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Merge branch 'develop' into add-custom-roi-strategy-callback

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This commit is contained in:
Matthias
2025-05-15 07:22:25 +02:00
parent c901f6d1dd 9d91a4a298
commit c3ea793abb
113 changed files with 16227 additions and 8154 deletions
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tests/data/test_btanalysis.py
+17 -7
View File
@@ -56,7 +56,7 @@ def test_get_latest_backtest_filename(testdatadir, mocker):
res = get_latest_backtest_filename(str(testdir_bt))
assert res == "backtest-result.json"
mocker.patch("freqtrade.data.btanalysis.json_load", return_value={})
mocker.patch("freqtrade.data.btanalysis.bt_fileutils.json_load", return_value={})
with pytest.raises(ValueError, match=r"Invalid '.last_result.json' format."):
get_latest_backtest_filename(testdir_bt)
@@ -84,8 +84,8 @@ def test_load_backtest_metadata(mocker, testdatadir):
res = load_backtest_metadata(testdatadir / "nonexistent.file.json")
assert res == {}
mocker.patch("freqtrade.data.btanalysis.get_backtest_metadata_filename")
mocker.patch("freqtrade.data.btanalysis.json_load", side_effect=Exception())
mocker.patch("freqtrade.data.btanalysis.bt_fileutils.get_backtest_metadata_filename")
mocker.patch("freqtrade.data.btanalysis.bt_fileutils.json_load", side_effect=Exception())
with pytest.raises(
OperationalException, match=r"Unexpected error.*loading backtest metadata\."
):
@@ -94,7 +94,7 @@ def test_load_backtest_metadata(mocker, testdatadir):
def test_load_backtest_data_old_format(testdatadir, mocker):
filename = testdatadir / "backtest-result_test222.json"
mocker.patch("freqtrade.data.btanalysis.load_backtest_stats", return_value=[])
mocker.patch("freqtrade.data.btanalysis.bt_fileutils.load_backtest_stats", return_value=[])
with pytest.raises(
OperationalException,
@@ -149,7 +149,7 @@ def test_load_backtest_data_multi(testdatadir):
def test_load_trades_from_db(default_conf, fee, is_short, mocker):
create_mock_trades(fee, is_short)
# remove init so it does not init again
init_mock = mocker.patch("freqtrade.data.btanalysis.init_db", MagicMock())
init_mock = mocker.patch("freqtrade.data.btanalysis.bt_fileutils.init_db", MagicMock())
trades = load_trades_from_db(db_url=default_conf["db_url"])
assert init_mock.call_count == 1
@@ -221,8 +221,10 @@ def test_analyze_trade_parallelism(testdatadir):
def test_load_trades(default_conf, mocker):
db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock())
bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
db_mock = mocker.patch(
"freqtrade.data.btanalysis.bt_fileutils.load_trades_from_db", MagicMock()
)
bt_mock = mocker.patch("freqtrade.data.btanalysis.bt_fileutils.load_backtest_data", MagicMock())
load_trades(
"DB",
@@ -268,6 +270,14 @@ def test_calculate_market_change(testdatadir):
assert isinstance(result, float)
assert pytest.approx(result) == 0.01100002
result = calculate_market_change(data, min_date=dt_utc(2018, 1, 20))
assert isinstance(result, float)
assert pytest.approx(result) == 0.0375149
# Move min-date after the last date
result = calculate_market_change(data, min_date=dt_utc(2018, 2, 20))
assert pytest.approx(result) == 0.0
def test_combine_dataframes_with_mean(testdatadir):
pairs = ["ETH/BTC", "ADA/BTC"]
tests/data/test_historic_precision.py
+92
View File
@@ -0,0 +1,92 @@
# pragma pylint: disable=missing-docstring, C0103
from datetime import timezone
import pandas as pd
from numpy import nan
from pandas import DataFrame, Timestamp
from freqtrade.data.btanalysis.historic_precision import get_tick_size_over_time
def test_get_tick_size_over_time():
"""
Test the get_tick_size_over_time function with predefined data
"""
