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
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captured = capsys.readouterr()
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assert '# Trailing stop:' in captured.out
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# re.match(r"Pairs for .*", captured.out)
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assert re.search(r'^\s+trailing_stop = True$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+trailing_stop_positive = 0.02$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+trailing_stop_positive_offset = 0.04$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+trailing_only_offset_is_reached = True$', captured.out, re.MULTILINE)
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assert '# ROI table:' in captured.out
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assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
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def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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@ -1147,15 +1022,3 @@ def test_SKDecimal():
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assert space.transform([1.5, 1.6]) == [150, 160]
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def test___pprint():
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params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
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non_params = {'buy_notoptimied': 55}
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x = HyperoptTools._pprint(params, non_params)
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assert x == """{
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"buy_std": 1.2,
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"buy_rsi": 31,
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"buy_enable": True,
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"buy_what": "asdf",
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"buy_notoptimied": 55, # value loaded from strategy
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}"""
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@ -0,0 +1,146 @@
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import logging
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import re
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from pathlib import Path
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from typing import Dict, List
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import pytest
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from freqtrade.exceptions import OperationalException
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from freqtrade.optimize.hyperopt_tools import HyperoptTools
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from tests.conftest import log_has, log_has_re
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# Functions for recurrent object patching
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def create_results() -> List[Dict]:
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return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
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def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
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# Test writing to temp dir and reading again
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epochs = create_results()
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hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
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caplog.set_level(logging.DEBUG)
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for epoch in epochs:
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hyperopt._save_result(epoch)
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assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
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hyperopt._save_result(epochs[0])
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assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
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hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
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assert len(hyperopt_epochs) == 2
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def test_load_previous_results(testdatadir, caplog) -> None:
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results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
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hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
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assert len(hyperopt_epochs) == 5
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assert log_has_re(r"Reading pickled epochs from .*", caplog)
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caplog.clear()
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# Modern version
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results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
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hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
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assert len(hyperopt_epochs) == 5
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assert log_has_re(r"Reading epochs from .*", caplog)
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def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
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mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
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return_value=[{'asdf': '222'}])
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results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
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with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
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HyperoptTools.load_previous_results(results_file)
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@pytest.mark.parametrize("spaces, expected_results", [
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(['buy'],
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{'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
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(['sell'],
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{'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
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(['roi'],
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{'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
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(['stoploss'],
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{'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
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(['trailing'],
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{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
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(['buy', 'sell', 'roi', 'stoploss'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
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(['buy', 'sell', 'roi', 'stoploss', 'trailing'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
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(['buy', 'roi'],
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{'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
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(['all'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
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(['default'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
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(['default', 'trailing'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
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(['all', 'buy'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
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(['default', 'buy'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
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])
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def test_has_space(hyperopt_conf, spaces, expected_results):
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for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
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hyperopt_conf.update({'spaces': spaces})
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assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
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def test_show_epoch_details(capsys):
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test_result = {
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'params_details': {
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'trailing': {
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'trailing_stop': True,
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'trailing_stop_positive': 0.02,
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'trailing_stop_positive_offset': 0.04,
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'trailing_only_offset_is_reached': True
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},
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'roi': {
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0: 0.18,
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90: 0.14,
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225: 0.05,
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430: 0},
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},
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'results_explanation': 'foo result',
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'is_initial_point': False,
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'total_profit': 0,
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'current_epoch': 2, # This starts from 1 (in a human-friendly manner)
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'is_best': True
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}
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HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
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captured = capsys.readouterr()
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assert '# Trailing stop:' in captured.out
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# re.match(r"Pairs for .*", captured.out)
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assert re.search(r'^\s+trailing_stop = True$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+trailing_stop_positive = 0.02$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+trailing_stop_positive_offset = 0.04$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+trailing_only_offset_is_reached = True$', captured.out, re.MULTILINE)
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assert '# ROI table:' in captured.out
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assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
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def test___pprint():
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params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
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non_params = {'buy_notoptimied': 55}
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x = HyperoptTools._pprint(params, non_params)
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assert x == """{
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"buy_std": 1.2,
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"buy_rsi": 31,
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"buy_enable": True,
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"buy_what": "asdf",
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"buy_notoptimied": 55, # value loaded from strategy
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}"""
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