adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Adapt tests to work without default hyperoptloss

Browse Source
This commit is contained in:
Matthias 2020-10-05 19:33:50 +02:00
parent 378b214a56
commit fa1d1679f0
1 changed files with 11 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
tests/optimize/test_hyperopt.py
View File

@ -33,6 +33,7 @@ def hyperopt_conf(default_conf):
hyperconf = deepcopy(default_conf) hyperconf = deepcopy(default_conf)
hyperconf.update({ hyperconf.update({
'hyperopt': 'DefaultHyperOpt', 'hyperopt': 'DefaultHyperOpt',
'hyperopt_loss': 'DefaultHyperOptLoss',
'hyperopt_path': str(Path(__file__).parent / 'hyperopts'), 'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
'epochs': 1, 'epochs': 1,
'timerange': None, 'timerange': None,
@ -236,6 +237,7 @@ def test_hyperoptlossresolver(mocker, default_conf) -> None:
'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver.load_object', 'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver.load_object',
MagicMock(return_value=hl) MagicMock(return_value=hl)
) )
default_conf.update({'hyperopt_loss': 'DefaultHyperoptLoss'})
x = HyperOptLossResolver.load_hyperoptloss(default_conf) x = HyperOptLossResolver.load_hyperoptloss(default_conf)
assert hasattr(x, "hyperopt_loss_function") assert hasattr(x, "hyperopt_loss_function")
@ -278,6 +280,7 @@ def test_start(mocker, hyperopt_conf, caplog) -> None:
'hyperopt', 'hyperopt',
'--config', 'config.json', '--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt', '--hyperopt', 'DefaultHyperOpt',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--epochs', '5' '--epochs', '5'
] ]
pargs = get_args(args) pargs = get_args(args)
@ -301,6 +304,7 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
'hyperopt', 'hyperopt',
'--config', 'config.json', '--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt', '--hyperopt', 'DefaultHyperOpt',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--epochs', '5' '--epochs', '5'
] ]
pargs = get_args(args) pargs = get_args(args)
@ -318,6 +322,7 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
'hyperopt', 'hyperopt',
'--config', 'config.json', '--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt', '--hyperopt', 'DefaultHyperOpt',
'--hyperopt-loss', 'DefaultHyperOptLoss',
'--epochs', '5' '--epochs', '5'
] ]
pargs = get_args(args) pargs = get_args(args)
@ -325,8 +330,8 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
assert log_has("Another running instance of freqtrade Hyperopt detected.", caplog) assert log_has("Another running instance of freqtrade Hyperopt detected.", caplog)
def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None: def test_loss_calculation_prefer_correct_trade_count(hyperopt_conf, hyperopt_results) -> None:
hl = HyperOptLossResolver.load_hyperoptloss(default_conf) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600, correct = hl.hyperopt_loss_function(hyperopt_results, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1)) datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100, over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100,
@ -337,11 +342,11 @@ def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_resu
assert under > correct assert under > correct
def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results) -> None: def test_loss_calculation_prefer_shorter_trades(hyperopt_conf, hyperopt_results) -> None:
resultsb = hyperopt_results.copy() resultsb = hyperopt_results.copy()
resultsb.loc[1, 'trade_duration'] = 20 resultsb.loc[1, 'trade_duration'] = 20
hl = HyperOptLossResolver.load_hyperoptloss(default_conf) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
longer = hl.hyperopt_loss_function(hyperopt_results, 100, longer = hl.hyperopt_loss_function(hyperopt_results, 100,
datetime(2019, 1, 1), datetime(2019, 5, 1)) datetime(2019, 1, 1), datetime(2019, 5, 1))
shorter = hl.hyperopt_loss_function(resultsb, 100, shorter = hl.hyperopt_loss_function(resultsb, 100,
@ -349,13 +354,13 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
assert shorter < longer assert shorter < longer
def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) -> None: def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) -> None:
results_over = hyperopt_results.copy() results_over = hyperopt_results.copy()
results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2 results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
results_under = hyperopt_results.copy() results_under = hyperopt_results.copy()
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2 results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
hl = HyperOptLossResolver.load_hyperoptloss(default_conf) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600, correct = hl.hyperopt_loss_function(hyperopt_results, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1)) datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(results_over, 600, over = hl.hyperopt_loss_function(results_over, 600,