# pragma pylint: disable=missing-docstring,W0212,C0103 from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \ log_results def test_loss_calculation_prefer_correct_trade_count(): correct = calculate_loss(1, TARGET_TRADES) over = calculate_loss(1, TARGET_TRADES + 100) under = calculate_loss(1, TARGET_TRADES - 100) assert over > correct assert under > correct def test_loss_calculation_has_limited_profit(): correct = calculate_loss(EXPECTED_MAX_PROFIT, TARGET_TRADES) over = calculate_loss(EXPECTED_MAX_PROFIT * 2, TARGET_TRADES) under = calculate_loss(EXPECTED_MAX_PROFIT / 2, TARGET_TRADES) assert over == correct assert under > correct def create_trials(mocker): return mocker.Mock( results=[{ 'loss': 1, 'result': 'foo' }] ) def test_start_calls_fmin(mocker): mocker.patch('freqtrade.optimize.hyperopt.Trials', return_value=create_trials(mocker)) 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) 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.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=True) 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 = { "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 } mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker)) mocker.patch('freqtrade.optimize.preprocess') 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') 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": "ao_cross_zero"\n },' ] for line in exists: assert line in caplog.text