def test_setup_hyperopt_configuration_unlimited_stake_amount(mocker, default_conf) -> None:
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
patched_configuration_load_config_file(mocker, default_conf)
args = [
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
]
with pytest.raises(DependencyException, match=r'.`stake_amount`.*'):
setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
def test_setup_optimize_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
]
with pytest.raises(DependencyException, match=r'.`stake_amount`.*'):
setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
def test_setup_edge_configuration_with_arguments(mocker, edge_conf,
caplog) -> None:
patched_configuration_load_config_file(mocker, edge_conf)
mocker.patch('freqtrade.configuration.configuration.create_datadir',
lambda c, x: x)
args = [
'edge', '--config', 'config.json', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', '--ticker-interval', '1m', '--timerange',
':100', '--stoplosses=-0.01,-0.10,-0.001'
]
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert config['runmode'] == RunMode.EDGE
assert log_has('Using data directory: {} ...'.format(config['datadir']),
caplog)
assert 'ticker_interval' in config
assert log_has(
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog)
def test_setup_optimize_configuration_without_arguments(
mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
args = [
'edge',
'--config',
'config.json',
'--strategy',
'DefaultStrategy',
]
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
assert config['runmode'] == RunMode.EDGE
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']),
caplog)
assert 'ticker_interval' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'timerange' not in config
assert 'stoploss_range' not in config
def test_setup_hyperopt_configuration_without_arguments(
mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
args = [
'hyperopt',
'--config',
'config.json',
'--hyperopt',
'DefaultHyperOpt',
]
config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']),
caplog)
assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...',
caplog)
assert 'timerange' not in config
assert 'runmode' in config
assert config['runmode'] == RunMode.HYPEROPT
def test_setup_hyperopt_configuration_stake_amount(mocker,
default_conf) -> None:
patched_configuration_load_config_file(mocker, default_conf)
args = [
'hyperopt', '--config', 'config.json', '--hyperopt', 'DefaultHyperOpt',
'--stake-amount', '1', '--starting-balance', '2'
]
conf = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
assert isinstance(conf, dict)
args = [
'hyperopt', '--config', 'config.json', '--strategy', 'DefaultStrategy',
'--stake-amount', '1', '--starting-balance', '0.5'
]
with pytest.raises(OperationalException,
match=r"Starting balance .* smaller .*"):
setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch(
'freqtrade.configuration.configuration.create_datadir',
lambda c, x: x
)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'--timeframe', '1m',
'--enable-position-stacking',
'--disable-max-market-positions',
'--timerange', ':100',
'--export', '/bar/foo',
'--export-filename', 'foo_bar.json',
'--fee', '0',
]
config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert config['runmode'] == RunMode.BACKTEST
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'timeframe' in config
assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...', caplog)
assert log_has('max_open_trades set to unlimited ...', caplog)
assert 'timerange' in config
assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
assert 'export' in config
assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
assert 'exportfilename' in config
assert isinstance(config['exportfilename'], Path)
assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
assert 'fee' in config
assert log_has('Parameter --fee detected, setting fee to: {} ...'.format(config['fee']), caplog)
def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf,
caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.configuration.configuration.create_datadir',
lambda c, x: x)
args = [
'hyperopt', '--config', 'config.json', '--strategy',
'HyperoptableStrategy', '--datadir', '/foo/bar', '--timeframe', '1m',
'--timerange', ':100', '--enable-position-stacking',
'--disable-max-market-positions', '--epochs', '1000', '--spaces',
'default', '--print-all'
]
config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert config['runmode'] == RunMode.HYPEROPT
assert log_has('Using data directory: {} ...'.format(config['datadir']),
caplog)
assert 'timeframe' in config
assert log_has(
'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...',
caplog)
assert log_has('max_open_trades set to unlimited ...', caplog)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog)
assert 'epochs' in config
assert log_has(
'Parameter --epochs detected ... Will run Hyperopt with for 1000 epochs ...',
caplog)
assert 'spaces' in config
assert log_has(
'Parameter -s/--spaces detected: {}'.format(config['spaces']), caplog)
assert 'print_all' in config
assert log_has('Parameter --print-all detected ...', caplog)
def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--stake-amount', '1',
'--starting-balance', '2'
]
conf = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
assert isinstance(conf, dict)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--stake-amount', '1',
'--starting-balance', '0.5'
]
with pytest.raises(OperationalException, match=r"Starting balance .* smaller .*"):
setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
