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Move tests to hyperopttools test file

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This commit is contained in:
Matthias 2021-06-14 21:06:15 +02:00
parent 34e6ce431f
commit e97de4643f
2 changed files with 146 additions and 137 deletions
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137
tests/optimize/test_hyperopt.py
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@ -1,9 +1,6 @@
# pragma pylint: disable=missing-docstring,W0212,C0103 # pragma pylint: disable=missing-docstring,W0212,C0103
import logging
import re
from datetime import datetime from datetime import datetime
from pathlib import Path from pathlib import Path
from typing import Dict, List
from unittest.mock import ANY, MagicMock from unittest.mock import ANY, MagicMock
import pandas as pd import pandas as pd
@ -28,12 +25,6 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
from .hyperopts.default_hyperopt import DefaultHyperOpt from .hyperopts.default_hyperopt import DefaultHyperOpt
# Functions for recurrent object patching
def create_results() -> List[Dict]:
return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None: def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf) patched_configuration_load_config_file(mocker, default_conf)
@ -303,52 +294,6 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
assert caplog.record_tuples == [] assert caplog.record_tuples == []
def test_save_results_saves_epochs(mocker, hyperopt, tmpdir, caplog) -> None:
# Test writing to temp dir and reading again
epochs = create_results()
hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
caplog.set_level(logging.DEBUG)
for epoch in epochs:
hyperopt._save_result(epoch)
assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
hyperopt._save_result(epochs[0])
assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
assert len(hyperopt_epochs) == 2
def test_load_previous_results(testdatadir, caplog) -> None:
results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
assert len(hyperopt_epochs) == 5
assert log_has_re(r"Reading pickled epochs from .*", caplog)
caplog.clear()
# Modern version
results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
assert len(hyperopt_epochs) == 5
assert log_has_re(r"Reading epochs from .*", caplog)
def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
return_value=[{'asdf': '222'}])
results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
HyperoptTools.load_previous_results(results_file)
def test_roi_table_generation(hyperopt) -> None: def test_roi_table_generation(hyperopt) -> None:
params = { params = {
'roi_t1': 5, 'roi_t1': 5,
@ -467,40 +412,6 @@ def test_hyperopt_format_results(hyperopt):
assert '0:50:00 min' in result assert '0:50:00 min' in result
@pytest.mark.parametrize("spaces, expected_results", [
(['buy'],
{'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
(['sell'],
{'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
(['roi'],
{'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
(['stoploss'],
{'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
(['trailing'],
{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
(['buy', 'sell', 'roi', 'stoploss'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
(['buy', 'sell', 'roi', 'stoploss', 'trailing'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
(['buy', 'roi'],
{'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
(['all'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
(['default'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
(['default', 'trailing'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
(['all', 'buy'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
(['default', 'buy'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
])
def test_has_space(hyperopt_conf, spaces, expected_results):
for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
hyperopt_conf.update({'spaces': spaces})
assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
def test_populate_indicators(hyperopt, testdatadir) -> None: def test_populate_indicators(hyperopt, testdatadir) -> None:
data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True) data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data) dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
@ -1070,42 +981,6 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
hyperopt.start() hyperopt.start()
def test_show_epoch_details(capsys):
test_result = {
'params_details': {
'trailing': {
'trailing_stop': True,
'trailing_stop_positive': 0.02,
'trailing_stop_positive_offset': 0.04,
'trailing_only_offset_is_reached': True
},
'roi': {
0: 0.18,
90: 0.14,
225: 0.05,
430: 0},
},
'results_explanation': 'foo result',
'is_initial_point': False,
'total_profit': 0,
'current_epoch': 2, # This starts from 1 (in a human-friendly manner)
'is_best': True
}
HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
captured = capsys.readouterr()
assert '# Trailing stop:' in captured.out
# re.match(r"Pairs for .*", captured.out)
assert re.search(r'^\s+trailing_stop = True$', captured.out, re.MULTILINE)
