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test: update hyperopt tests for new structure

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This commit is contained in:
Matthias
2024-11-10 15:44:16 +01:00
parent 6719d9670d
commit b6d1f9f754
1 changed files with 165 additions and 128 deletions
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tests/optimize/test_hyperopt.py
+165 -128
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@@ -222,7 +222,7 @@ def test_start_no_data(mocker, hyperopt_conf, tmp_path) -> None:
patched_configuration_load_config_file(mocker, hyperopt_conf) patched_configuration_load_config_file(mocker, hyperopt_conf)
mocker.patch("freqtrade.data.history.load_pair_history", MagicMock(return_value=pd.DataFrame)) mocker.patch("freqtrade.data.history.load_pair_history", MagicMock(return_value=pd.DataFrame))
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
) )
@@ -315,12 +315,17 @@ def test_roi_table_generation(hyperopt) -> None:
"roi_p3": 3, "roi_p3": 3,
} }
assert hyperopt.custom_hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0} assert hyperopt.hyperopter.custom_hyperopt.generate_roi_table(params) == {
0: 6,
15: 3,
25: 1,
30: 0,
}
def test_params_no_optimize_details(hyperopt) -> None: def test_params_no_optimize_details(hyperopt) -> None:
hyperopt.config["spaces"] = ["buy"] hyperopt.hyperopter.config["spaces"] = ["buy"]
res = hyperopt._get_no_optimize_details() res = hyperopt.hyperopter._get_no_optimize_details()
assert isinstance(res, dict) assert isinstance(res, dict)
assert "trailing" in res assert "trailing" in res
assert res["trailing"]["trailing_stop"] is False assert res["trailing"]["trailing_stop"] is False
@@ -333,9 +338,11 @@ def test_params_no_optimize_details(hyperopt) -> None:
def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None: def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
)
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
mocker.patch( mocker.patch(
@@ -343,7 +350,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
MagicMock(return_value=(MagicMock(), None)), MagicMock(return_value=(MagicMock(), None)),
) )
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
) )
# Dummy-reduce points to ensure scikit-learn is forced to generate new values # Dummy-reduce points to ensure scikit-learn is forced to generate new values
@@ -367,8 +374,8 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
del hyperopt_conf["timeframe"] del hyperopt_conf["timeframe"]
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start() hyperopt.start()
@@ -379,10 +386,12 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
# Should be called for historical candle data # Should be called for historical candle data
assert dumper.call_count == 1 assert dumper.call_count == 1
assert dumper2.call_count == 1 assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_exit") assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_entry") assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_entry")
assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] assert (
assert hasattr(hyperopt.backtesting, "_position_stacking") hyperopt.hyperopter.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"]
)
assert hasattr(hyperopt.hyperopter.backtesting, "_position_stacking")
def test_hyperopt_format_results(hyperopt): def test_hyperopt_format_results(hyperopt):
@@ -461,7 +470,7 @@ def test_hyperopt_format_results(hyperopt):
def test_populate_indicators(hyperopt, testdatadir) -> None: def test_populate_indicators(hyperopt, testdatadir) -> None:
data = load_data(testdatadir, "1m", ["UNITTEST/BTC"], fill_up_missing=True) data = load_data(testdatadir, "1m", ["UNITTEST/BTC"], fill_up_missing=True)
dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data) dataframes = hyperopt.hyperopter.backtesting.strategy.advise_all_indicators(data)
dataframe = dataframes["UNITTEST/BTC"] dataframe = dataframes["UNITTEST/BTC"]
# Check if some indicators are generated. We will not test all of them # Check if some indicators are generated. We will not test all of them
@@ -522,16 +531,19 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
} }
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.Backtesting.backtest", return_value=backtest_result "freqtrade.optimize.hyperopt.hyperopt_optimizer.Backtesting.backtest",
return_value=backtest_result,
) )
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
return_value=(dt_utc(2017, 12, 10), dt_utc(2017, 12, 13)), return_value=(dt_utc(2017, 12, 10), dt_utc(2017, 12, 13)),
) )
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.object(Path, "open") mocker.patch.object(Path, "open")
mocker.patch("freqtrade.configuration.config_validation.validate_config_schema") mocker.patch("freqtrade.configuration.config_validation.validate_config_schema")
