Example #1
0
def test_hyperopt_parameters():
    from skopt.space import Categorical, Integer, Real
    with pytest.raises(OperationalException, match=r"Name is determined.*"):
        IntParameter(low=0, high=5, default=1, name='hello')

    with pytest.raises(OperationalException,
                       match=r"IntParameter space must be.*"):
        IntParameter(low=0, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"RealParameter space must be.*"):
        RealParameter(low=0, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"DecimalParameter space must be.*"):
        DecimalParameter(low=0, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"IntParameter space invalid\."):
        IntParameter([0, 10], high=7, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"RealParameter space invalid\."):
        RealParameter([0, 10], high=7, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"DecimalParameter space invalid\."):
        DecimalParameter([0, 10], high=7, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"CategoricalParameter space must.*"):
        CategoricalParameter(['aa'], default='aa', space='buy')

    with pytest.raises(TypeError):
        BaseParameter(opt_range=[0, 1], default=1, space='buy')

    intpar = IntParameter(low=0, high=5, default=1, space='buy')
    assert intpar.value == 1
    assert isinstance(intpar.get_space(''), Integer)

    fltpar = RealParameter(low=0.0, high=5.5, default=1.0, space='buy')
    assert isinstance(fltpar.get_space(''), Real)
    assert fltpar.value == 1

    fltpar = DecimalParameter(low=0.0,
                              high=5.5,
                              default=1.0004,
                              decimals=3,
                              space='buy')
    assert isinstance(fltpar.get_space(''), Integer)
    assert fltpar.value == 1
    fltpar._set_value(2222)
    assert fltpar.value == 2.222

    catpar = CategoricalParameter(['buy_rsi', 'buy_macd', 'buy_none'],
                                  default='buy_macd',
                                  space='buy')
    assert isinstance(catpar.get_space(''), Categorical)
    assert catpar.value == 'buy_macd'
Example #2
0
def test_hyperopt_parameters():
    from skopt.space import Categorical, Integer, Real
    with pytest.raises(OperationalException, match=r"Name is determined.*"):
        IntParameter(low=0, high=5, default=1, name='hello')

    with pytest.raises(OperationalException,
                       match=r"IntParameter space must be.*"):
        IntParameter(low=0, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"RealParameter space must be.*"):
        RealParameter(low=0, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"DecimalParameter space must be.*"):
        DecimalParameter(low=0, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"IntParameter space invalid\."):
        IntParameter([0, 10], high=7, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"RealParameter space invalid\."):
        RealParameter([0, 10], high=7, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"DecimalParameter space invalid\."):
        DecimalParameter([0, 10], high=7, default=5, space='buy')

    with pytest.raises(OperationalException,
                       match=r"CategoricalParameter space must.*"):
        CategoricalParameter(['aa'], default='aa', space='buy')

    with pytest.raises(TypeError):
        BaseParameter(opt_range=[0, 1], default=1, space='buy')

    intpar = IntParameter(low=0, high=5, default=1, space='buy')
    assert intpar.value == 1
    assert isinstance(intpar.get_space(''), Integer)
    assert isinstance(intpar.range, range)
    assert len(list(intpar.range)) == 1
    # Range contains ONLY the default / value.
    assert list(intpar.range) == [intpar.value]
    intpar.in_space = True

    assert len(list(intpar.range)) == 6
    assert list(intpar.range) == [0, 1, 2, 3, 4, 5]

    fltpar = RealParameter(low=0.0, high=5.5, default=1.0, space='buy')
    assert isinstance(fltpar.get_space(''), Real)
    assert fltpar.value == 1

    fltpar = DecimalParameter(low=0.0,
                              high=5.5,
                              default=1.0004,
                              decimals=3,
                              space='buy')
    assert isinstance(fltpar.get_space(''), Integer)
    assert fltpar.value == 1

    catpar = CategoricalParameter(['buy_rsi', 'buy_macd', 'buy_none'],
                                  default='buy_macd',
                                  space='buy')
    assert isinstance(catpar.get_space(''), Categorical)
    assert catpar.value == 'buy_macd'