# Create test dataframe with different levels of precision
data = {
"date": [
Timestamp("2020-01-01 00:00:00", tz=timezone.utc),
Timestamp("2020-01-02 00:00:00", tz=timezone.utc),
Timestamp("2020-01-03 00:00:00", tz=timezone.utc),
Timestamp("2020-01-15 00:00:00", tz=timezone.utc),
Timestamp("2020-01-16 00:00:00", tz=timezone.utc),
Timestamp("2020-01-31 00:00:00", tz=timezone.utc),
Timestamp("2020-02-01 00:00:00", tz=timezone.utc),
Timestamp("2020-02-15 00:00:00", tz=timezone.utc),
Timestamp("2020-03-15 00:00:00", tz=timezone.utc),
],
"open": [1.23456, 1.234, 1.23, 1.2, 1.23456, 1.234, 2.3456, 2.34, 2.34],
"high": [1.23457, 1.235, 1.24, 1.3, 1.23456, 1.235, 2.3457, 2.34, 2.34],
"low": [1.23455, 1.233, 1.22, 1.1, 1.23456, 1.233, 2.3455, 2.34, 2.34],
"close": [1.23456, 1.234, 1.23, 1.2, 1.23456, 1.234, 2.3456, 2.34, 2.34],
"volume": [100, 200, 300, 400, 500, 600, 700, 800, 900],
}
candles = DataFrame(data)
# Calculate significant digits
result = get_tick_size_over_time(candles)
# Check that the result is a pandas Series
assert isinstance(result, pd.Series)
# Check that we have three months of data (Jan, Feb and March 2020 )
assert len(result) == 3
# Before
assert result.asof("2019-01-01 00:00:00+00:00") is nan
# January should have 5 significant digits (based on 1.23456789 being the most precise value)
# which should be converted to 0.00001
assert result.asof("2020-01-01 00:00:00+00:00") == 0.00001
assert result.asof("2020-01-01 00:00:00+00:00") == 0.00001
assert result.asof("2020-02-25 00:00:00+00:00") == 0.0001
assert result.asof("2020-03-25 00:00:00+00:00") == 0.01
assert result.asof("2020-04-01 00:00:00+00:00") == 0.01
# Value far past the last date should be the last value
assert result.asof("2025-04-01 00:00:00+00:00") == 0.01
assert result.iloc[0] == 0.00001
def test_get_tick_size_over_time_real_data(testdatadir):
"""
Test the get_tick_size_over_time function with real data from the testdatadir
"""
from freqtrade.data.history import load_pair_history
# Load some test data from the testdata directory
pair = "UNITTEST/BTC"
timeframe = "1m"
candles = load_pair_history(
datadir=testdatadir,
pair=pair,
timeframe=timeframe,
)
# Make sure we have test data
assert not candles.empty, "No test data found, cannot run test"
# Calculate significant digits
result = get_tick_size_over_time(candles)
assert isinstance(result, pd.Series)
# Verify that all values are between 0 and 1 (valid precision values)
assert all(result > 0)
assert all(result < 1)
assert all(result <= 0.0001)
assert all(result >= 0.00000001)
tests/exchange/test_exchange.py
+16 -2
View File
@@ -5599,11 +5599,13 @@ def test_liquidation_price_is_none(
def test_get_max_pair_stake_amount(
mocker,
default_conf,
leverage_tiers,
):
api_mock = MagicMock()
default_conf["margin_mode"] = "isolated"
default_conf["trading_mode"] = "futures"
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange._leverage_tiers = leverage_tiers
markets = {
"XRP/USDT:USDT": {
"limits": {
@@ -5667,11 +5669,23 @@ def test_get_max_pair_stake_amount(
"contractSize": 0.01,
"spot": False,
},
"ZEC/USDT:USDT": {
"limits": {
"amount": {"min": 0.001, "max": None},
"cost": {"min": 5, "max": None},
},
"contractSize": 1,
"spot": False,
},
}
mocker.patch(f"{EXMS}.markets", markets)
assert exchange.get_max_pair_stake_amount("XRP/USDT:USDT", 2.0) == 20000
assert exchange.get_max_pair_stake_amount("XRP/USDT:USDT", 2.0, 5) == 4000
# limit leverage tiers
assert exchange.get_max_pair_stake_amount("ZEC/USDT:USDT", 2.0, 5) == 100_000
assert exchange.get_max_pair_stake_amount("ZEC/USDT:USDT", 2.0, 50) == 1000
assert exchange.get_max_pair_stake_amount("LTC/USDT:USDT", 2.0) == float("inf")
assert exchange.get_max_pair_stake_amount("ETH/USDT:USDT", 2.0) == 200
