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Add trailing stoploss hyperspace

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This commit is contained in:
hroff-1902
2019-11-08 01:55:14 +03:00
parent ad2289c34c
commit f90676cfc5
4 changed files with 110 additions and 34 deletions
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52
tests/optimize/test_hyperopt.py
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@@ -26,7 +26,7 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
@pytest.fixture(scope='function')
def hyperopt(default_conf, mocker):
default_conf.update({'spaces': ['all']})
default_conf.update({'spaces': ['default']})
patch_exchange(mocker)
return Hyperopt(default_conf)
@@ -108,7 +108,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
'--enable-position-stacking',
'--disable-max-market-positions',
'--epochs', '1000',
'--spaces', 'all',
'--spaces', 'default',
'--print-all'
]
@@ -414,7 +414,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
default_conf.update({'config': 'config.json.example',
'epochs': 1,
'timerange': None,
'spaces': 'all',
'spaces': 'default',
'hyperopt_jobs': 1, })
hyperopt = Hyperopt(default_conf)
@@ -463,14 +463,38 @@ def test_format_results(hyperopt):
assert result.find('Total profit 1.00000000 EUR')
def test_has_space(hyperopt):
hyperopt.config.update({'spaces': ['buy', 'roi']})
assert hyperopt.has_space('roi')
assert hyperopt.has_space('buy')
assert not hyperopt.has_space('stoploss')
hyperopt.config.update({'spaces': ['all']})
assert hyperopt.has_space('buy')
@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, spaces, expected_results):
for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
hyperopt.config.update({'spaces': spaces})
assert hyperopt.has_space(s) == expected_results[s]
def test_populate_indicators(hyperopt, testdatadir) -> None:
@@ -517,7 +541,7 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
def test_generate_optimizer(mocker, default_conf) -> None:
default_conf.update({'config': 'config.json.example'})
default_conf.update({'timerange': None})
default_conf.update({'spaces': 'all'})
default_conf.update({'spaces': 'default'})
default_conf.update({'hyperopt_min_trades': 1})
trades = [
@@ -584,7 +608,7 @@ def test_clean_hyperopt(mocker, default_conf, caplog):
default_conf.update({'config': 'config.json.example',
'epochs': 1,
'timerange': None,
'spaces': 'all',
'spaces': 'default',
'hyperopt_jobs': 1,
})
mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
@@ -600,7 +624,7 @@ def test_continue_hyperopt(mocker, default_conf, caplog):
default_conf.update({'config': 'config.json.example',
'epochs': 1,
'timerange': None,
'spaces': 'all',
'spaces': 'default',
'hyperopt_jobs': 1,
'hyperopt_continue': True
})