assert re.search(r'^\s+trailing_stop_positive = 0.02$', captured.out, re.MULTILINE)
assert re.search(r'^\s+trailing_stop_positive_offset = 0.04$', captured.out, re.MULTILINE)
assert re.search(r'^\s+trailing_only_offset_is_reached = True$', captured.out, re.MULTILINE)
assert '# ROI table:' in captured.out
assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE)
assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None: def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
@ -1147,15 +1022,3 @@ def test_SKDecimal():
assert space.transform([1.5, 1.6]) == [150, 160] assert space.transform([1.5, 1.6]) == [150, 160]
def test___pprint():
params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
non_params = {'buy_notoptimied': 55}
x = HyperoptTools._pprint(params, non_params)
assert x == """{
"buy_std": 1.2,
"buy_rsi": 31,
"buy_enable": True,
"buy_what": "asdf",
"buy_notoptimied": 55, # value loaded from strategy
}"""

146
tests/optimize/test_hyperopttools.py Normal file
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@ -0,0 +1,146 @@
import logging
import re
from pathlib import Path
from typing import Dict, List
import pytest
from freqtrade.exceptions import OperationalException
from freqtrade.optimize.hyperopt_tools import HyperoptTools
from tests.conftest import log_has, log_has_re
# Functions for recurrent object patching
def create_results() -> List[Dict]:
return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
# Test writing to temp dir and reading again
epochs = create_results()
hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
caplog.set_level(logging.DEBUG)
for epoch in epochs:
hyperopt._save_result(epoch)
assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
hyperopt._save_result(epochs[0])
assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
assert len(hyperopt_epochs) == 2
def test_load_previous_results(testdatadir, caplog) -> None:
results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
assert len(hyperopt_epochs) == 5
assert log_has_re(r"Reading pickled epochs from .*", caplog)
caplog.clear()
# Modern version
results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
assert len(hyperopt_epochs) == 5
assert log_has_re(r"Reading epochs from .*", caplog)
def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
return_value=[{'asdf': '222'}])
results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
HyperoptTools.load_previous_results(results_file)
@pytest.mark.parametrize("spaces, expected_results", [
(['buy'],
{'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
(['sell'],
{'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
(['roi'],
{'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
(['stoploss'],
{'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
(['trailing'],
{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
(['buy', 'sell', 'roi', 'stoploss'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
(['buy', 'sell', 'roi', 'stoploss', 'trailing'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
(['buy', 'roi'],
{'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
(['all'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
(['default'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
(['default', 'trailing'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
(['all', 'buy'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
(['default', 'buy'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
])
def test_has_space(hyperopt_conf, spaces, expected_results):
for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
hyperopt_conf.update({'spaces': spaces})
assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
def test_show_epoch_details(capsys):
test_result = {
'params_details': {
'trailing': {
'trailing_stop': True,
'trailing_stop_positive': 0.02,
'trailing_stop_positive_offset': 0.04,
'trailing_only_offset_is_reached': True
},
'roi': {
0: 0.18,
90: 0.14,
225: 0.05,
430: 0},
},
'results_explanation': 'foo result',
'is_initial_point': False,
'total_profit': 0,
'current_epoch': 2, # This starts from 1 (in a human-friendly manner)
'is_best': True
}
HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
captured = capsys.readouterr()
assert '# Trailing stop:' in captured.out
# re.match(r"Pairs for .*", captured.out)
assert re.search(r'^\s+trailing_stop = True$', captured.out, re.MULTILINE)
assert re.search(r'^\s+trailing_stop_positive = 0.02$', captured.out, re.MULTILINE)
assert re.search(r'^\s+trailing_stop_positive_offset = 0.04$', captured.out, re.MULTILINE)
assert re.search(r'^\s+trailing_only_offset_is_reached = True$', captured.out, re.MULTILINE)
assert '# ROI table:' in captured.out
assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE)
assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
def test___pprint():
params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
non_params = {'buy_notoptimied': 55}
x = HyperoptTools._pprint(params, non_params)
assert x == """{
"buy_std": 1.2,
"buy_rsi": 31,
"buy_enable": True,
"buy_what": "asdf",
"buy_notoptimied": 55, # value loaded from strategy
}"""