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.load", return_value={"XRP/BTC": None}) mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.load", return_value={"XRP/BTC": None}
)
optimizer_param = { optimizer_param = {
"buy_plusdi": 0.02, "buy_plusdi": 0.02,
@@ -591,10 +603,12 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
} }
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.min_date = dt_utc(2017, 12, 10) hyperopt.hyperopter.min_date = dt_utc(2017, 12, 10)
hyperopt.max_date = dt_utc(2017, 12, 13) hyperopt.hyperopter.max_date = dt_utc(2017, 12, 13)
hyperopt.init_spaces() hyperopt.hyperopter.init_spaces()
generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values())) generate_optimizer_value = hyperopt.hyperopter.generate_optimizer(
list(optimizer_param.values())
)
assert generate_optimizer_value == response_expected assert generate_optimizer_value == response_expected
@@ -614,17 +628,19 @@ def test_clean_hyperopt(mocker, hyperopt_conf, caplog):
def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None: def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
)
mocker.patch( mocker.patch(
"freqtrade.optimize.backtesting.Backtesting.load_bt_data", "freqtrade.optimize.backtesting.Backtesting.load_bt_data",
MagicMock(return_value=(MagicMock(), None)), MagicMock(return_value=(MagicMock(), None)),
) )
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
) )
@@ -660,8 +676,8 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
) )
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start() hyperopt.start()
@@ -679,16 +695,18 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None: def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
)
mocker.patch( mocker.patch(
"freqtrade.optimize.backtesting.Backtesting.load_bt_data", "freqtrade.optimize.backtesting.Backtesting.load_bt_data",
MagicMock(return_value=(MagicMock(), None)), MagicMock(return_value=(MagicMock(), None)),
) )
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
) )
@@ -716,8 +734,8 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
hyperopt_conf.update({"print_json": True}) hyperopt_conf.update({"print_json": True})
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start() hyperopt.start()
@@ -734,16 +752,18 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None: def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
)
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
mocker.patch( mocker.patch(
"freqtrade.optimize.backtesting.Backtesting.load_bt_data", "freqtrade.optimize.backtesting.Backtesting.load_bt_data",
MagicMock(return_value=(MagicMock(), None)), MagicMock(return_value=(MagicMock(), None)),
) )
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
) )
@@ -772,8 +792,8 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
) )
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start() hyperopt.start()
@@ -787,16 +807,18 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None: def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
)
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
mocker.patch( mocker.patch(
"freqtrade.optimize.backtesting.Backtesting.load_bt_data", "freqtrade.optimize.backtesting.Backtesting.load_bt_data",
MagicMock(return_value=(MagicMock(), None)), MagicMock(return_value=(MagicMock(), None)),
) )
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
) )
@@ -818,8 +840,8 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
hyperopt_conf.update({"spaces": "roi stoploss"}) hyperopt_conf.update({"spaces": "roi stoploss"})
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start() hyperopt.start()
@@ -830,21 +852,23 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
assert dumper.call_count == 1 assert dumper.call_count == 1
assert dumper2.call_count == 1 assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_exit") assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_entry") assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_entry")
assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] assert (
assert hasattr(hyperopt.backtesting, "_position_stacking") hyperopt.hyperopter.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"]
)
assert hasattr(hyperopt.hyperopter.backtesting, "_position_stacking")
def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None: def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump", MagicMock()) mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump", MagicMock())
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
mocker.patch( mocker.patch(
"freqtrade.optimize.backtesting.Backtesting.load_bt_data", "freqtrade.optimize.backtesting.Backtesting.load_bt_data",
MagicMock(return_value=(MagicMock(), None)), MagicMock(return_value=(MagicMock(), None)),
) )
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
) )