assert exchange.get_max_pair_stake_amount("DOGE/USDT:USDT", 2.0) == 500
@@ -5902,8 +5916,8 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
assert exchange.get_max_leverage("XRP/USDT:USDT", 1.0) == 20.0
assert exchange.get_max_leverage("BNB/USDT:USDT", 100.0) == 75.0
assert exchange.get_max_leverage("BTC/USDT:USDT", 170.30) == 125.0
assert pytest.approx(exchange.get_max_leverage("XRP/USDT:USDT", 99999.9)) == 5.000005
assert pytest.approx(exchange.get_max_leverage("BNB/USDT:USDT", 1500)) == 33.333333333333333
assert pytest.approx(exchange.get_max_leverage("XRP/USDT:USDT", 99999.9)) == 5
assert pytest.approx(exchange.get_max_leverage("BNB/USDT:USDT", 1500)) == 25
assert exchange.get_max_leverage("BTC/USDT:USDT", 300000000) == 2.0
assert exchange.get_max_leverage("BTC/USDT:USDT", 600000000) == 1.0 # Last tier
tests/exchange_online/conftest.py
+1 -1
View File
@@ -599,7 +599,7 @@ def exchange_ws(request, exchange_conf, exchange_mode, class_mocker):
else:
pytest.skip("Exchange does not support futures.")
if not exchange._has_watch_ohlcv:
if not exchange._exchange_ws:
pytest.skip("Exchange does not support watch_ohlcv.")
yield exchange, name, pair
exchange.close()
tests/optimize/test_backtesting.py
+28 -3
View File
@@ -22,6 +22,7 @@ from freqtrade.data.history import get_timerange
from freqtrade.enums import CandleType, ExitType, RunMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_next_date, timeframe_to_prev_date
from freqtrade.exchange.exchange_utils import DECIMAL_PLACES, TICK_SIZE
from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename, get_strategy_run_id
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence import LocalTrade, Trade
@@ -348,6 +349,29 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
assert processed["UNITTEST/BTC"].equals(processed2["UNITTEST/BTC"])
def test_get_pair_precision_bt(default_conf, mocker) -> None:
patch_exchange(mocker)
default_conf["timeframe"] = "30m"
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
pair = "UNITTEST/BTC"
backtesting.pairlists._whitelist = [pair]
ex_mock = mocker.patch(f"{EXMS}.get_precision_price", return_value=1e-5)
data, timerange = backtesting.load_bt_data()
assert data
assert backtesting.get_pair_precision(pair, dt_utc(2018, 1, 1)) == (1e-8, TICK_SIZE)
assert ex_mock.call_count == 0
assert backtesting.get_pair_precision(pair, dt_utc(2017, 12, 15)) == (1e-8, TICK_SIZE)
assert ex_mock.call_count == 0
# Fallback to exchange logic
assert backtesting.get_pair_precision(pair, dt_utc(2017, 1, 15)) == (1e-5, DECIMAL_PLACES)
assert ex_mock.call_count == 1
assert backtesting.get_pair_precision("ETH/BTC", dt_utc(2017, 1, 15)) == (1e-5, DECIMAL_PLACES)
assert ex_mock.call_count == 2
def test_backtest_abort(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
@@ -828,6 +852,7 @@ def test_backtest_one(default_conf, mocker, testdatadir) -> None:
},
],
],
"funding_fees": [0.0, 0.0],
}
)
pd.testing.assert_frame_equal(results, expected)
@@ -991,7 +1016,7 @@ def test_backtest_one_detail_futures(
timerange=timerange,
candle_type=CandleType.FUTURES,
)
backtesting.load_bt_data_detail()
backtesting._load_bt_data_detail()
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
@@ -1119,7 +1144,7 @@ def test_backtest_one_detail_futures_funding_fees(
timerange=timerange,
candle_type=CandleType.FUTURES,
)
backtesting.load_bt_data_detail()
backtesting._load_bt_data_detail()
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
@@ -2576,7 +2601,7 @@ def test_backtest_start_multi_strat_caching(
],
)
mocker.patch.multiple(
"freqtrade.data.btanalysis",
"freqtrade.data.btanalysis.bt_fileutils",
load_backtest_metadata=load_backtest_metadata,
load_backtest_stats=load_backtest_stats,
)
tests/optimize/test_backtesting_adjust_position.py
+1
View File
