334 lines
11 KiB
Python
334 lines
11 KiB
Python
import logging
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import re
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from pathlib import Path
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from typing import Dict, List
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import numpy as np
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import pytest
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import rapidjson
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from freqtrade.constants import FTHYPT_FILEVERSION
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from freqtrade.exceptions import OperationalException
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from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
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from tests.conftest import log_has
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# Functions for recurrent object patching
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def create_results() -> List[Dict]:
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return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
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def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
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hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
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hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
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assert hyperopt_epochs == ([], 0)
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# Test writing to temp dir and reading again
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epochs = create_results()
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caplog.set_level(logging.DEBUG)
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for epoch in epochs:
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hyperopt._save_result(epoch)
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assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
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hyperopt._save_result(epochs[0])
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assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
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hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
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assert len(hyperopt_epochs) == 2
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assert hyperopt_epochs[1] == 2
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assert len(hyperopt_epochs[0]) == 2
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result_gen = HyperoptTools._read_results(hyperopt.results_file, 1)
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epoch = next(result_gen)
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assert len(epoch) == 1
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assert epoch[0] == epochs[0]
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epoch = next(result_gen)
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assert len(epoch) == 1
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epoch = next(result_gen)
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assert len(epoch) == 0
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with pytest.raises(StopIteration):
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next(result_gen)
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def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
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results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
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with pytest.raises(OperationalException,
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match=r"Legacy hyperopt results are no longer supported.*"):
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HyperoptTools.load_filtered_results(results_file, {})
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@pytest.mark.parametrize("spaces, expected_results", [
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(['buy'],
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{'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
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'protection': False}),
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(['sell'],
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{'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False,
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'protection': False}),
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(['roi'],
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{'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
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'protection': False}),
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(['stoploss'],
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{'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False,
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'protection': False}),
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(['trailing'],
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{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True,
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'protection': False}),
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(['buy', 'sell', 'roi', 'stoploss'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
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'protection': False}),
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(['buy', 'sell', 'roi', 'stoploss', 'trailing'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
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'protection': False}),
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(['buy', 'roi'],
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{'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
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'protection': False}),
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(['all'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
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'protection': True}),
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(['default'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
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'protection': False}),
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(['default', 'trailing'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
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'protection': False}),
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(['all', 'buy'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
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'protection': True}),
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(['default', 'buy'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
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'protection': False}),
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(['all'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
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'protection': True}),
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(['protection'],
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{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
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'protection': True}),
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])
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def test_has_space(hyperopt_conf, spaces, expected_results):
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for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection']:
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hyperopt_conf.update({'spaces': spaces})
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assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
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def test_show_epoch_details(capsys):
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test_result = {
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'params_details': {
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'trailing': {
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'trailing_stop': True,
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'trailing_stop_positive': 0.02,
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'trailing_stop_positive_offset': 0.04,
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'trailing_only_offset_is_reached': True
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},
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'roi': {
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0: 0.18,
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90: 0.14,
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225: 0.05,
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430: 0},
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},
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'results_explanation': 'foo result',
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'is_initial_point': False,
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'total_profit': 0,
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'current_epoch': 2, # This starts from 1 (in a human-friendly manner)
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'is_best': True
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}
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HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
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captured = capsys.readouterr()
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assert '# Trailing stop:' in captured.out
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# re.match(r"Pairs for .*", captured.out)
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assert re.search(r'^\s+trailing_stop = True$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+trailing_stop_positive = 0.02$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+trailing_stop_positive_offset = 0.04$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+trailing_only_offset_is_reached = True$', captured.out, re.MULTILINE)
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assert '# ROI table:' in captured.out
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assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE)
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assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
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def test__pprint_dict():
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params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
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non_params = {'buy_notoptimied': 55}
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x = HyperoptTools._pprint_dict(params, non_params)
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assert x == """{
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"buy_std": 1.2,
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"buy_rsi": 31,
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"buy_enable": True,
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"buy_what": "asdf",
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"buy_notoptimied": 55, # value loaded from strategy
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}"""