@@ -862,30 +886,32 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
) )
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
with pytest.raises(OperationalException, match=r"The 'protection' space is included into *"): with pytest.raises(OperationalException, match=r"The 'protection' space is included into *"):
hyperopt.init_spaces() hyperopt.hyperopter.init_spaces()
hyperopt.config["hyperopt_ignore_missing_space"] = True hyperopt.config["hyperopt_ignore_missing_space"] = True
caplog.clear() caplog.clear()
hyperopt.init_spaces() hyperopt.hyperopter.init_spaces()
assert log_has_re(r"The 'protection' space is included into *", caplog) assert log_has_re(r"The 'protection' space is included into *", caplog)
assert hyperopt.protection_space == [] assert hyperopt.hyperopter.protection_space == []
def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None: def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
)
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
mocker.patch( mocker.patch(
"freqtrade.optimize.backtesting.Backtesting.load_bt_data", "freqtrade.optimize.backtesting.Backtesting.load_bt_data",
MagicMock(return_value=(MagicMock(), None)), MagicMock(return_value=(MagicMock(), None)),
) )
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
) )
@@ -907,8 +933,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
hyperopt_conf.update({"spaces": "buy"}) hyperopt_conf.update({"spaces": "buy"})
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start() hyperopt.start()
@@ -919,23 +945,27 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
assert dumper.called assert dumper.called
assert dumper.call_count == 1 assert dumper.call_count == 1
assert dumper2.call_count == 1 assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_exit") assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_entry") assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_entry")
assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] assert (
assert hasattr(hyperopt.backtesting, "_position_stacking") hyperopt.hyperopter.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"]
)
assert hasattr(hyperopt.hyperopter.backtesting, "_position_stacking")
def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None: def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump") dumper = mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump")
dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result") dumper2 = mocker.patch("freqtrade.optimize.hyperopt.Hyperopt._save_result")
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.calculate_market_change", return_value=1.5) mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.calculate_market_change", return_value=1.5
)
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
mocker.patch( mocker.patch(
"freqtrade.optimize.backtesting.Backtesting.load_bt_data", "freqtrade.optimize.backtesting.Backtesting.load_bt_data",
MagicMock(return_value=(MagicMock(), None)), MagicMock(return_value=(MagicMock(), None)),
) )
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
) )
@@ -961,8 +991,8 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
) )
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start() hyperopt.start()
@@ -973,10 +1003,12 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
assert dumper.called assert dumper.called
assert dumper.call_count == 1 assert dumper.call_count == 1
assert dumper2.call_count == 1 assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_exit") assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_entry") assert hasattr(hyperopt.hyperopter.backtesting.strategy, "advise_entry")
assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"] assert (
assert hasattr(hyperopt.backtesting, "_position_stacking") hyperopt.hyperopter.backtesting.strategy.max_open_trades == hyperopt_conf["max_open_trades"]
)
assert hasattr(hyperopt.hyperopter.backtesting, "_position_stacking")
@pytest.mark.parametrize( @pytest.mark.parametrize(
@@ -988,14 +1020,14 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
], ],
) )
def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None: def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None:
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.dump", MagicMock()) mocker.patch("freqtrade.optimize.hyperopt.hyperopt_optimizer.dump", MagicMock())
mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json") mocker.patch("freqtrade.optimize.hyperopt.hyperopt.file_dump_json")
mocker.patch( mocker.patch(
"freqtrade.optimize.backtesting.Backtesting.load_bt_data", "freqtrade.optimize.backtesting.Backtesting.load_bt_data",
MagicMock(return_value=(MagicMock(), None)), MagicMock(return_value=(MagicMock(), None)),
) )
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt.get_timerange", "freqtrade.optimize.hyperopt.hyperopt_optimizer.get_timerange",