@@ -80,6 +80,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
"is_short": [False, False],
"open_timestamp": [1517251200000, 1517283000000],
"close_timestamp": [1517263200000, 1517285400000],
"funding_fees": [0.0, 0.0],
}
)
results_no = results.drop(columns=["orders"])
tests/optimize/test_hyperopt.py
+41 -33
View File
@@ -1,13 +1,12 @@
# pragma pylint: disable=missing-docstring,W0212,C0103
from datetime import datetime, timedelta
from functools import wraps
from functools import partial, wraps
from pathlib import Path
from unittest.mock import ANY, MagicMock, PropertyMock
import pandas as pd
import pytest
from filelock import Timeout
from skopt.space import Integer
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
from freqtrade.data.history import load_data
@@ -17,7 +16,7 @@ from freqtrade.optimize.hyperopt import Hyperopt
from freqtrade.optimize.hyperopt.hyperopt_auto import HyperOptAuto
from freqtrade.optimize.hyperopt_tools import HyperoptTools
from freqtrade.optimize.optimize_reports import generate_strategy_stats
from freqtrade.optimize.space import SKDecimal
from freqtrade.optimize.space import SKDecimal, ft_IntDistribution
from freqtrade.strategy import IntParameter
from freqtrade.util import dt_utc
from tests.conftest import (
@@ -578,7 +577,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
"buy_plusdi": 0.02,
"buy_rsi": 35,
},
"roi": {"0": 0.12000000000000001, "20.0": 0.02, "50.0": 0.01, "110.0": 0},
"roi": {"0": 0.12, "20.0": 0.02, "50.0": 0.01, "110.0": 0},
"protection": {
"protection_cooldown_lookback": 20,
"protection_enabled": True,
@@ -606,9 +605,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
hyperopt.hyperopter.min_date = dt_utc(2017, 12, 10)
hyperopt.hyperopter.max_date = dt_utc(2017, 12, 13)
hyperopt.hyperopter.init_spaces()
generate_optimizer_value = hyperopt.hyperopter.generate_optimizer(
list(optimizer_param.values())
)
generate_optimizer_value = hyperopt.hyperopter.generate_optimizer(optimizer_param)
assert generate_optimizer_value == response_expected
@@ -1088,8 +1085,8 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmp_path, fee) -> None
assert opt.backtesting.strategy.max_open_trades != 1
opt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: "ET1"
with pytest.raises(OperationalException, match="Estimator ET1 not supported."):
opt.get_optimizer(2, 42, 2, 2)
with pytest.raises(OperationalException, match="Optuna Sampler ET1 not supported."):
opt.get_optimizer(42)
@pytest.mark.filterwarnings("ignore::DeprecationWarning")
@@ -1186,19 +1183,27 @@ def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmp_path, fe
def test_SKDecimal():
space = SKDecimal(1, 2, decimals=2)
assert 1.5 in space
assert 2.5 not in space
assert space.low == 100
assert space.high == 200
assert space._contains(1.5)
assert not space._contains(2.5)
assert space.low == 1
assert space.high == 2
assert space.inverse_transform([200]) == [2.0]
assert space.inverse_transform([100]) == [1.0]
assert space.inverse_transform([150, 160]) == [1.5, 1.6]
assert space._contains(1.51)
assert space._contains(1.01)
# Falls out of the space with 2 decimals
assert not space._contains(1.511)
assert not space._contains(1.111222)
assert space.transform([1.5]) == [150]
assert space.transform([2.0]) == [200]
assert space.transform([1.0]) == [100]
assert space.transform([1.5, 1.6]) == [150, 160]
with pytest.raises(ValueError):
SKDecimal(1, 2, step=5, decimals=0.2)
with pytest.raises(ValueError):
SKDecimal(1, 2, step=None, decimals=None)
s = SKDecimal(1, 2, step=0.1, decimals=None)
assert s.step == 0.1
assert s._contains(1.1)
assert not s._contains(1.11)
def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmp_path, fee) -> None:
