144 lines
4.2 KiB
Python
144 lines
4.2 KiB
Python
# pragma pylint: disable=missing-docstring,W0212,C0103
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from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \
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log_results
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def test_loss_calculation_prefer_correct_trade_count():
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correct = calculate_loss(1, TARGET_TRADES, 20)
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over = calculate_loss(1, TARGET_TRADES + 100, 20)
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under = calculate_loss(1, TARGET_TRADES - 100, 20)
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assert over > correct
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assert under > correct
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def test_loss_calculation_prefer_shorter_trades():
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shorter = calculate_loss(1, 100, 20)
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longer = calculate_loss(1, 100, 30)
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assert shorter < longer
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def test_loss_calculation_has_limited_profit():
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correct = calculate_loss(EXPECTED_MAX_PROFIT, TARGET_TRADES, 20)
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over = calculate_loss(EXPECTED_MAX_PROFIT * 2, TARGET_TRADES, 20)
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under = calculate_loss(EXPECTED_MAX_PROFIT / 2, TARGET_TRADES, 20)
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assert over == correct
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assert under > correct
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def create_trials(mocker):
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return mocker.Mock(
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results=[{
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'loss': 1,
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'result': 'foo'
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}]
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)
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def test_start_calls_fmin(mocker):
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mocker.patch('freqtrade.optimize.hyperopt.Trials', return_value=create_trials(mocker))
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mocker.patch('freqtrade.optimize.preprocess')
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mocker.patch('freqtrade.optimize.load_data')
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mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
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args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False)
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start(args)
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mock_fmin.assert_called_once()
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def test_start_uses_mongotrials(mocker):
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mock_mongotrials = mocker.patch('freqtrade.optimize.hyperopt.MongoTrials',
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return_value=create_trials(mocker))
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mocker.patch('freqtrade.optimize.preprocess')
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mocker.patch('freqtrade.optimize.load_data')
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mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
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args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True)
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start(args)
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mock_mongotrials.assert_called_once()
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def test_log_results_if_loss_improves(mocker):
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logger = mocker.patch('freqtrade.optimize.hyperopt.logger.info')
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global CURRENT_BEST_LOSS
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CURRENT_BEST_LOSS = 2
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log_results({
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'loss': 1,
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'current_tries': 1,
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'total_tries': 2,
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'result': 'foo'
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})
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logger.assert_called_once()
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def test_no_log_if_loss_does_not_improve(mocker):
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logger = mocker.patch('freqtrade.optimize.hyperopt.logger.info')
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global CURRENT_BEST_LOSS
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CURRENT_BEST_LOSS = 2
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log_results({
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'loss': 3,
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})
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assert not logger.called
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def test_fmin_best_results(mocker, caplog):
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fmin_result = {
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"adx": 1,
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"adx-value": 15.0,
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"fastd": 1,
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"fastd-value": 40.0,
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"green_candle": 1,
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"mfi": 0,
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"over_sar": 0,
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"rsi": 1,
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"rsi-value": 37.0,
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"trigger": 2,
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"uptrend_long_ema": 1,
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"uptrend_short_ema": 0,
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"uptrend_sma": 0,
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"stoploss": -10,
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}
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mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
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mocker.patch('freqtrade.optimize.preprocess')
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mocker.patch('freqtrade.optimize.load_data')
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mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
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args = mocker.Mock(epochs=1, config='config.json.example')
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start(args)
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exists = [
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'Best parameters',
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'"adx": {\n "enabled": true,\n "value": 15.0\n },',
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'"green_candle": {\n "enabled": true\n },',
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'"mfi": {\n "enabled": false\n },',
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'"trigger": {\n "type": "ao_cross_zero"\n },',
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'"stoploss": -10.0',
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]
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for line in exists:
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assert line in caplog.text
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def test_fmin_throw_value_error(mocker, caplog):
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mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
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mocker.patch('freqtrade.optimize.preprocess')
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mocker.patch('freqtrade.optimize.load_data')
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mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
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args = mocker.Mock(epochs=1, config='config.json.example')
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start(args)
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exists = [
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'Best Result:',
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'Sorry, Hyperopt was not able to find good parameters. Please try with more epochs '
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'(param: -e).',
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]
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for line in exists:
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assert line in caplog.text
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