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))), MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))),
) )
mocker.patch( mocker.patch(
@@ -1008,8 +1040,8 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None:
hyperopt_conf.update({"spaces": space}) hyperopt_conf.update({"spaces": space})
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.hyperopter.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
with pytest.raises(OperationalException, match=f"The '{space}' space is included into *"): with pytest.raises(OperationalException, match=f"The '{space}' space is included into *"):
hyperopt.start() hyperopt.start()
@@ -1031,32 +1063,33 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmp_path, fee) -> None
} }
) )
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0) opt = hyperopt.hyperopter
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) opt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter) assert isinstance(opt.custom_hyperopt, HyperOptAuto)
assert hyperopt.backtesting.strategy.bot_started is True assert isinstance(opt.backtesting.strategy.buy_rsi, IntParameter)
assert hyperopt.backtesting.strategy.bot_loop_started is False assert opt.backtesting.strategy.bot_started is True
assert opt.backtesting.strategy.bot_loop_started is False
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True assert opt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35 assert opt.backtesting.strategy.buy_rsi.value == 35
assert hyperopt.backtesting.strategy.sell_rsi.value == 74 assert opt.backtesting.strategy.sell_rsi.value == 74
assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30 assert opt.backtesting.strategy.protection_cooldown_lookback.value == 30
assert hyperopt.backtesting.strategy.max_open_trades == 1 assert opt.backtesting.strategy.max_open_trades == 1
buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range buy_rsi_range = opt.backtesting.strategy.buy_rsi.range
assert isinstance(buy_rsi_range, range) assert isinstance(buy_rsi_range, range)
# Range from 0 - 50 (inclusive) # Range from 0 - 50 (inclusive)
assert len(list(buy_rsi_range)) == 51 assert len(list(buy_rsi_range)) == 51
hyperopt.start() hyperopt.start()
# All values should've changed. # All values should've changed.
assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value != 30 assert opt.backtesting.strategy.protection_cooldown_lookback.value != 30
assert hyperopt.backtesting.strategy.buy_rsi.value != 35 assert opt.backtesting.strategy.buy_rsi.value != 35
assert hyperopt.backtesting.strategy.sell_rsi.value != 74 assert opt.backtesting.strategy.sell_rsi.value != 74
assert hyperopt.backtesting.strategy.max_open_trades != 1 assert opt.backtesting.strategy.max_open_trades != 1
hyperopt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: "ET1" opt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: "ET1"
with pytest.raises(OperationalException, match="Estimator ET1 not supported."): with pytest.raises(OperationalException, match="Estimator ET1 not supported."):
hyperopt.get_optimizer([], 2) opt.get_optimizer(2, 42, 2, 2)
@pytest.mark.filterwarnings("ignore::DeprecationWarning") @pytest.mark.filterwarnings("ignore::DeprecationWarning")
@@ -1082,21 +1115,22 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmp_path
} }
) )
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0 opt = hyperopt.hyperopter
hyperopt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 0.00001 opt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0
hyperopt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0 opt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 0.00001
hyperopt.backtesting.exchange._markets = get_markets() opt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0
opt.backtesting.exchange._markets = get_markets()
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) assert isinstance(opt.custom_hyperopt, HyperOptAuto)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter) assert isinstance(opt.backtesting.strategy.buy_rsi, IntParameter)
assert hyperopt.backtesting.strategy.bot_started is True assert opt.backtesting.strategy.bot_started is True
assert hyperopt.backtesting.strategy.bot_loop_started is False assert opt.backtesting.strategy.bot_loop_started is False
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True assert opt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35 assert opt.backtesting.strategy.buy_rsi.value == 35
assert hyperopt.backtesting.strategy.sell_rsi.value == 74 assert opt.backtesting.strategy.sell_rsi.value == 74
assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30 assert opt.backtesting.strategy.protection_cooldown_lookback.value == 30
buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range buy_rsi_range = opt.backtesting.strategy.buy_rsi.range
assert isinstance(buy_rsi_range, range) assert isinstance(buy_rsi_range, range)