@@ -1217,10 +1222,6 @@ def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmp_path,
}
)
hyperopt = Hyperopt(hyperopt_conf)
mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer._get_params_dict",
return_value={"max_open_trades": -1},
)
assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto)
@@ -1228,7 +1229,7 @@ def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmp_path,
hyperopt.start()
assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 1
assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 3
def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> None:
@@ -1246,9 +1247,15 @@ def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> N
}
)
hyperopt = Hyperopt(hyperopt_conf)
def optuna_mock(hyperopt, *args, **kwargs):
a = hyperopt.get_optuna_asked_points(*args, **kwargs)
a[0]._cached_frozen_trial.params["max_open_trades"] = -1
return a, [True]
mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer._get_params_dict",
return_value={"max_open_trades": -1},
"freqtrade.optimize.hyperopt.Hyperopt.get_asked_points",
side_effect=partial(optuna_mock, hyperopt),
)
assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto)
@@ -1266,8 +1273,8 @@ def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> N
hyperopt = Hyperopt(hyperopt_conf)
mocker.patch(
"freqtrade.optimize.hyperopt.hyperopt_optimizer.HyperOptimizer._get_params_dict",
return_value={"max_open_trades": -1},
"freqtrade.optimize.hyperopt.Hyperopt.get_asked_points",
side_effect=partial(optuna_mock, hyperopt),
)
assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto)
@@ -1304,7 +1311,7 @@ def test_max_open_trades_consistency(mocker, hyperopt_conf, tmp_path, fee) -> No
assert isinstance(hyperopt.hyperopter.custom_hyperopt, HyperOptAuto)
hyperopt.hyperopter.custom_hyperopt.max_open_trades_space = lambda: [
Integer(1, 10, name="max_open_trades")
ft_IntDistribution(1, 10, "max_open_trades")
]
first_time_evaluated = False
@@ -1313,9 +1320,10 @@ def test_max_open_trades_consistency(mocker, hyperopt_conf, tmp_path, fee) -> No
@wraps(func)
def wrapper(*args, **kwargs):
nonlocal first_time_evaluated
stake_amount = func(*args, **kwargs)
if first_time_evaluated is False:
assert stake_amount == 1
assert stake_amount == 2
first_time_evaluated = True
return stake_amount
@@ -1329,5 +1337,5 @@ def test_max_open_trades_consistency(mocker, hyperopt_conf, tmp_path, fee) -> No
hyperopt.start()
assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 8
assert hyperopt.config["max_open_trades"] == 8
assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 4
assert hyperopt.config["max_open_trades"] == 4
tests/rpc/test_rpc.py
+2 -1
View File
@@ -228,7 +228,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
assert results[0] == response_norate
def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
def test_rpc_status_table(default_conf, ticker, fee, mocker, time_machine) -> None:
time_machine.move_to("2024-05-10 11:15:00 +00:00", tick=False)
mocker.patch.multiple(
"freqtrade.rpc.fiat_convert.FtCoinGeckoApi",
get_price=MagicMock(return_value={"bitcoin": {"usd": 15000.0}}),
tests/rpc/test_rpc_apiserver.py
+18 -1
View File
@@ -1864,7 +1864,21 @@ def test_api_pair_candles(botclient, ohlcv_history):
ohlcv_history["exit_short"] = 0
ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history, CandleType.SPOT)
fake_plot_annotations = [
{
"type": "area",
"start": "2024-01-01 15:00:00",
"end": "2024-01-01 16:00:00",
"y_start": 94000.2,
"y_end": 98000,
"color": "",
"label": "some label",
}
]
plot_annotations_mock = MagicMock(return_value=fake_plot_annotations)
ftbot.strategy.plot_annotations = plot_annotations_mock
for call in ("get", "post"):
plot_annotations_mock.reset_mock()
if call == "get":
rc = client_get(
client,
