# pragma pylint: disable=missing-docstring,W0212,C0103 from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \ log_results, save_trials, read_trials def test_loss_calculation_prefer_correct_trade_count(): correct = calculate_loss(1, TARGET_TRADES, 20) over = calculate_loss(1, TARGET_TRADES + 100, 20) under = calculate_loss(1, TARGET_TRADES - 100, 20) assert over > correct assert under > correct def test_loss_calculation_prefer_shorter_trades(): shorter = calculate_loss(1, 100, 20) longer = calculate_loss(1, 100, 30) assert shorter < longer def test_loss_calculation_has_limited_profit(): correct = calculate_loss(EXPECTED_MAX_PROFIT, TARGET_TRADES, 20) over = calculate_loss(EXPECTED_MAX_PROFIT * 2, TARGET_TRADES, 20) under = calculate_loss(EXPECTED_MAX_PROFIT / 2, TARGET_TRADES, 20) assert over == correct assert under > correct def create_trials(mocker): """ When creating trials, mock the hyperopt Trials so that *by default* - we don't create any pickle'd files in the filesystem - we might have a pickle'd file so make sure that we return false when looking for it """ mocker.patch('freqtrade.optimize.hyperopt.TRIALS_FILE', return_value='freqtrade/tests/optimize/ut_trials.pickle') mocker.patch('freqtrade.optimize.hyperopt.os.path.exists', return_value=False) mocker.patch('freqtrade.optimize.hyperopt.save_trials', return_value=None) mocker.patch('freqtrade.optimize.hyperopt.read_trials', return_value=None) mocker.patch('freqtrade.optimize.hyperopt.os.remove', return_value=True) return mocker.Mock( results=[{ 'loss': 1, 'result': 'foo', 'status': 'ok' }], best_trial={'misc': {'vals': {'adx': 999}}} ) def test_start_calls_fmin(mocker): trials = create_trials(mocker) mocker.patch('freqtrade.optimize.tickerdata_to_dataframe') mocker.patch('freqtrade.optimize.hyperopt.TRIALS', return_value=trials) mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results) mocker.patch('freqtrade.optimize.preprocess') mocker.patch('freqtrade.optimize.load_data') mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False, timerange=None) start(args) mock_fmin.assert_called_once() def test_start_uses_mongotrials(mocker): mock_mongotrials = mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker)) mocker.patch('freqtrade.optimize.tickerdata_to_dataframe') mocker.patch('freqtrade.optimize.load_data') mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True, timerange=None) start(args) mock_mongotrials.assert_called_once() def test_log_results_if_loss_improves(mocker): logger = mocker.patch('freqtrade.optimize.hyperopt.logger.info') global CURRENT_BEST_LOSS CURRENT_BEST_LOSS = 2 log_results({ 'loss': 1, 'current_tries': 1, 'total_tries': 2, 'result': 'foo' }) logger.assert_called_once() def test_no_log_if_loss_does_not_improve(mocker): logger = mocker.patch('freqtrade.optimize.hyperopt.logger.info') global CURRENT_BEST_LOSS CURRENT_BEST_LOSS = 2 log_results({ 'loss': 3, }) assert not logger.called def test_fmin_best_results(mocker, caplog): fmin_result = { "macd_below_zero": 0, "adx": 1, "adx-value": 15.0, "fastd": 1, "fastd-value": 40.0, "green_candle": 1, "mfi": 0, "over_sar": 0, "rsi": 1, "rsi-value": 37.0, "trigger": 2, "uptrend_long_ema": 1, "uptrend_short_ema": 0, "uptrend_sma": 0, "stoploss": -0.1, "roi_t1": 1, "roi_t2": 2, "roi_t3": 3, "roi_p1": 1, "roi_p2": 2, "roi_p3": 3, } mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker)) mocker.patch('freqtrade.optimize.tickerdata_to_dataframe') mocker.patch('freqtrade.optimize.load_data') mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result) args = mocker.Mock(epochs=1, config='config.json.example', timerange=None) start(args) exists = [ 'Best parameters', '"adx": {\n "enabled": true,\n "value": 15.0\n },', '"green_candle": {\n "enabled": true\n },', '"mfi": {\n "enabled": false\n },', '"trigger": {\n "type": "faststoch10"\n },', '"stoploss": -0.1', ] for line in exists: assert line in caplog.text def test_fmin_throw_value_error(mocker, caplog): mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker)) mocker.patch('freqtrade.optimize.tickerdata_to_dataframe') mocker.patch('freqtrade.optimize.load_data') mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError()) args = mocker.Mock(epochs=1, config='config.json.example', timerange=None) start(args) exists = [ 'Best Result:', 'Sorry, Hyperopt was not able to find good parameters. Please try with more epochs ' '(param: -e).', ] for line in exists: assert line in caplog.text def test_resuming_previous_hyperopt_results_succeeds(mocker): import freqtrade.optimize.hyperopt as hyperopt trials = create_trials(mocker) mocker.patch('freqtrade.optimize.hyperopt.TRIALS', return_value=trials) mocker.patch('freqtrade.optimize.hyperopt.os.path.exists', return_value=True) mocker.patch('freqtrade.optimize.hyperopt.len', return_value=len(trials.results)) mock_read = mocker.patch('freqtrade.optimize.hyperopt.read_trials', return_value=trials) mock_save = mocker.patch('freqtrade.optimize.hyperopt.save_trials', return_value=None) mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results) mocker.patch('freqtrade.optimize.preprocess') mocker.patch('freqtrade.optimize.load_data') mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False, timerange=None) start(args) mock_read.assert_called_once() mock_save.assert_called_once() current_tries = hyperopt._CURRENT_TRIES total_tries = hyperopt.TOTAL_TRIES assert current_tries == len(trials.results) assert total_tries == (current_tries + len(trials.results)) def test_save_trials_saves_trials(mocker): trials = create_trials(mocker) mock_dump = mocker.patch('freqtrade.optimize.hyperopt.pickle.dump', return_value=None) trials_path = mocker.patch('freqtrade.optimize.hyperopt.TRIALS_FILE', return_value='ut_trials.pickle') mocker.patch('freqtrade.optimize.hyperopt.open', return_value=trials_path) save_trials(trials, trials_path) mock_dump.assert_called_once_with(trials, trials_path) def test_read_trials_returns_trials_file(mocker): trials = create_trials(mocker) mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load', return_value=trials) mock_open = mocker.patch('freqtrade.optimize.hyperopt.open', return_value=mock_load) assert read_trials() == trials mock_open.assert_called_once() mock_load.assert_called_once()