# Range from 0 - 50 (inclusive) # Range from 0 - 50 (inclusive)
assert len(list(buy_rsi_range)) == 51 assert len(list(buy_rsi_range)) == 51
@@ -1120,7 +1154,7 @@ def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmp_path, fe
} }
) )
go = mocker.patch( go = mocker.patch(
"freqtrade.optimize.hyperopt.Hyperopt.generate_optimizer", "freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer.generate_optimizer",
return_value={ return_value={
"loss": 0.05, "loss": 0.05,
"results_explanation": "foo result", "results_explanation": "foo result",
@@ -1129,17 +1163,18 @@ def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmp_path, fe
}, },
) )
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0) opt = hyperopt.hyperopter
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) opt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter) assert isinstance(opt.custom_hyperopt, HyperOptAuto)
assert hyperopt.backtesting.strategy.bot_loop_started is False assert isinstance(opt.backtesting.strategy.buy_rsi, IntParameter)
assert hyperopt.backtesting.strategy.bot_started is True assert opt.backtesting.strategy.bot_loop_started is False
assert opt.backtesting.strategy.bot_started is True
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True assert opt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35 assert opt.backtesting.strategy.buy_rsi.value == 35
assert hyperopt.backtesting.strategy.sell_rsi.value == 74 assert opt.backtesting.strategy.sell_rsi.value == 74
assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30 assert opt.backtesting.strategy.protection_cooldown_lookback.value == 30
buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range buy_rsi_range = opt.backtesting.strategy.buy_rsi.range
assert isinstance(buy_rsi_range, range) assert isinstance(buy_rsi_range, range)
# Range from 0 - 50 (inclusive) # Range from 0 - 50 (inclusive)
assert len(list(buy_rsi_range)) == 51 assert len(list(buy_rsi_range)) == 51
@@ -1183,17 +1218,17 @@ def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmp_path,
) )
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.Hyperopt._get_params_dict", "freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer._get_params_dict",
return_value={"max_open_trades": -1}, return_value={"max_open_trades": -1},
) )
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto)
assert hyperopt.backtesting.strategy.max_open_trades == 1 assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 1
hyperopt.start() hyperopt.start()
assert hyperopt.backtesting.strategy.max_open_trades == 1 assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 1
def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> None: def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> None:
@@ -1212,11 +1247,11 @@ def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> N
) )
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.Hyperopt._get_params_dict", "freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer._get_params_dict",
return_value={"max_open_trades": -1}, return_value={"max_open_trades": -1},
) )
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto)
hyperopt.start() hyperopt.start()
@@ -1231,11 +1266,11 @@ def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> N
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
mocker.patch( mocker.patch(
"freqtrade.optimize.hyperopt.Hyperopt._get_params_dict", "freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer._get_params_dict",
return_value={"max_open_trades": -1}, return_value={"max_open_trades": -1},
) )
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto)
hyperopt.start() hyperopt.start()
@@ -1266,9 +1301,9 @@ def test_max_open_trades_consistency(mocker, hyperopt_conf, tmp_path, fee) -> No
) )
hyperopt = Hyperopt(hyperopt_conf) hyperopt = Hyperopt(hyperopt_conf)
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto)
hyperopt.custom_hyperopt.max_open_trades_space = lambda: [ hyperopt.hyperopter.custom_hyperopt.max_open_trades_space = lambda: [
Integer(1, 10, name="max_open_trades") Integer(1, 10, name="max_open_trades")
] ]
@@ -1286,11 +1321,13 @@ def test_max_open_trades_consistency(mocker, hyperopt_conf, tmp_path, fee) -> No
return wrapper return wrapper
hyperopt.backtesting.wallets._calculate_unlimited_stake_amount = stake_amount_interceptor( hyperopt.hyperopter.backtesting.wallets._calculate_unlimited_stake_amount = (
hyperopt.backtesting.wallets._calculate_unlimited_stake_amount stake_amount_interceptor(
hyperopt.hyperopter.backtesting.wallets._calculate_unlimited_stake_amount
)
) )
hyperopt.start() hyperopt.start()
assert hyperopt.backtesting.strategy.max_open_trades == 8 assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 8
assert hyperopt.config["max_open_trades"] == 8 assert hyperopt.config["max_open_trades"] == 8