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def test_get_strategy_filename(default_conf):
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x = HyperoptTools.get_strategy_filename(default_conf, 'DefaultStrategy')
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assert isinstance(x, Path)
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assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
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x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
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assert x is None
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def test_export_params(tmpdir):
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filename = Path(tmpdir) / "DefaultStrategy.json"
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assert not filename.is_file()
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params = {
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"params_details": {
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"buy": {
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"buy_rsi": 30
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},
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"sell": {
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"sell_rsi": 70
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},
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"roi": {
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"0": 0.528,
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"346": 0.08499,
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"507": 0.049,
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"1595": 0
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}
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},
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"params_not_optimized": {
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"stoploss": -0.05,
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"trailing": {
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"trailing_stop": False,
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"trailing_stop_positive": 0.05,
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"trailing_stop_positive_offset": 0.1,
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"trailing_only_offset_is_reached": True
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},
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}
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}
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HyperoptTools.export_params(params, "DefaultStrategy", filename)
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assert filename.is_file()
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content = rapidjson.load(filename.open('r'))
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assert content['strategy_name'] == 'DefaultStrategy'
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assert 'params' in content
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assert "buy" in content["params"]
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assert "sell" in content["params"]
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assert "roi" in content["params"]
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assert "stoploss" in content["params"]
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assert "trailing" in content["params"]
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def test_try_export_params(default_conf, tmpdir, caplog, mocker):
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default_conf['disableparamexport'] = False
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export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
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filename = Path(tmpdir) / "DefaultStrategy.json"
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assert not filename.is_file()
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params = {
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"params_details": {
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"buy": {
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"buy_rsi": 30
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},
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"sell": {
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"sell_rsi": 70
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},
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"roi": {
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"0": 0.528,
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"346": 0.08499,
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"507": 0.049,
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"1595": 0
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}
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},
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"params_not_optimized": {
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"stoploss": -0.05,
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"trailing": {
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"trailing_stop": False,
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"trailing_stop_positive": 0.05,
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"trailing_stop_positive_offset": 0.1,
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"trailing_only_offset_is_reached": True
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},
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},
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FTHYPT_FILEVERSION: 2,
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}
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HyperoptTools.try_export_params(default_conf, "DefaultStrategy22", params)
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assert log_has("Strategy not found, not exporting parameter file.", caplog)
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assert export_mock.call_count == 0
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caplog.clear()
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HyperoptTools.try_export_params(default_conf, "DefaultStrategy", params)
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assert export_mock.call_count == 1
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assert export_mock.call_args_list[0][0][1] == 'DefaultStrategy'
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assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
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def test_params_print(capsys):
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params = {
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"buy": {
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"buy_rsi": 30
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},
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"sell": {
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"sell_rsi": 70
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},
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}
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non_optimized = {
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"buy": {
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"buy_adx": 44
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},
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"sell": {
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"sell_adx": 65
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},
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"stoploss": {
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"stoploss": -0.05,
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},
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"roi": {
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"0": 0.05,
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"20": 0.01,
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},
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"trailing": {
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"trailing_stop": False,
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"trailing_stop_positive": 0.05,
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"trailing_stop_positive_offset": 0.1,
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"trailing_only_offset_is_reached": True
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},
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}
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HyperoptTools._params_pretty_print(params, 'buy', 'No header', non_optimized)
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captured = capsys.readouterr()
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assert re.search("# No header", captured.out)
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assert re.search('"buy_rsi": 30,\n', captured.out)
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assert re.search('"buy_adx": 44, # value loaded.*\n', captured.out)
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assert not re.search("sell", captured.out)
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HyperoptTools._params_pretty_print(params, 'sell', 'Sell Header', non_optimized)
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captured = capsys.readouterr()
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assert re.search("# Sell Header", captured.out)
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assert re.search('"sell_rsi": 70,\n', captured.out)
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assert re.search('"sell_adx": 65, # value loaded.*\n', captured.out)
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HyperoptTools._params_pretty_print(params, 'roi', 'ROI Table:', non_optimized)
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captured = capsys.readouterr()
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assert re.search("# ROI Table: # value loaded.*\n", captured.out)
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assert re.search('minimal_roi = {\n', captured.out)
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assert re.search('"20": 0.01\n', captured.out)
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HyperoptTools._params_pretty_print(params, 'trailing', 'Trailing stop:', non_optimized)
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captured = capsys.readouterr()
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assert re.search("# Trailing stop:", captured.out)
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assert re.search('trailing_stop = False # value loaded.*\n', captured.out)
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assert re.search('trailing_stop_positive = 0.05 # value loaded.*\n', captured.out)
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assert re.search('trailing_stop_positive_offset = 0.1 # value loaded.*\n', captured.out)
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assert re.search('trailing_only_offset_is_reached = True # value loaded.*\n', captured.out)
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def test_hyperopt_serializer():
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assert isinstance(hyperopt_serializer(np.int_(5)), int)
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assert isinstance(hyperopt_serializer(np.bool_(True)), bool)
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assert isinstance(hyperopt_serializer(np.bool_(False)), bool)
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