@@ -1894,6 +1908,8 @@ def test_api_pair_candles(botclient, ohlcv_history):
assert resp["data_start_ts"] == 1511686200000
assert resp["data_stop"] == "2017-11-26 09:00:00+00:00"
assert resp["data_stop_ts"] == 1511686800000
assert resp["annotations"] == fake_plot_annotations
assert plot_annotations_mock.call_count == 1
assert isinstance(resp["columns"], list)
base_cols = {
"date",
@@ -2235,6 +2251,7 @@ def test_api_pair_history(botclient, tmp_path, mocker):
assert result["data_start_ts"] == 1515628800000
assert result["data_stop"] == "2018-01-12 00:00:00+00:00"
assert result["data_stop_ts"] == 1515715200000
assert result["annotations"] == []
lfm.reset_mock()
# No data found
@@ -2869,7 +2886,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmp_path):
def test_api_backtest_history(botclient, mocker, testdatadir):
ftbot, client = botclient
mocker.patch(
"freqtrade.data.btanalysis._get_backtest_files",
"freqtrade.data.btanalysis.bt_fileutils._get_backtest_files",
return_value=[
testdatadir / "backtest_results/backtest-result_multistrat.json",
testdatadir / "backtest_results/backtest-result.json",
tests/strategy/test_interface.py
+5 -5
View File
@@ -946,7 +946,7 @@ def test_is_informative_pairs_callback(default_conf):
def test_hyperopt_parameters():
HyperoptStateContainer.set_state(HyperoptState.INDICATORS)
from skopt.space import Categorical, Integer, Real
from optuna.distributions import CategoricalDistribution, FloatDistribution, IntDistribution
with pytest.raises(OperationalException, match=r"Name is determined.*"):
IntParameter(low=0, high=5, default=1, name="hello")
@@ -977,7 +977,7 @@ def test_hyperopt_parameters():
intpar = IntParameter(low=0, high=5, default=1, space="buy")
assert intpar.value == 1
assert isinstance(intpar.get_space(""), Integer)
assert isinstance(intpar.get_space(""), IntDistribution)
assert isinstance(intpar.range, range)
assert len(list(intpar.range)) == 1
# Range contains ONLY the default / value.
@@ -989,7 +989,7 @@ def test_hyperopt_parameters():
fltpar = RealParameter(low=0.0, high=5.5, default=1.0, space="buy")
assert fltpar.value == 1
assert isinstance(fltpar.get_space(""), Real)
assert isinstance(fltpar.get_space(""), FloatDistribution)
fltpar = DecimalParameter(low=0.0, high=0.5, default=0.14, decimals=1, space="buy")
assert fltpar.value == 0.1
@@ -1006,7 +1006,7 @@ def test_hyperopt_parameters():
["buy_rsi", "buy_macd", "buy_none"], default="buy_macd", space="buy"
)
assert catpar.value == "buy_macd"
assert isinstance(catpar.get_space(""), Categorical)
assert isinstance(catpar.get_space(""), CategoricalDistribution)
assert isinstance(catpar.range, list)
assert len(list(catpar.range)) == 1
# Range contains ONLY the default / value.
@@ -1017,7 +1017,7 @@ def test_hyperopt_parameters():
boolpar = BooleanParameter(default=True, space="buy")
assert boolpar.value is True
assert isinstance(boolpar.get_space(""), Categorical)
assert isinstance(boolpar.get_space(""), CategoricalDistribution)
assert isinstance(boolpar.range, list)
assert len(list(boolpar.range)) == 1
tests/strategy/test_strategy_loading.py
+11
View File
@@ -385,6 +385,17 @@ def test_strategy_max_open_trades_infinity_from_strategy(caplog, default_conf):
assert strategy.max_open_trades == float("inf")
assert default_conf["max_open_trades"] == float("inf")
# test if the default value is set to infinity (V2 doesn't set max_open_trades explicitly)
del default_conf["max_open_trades"]
default_conf.update(
{
"strategy": "StrategyTestV2",
}
)
strategy2 = StrategyResolver.load_strategy(default_conf)
assert strategy2.max_open_trades == float("inf")
assert default_conf["max_open_trades"] == float("inf")
def test_strategy_max_open_trades_infinity_from_config(caplog, default_conf, mocker):
caplog.set_level(logging.INFO)