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Complete the integration on freqtrade

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mrpabloyeah
2025-04-08 23:12:51 +02:00
parent df50e03239
commit 9a3ada65f5
3 changed files with 51 additions and 3 deletions
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tests/optimize/test_hyperoptloss.py
+49 -3
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@@ -153,6 +153,7 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
"SharpeHyperOptLossDaily",
"MaxDrawDownHyperOptLoss",
"MaxDrawDownRelativeHyperOptLoss",
"MaxDrawDownPerPairHyperOptLoss",
"CalmarHyperOptLoss",
"ProfitDrawDownHyperOptLoss",
"MultiMetricHyperOptLoss",
@@ -165,6 +166,42 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
results_under = hyperopt_results.copy()
results_under["profit_abs"] = hyperopt_results["profit_abs"] / 2 - 0.2
results_under["profit_ratio"] = hyperopt_results["profit_ratio"] / 2
pair_results = [
{
"key": "ETH/USDT",
"max_drawdown_abs": 50.0,
"profit_total_abs": 100.0,
},
{
"key": "BTC/USDT",
"max_drawdown_abs": 50.0,
"profit_total_abs": 100.0,
}
]
pair_results_over = [
{
"key": "ETH/USDT",
"max_drawdown_abs": 25.0,
"profit_total_abs": 200.0,
},
{
"key": "BTC/USDT",
"max_drawdown_abs": 25.0,
"profit_total_abs": 200.0,
}
]
pair_results_under = [
{
"key": "ETH/USDT",
"max_drawdown_abs": 100.0,
"profit_total_abs": 50.0,
},
{
"key": "BTC/USDT",
"max_drawdown_abs": 100.0,
"profit_total_abs": 50.0,
}
]
default_conf.update({"hyperopt_loss": lossfunction})
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
@@ -175,7 +212,10 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
max_date=datetime(2019, 5, 1),
config=default_conf,
processed=None,
backtest_stats={"profit_total": hyperopt_results["profit_abs"].sum()},
backtest_stats={
"profit_total": hyperopt_results["profit_abs"].sum(),
"results_per_pair": pair_results,
},
starting_balance=default_conf["dry_run_wallet"],
)
over = hl.hyperopt_loss_function(
@@ -185,7 +225,10 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
max_date=datetime(2019, 5, 1),
config=default_conf,
processed=None,
backtest_stats={"profit_total": results_over["profit_abs"].sum()},
backtest_stats={
"profit_total": results_over["profit_abs"].sum(),
"results_per_pair": pair_results_over,
},
starting_balance=default_conf["dry_run_wallet"],
)
under = hl.hyperopt_loss_function(
@@ -195,7 +238,10 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
max_date=datetime(2019, 5, 1),
config=default_conf,
processed=None,
backtest_stats={"profit_total": results_under["profit_abs"].sum()},
backtest_stats={
"profit_total": results_under["profit_abs"].sum(),
"results_per_pair": pair_results_under,
},
starting_balance=default_conf["dry_run_wallet"],
)
assert over < correct