def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -> None: mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) patch_exchange(mocker) default_conf.update({ 'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'all', 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) del hyperopt.custom_hyperopt.__class__.buy_strategy_generator del hyperopt.custom_hyperopt.__class__.sell_strategy_generator del hyperopt.custom_hyperopt.__class__.indicator_space del hyperopt.custom_hyperopt.__class__.sell_indicator_space with pytest.raises(OperationalException, match=r"The 'buy' space is included into *"): hyperopt.start()
def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, method, space) -> None: mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) patch_exchange(mocker) default_conf.update({ 'config': 'config.json.example', 'epochs': 1, 'timerange': None, 'spaces': space, 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) delattr(hyperopt.custom_hyperopt.__class__, method) with pytest.raises(OperationalException, match=f"The '{space}' space is included into *"): hyperopt.start()
def hyperopt(default_conf, mocker): default_conf.update({ 'spaces': ['default'], 'hyperopt': 'DefaultHyperOpt', }) patch_exchange(mocker) return Hyperopt(default_conf)
def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None: mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.file_dump_json') mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) patch_exchange(mocker) hyperopt_conf.update({ 'spaces': 'all', }) mocker.patch( 'freqtrade.optimize.hyperopt_auto.HyperOptAuto._generate_indicator_space', return_value=[]) hyperopt = Hyperopt(hyperopt_conf) hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) with pytest.raises(OperationalException, match=r"The 'protection' space is included into *"): hyperopt.init_spaces() hyperopt.config['hyperopt_ignore_missing_space'] = True caplog.clear() hyperopt.init_spaces() assert log_has_re(r"The 'protection' space is included into *", caplog) assert hyperopt.protection_space == []
def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None: patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) # No hyperopt needed hyperopt_conf.update({ 'strategy': 'HyperoptableStrategy', 'user_data_dir': Path(tmpdir), 'hyperopt_random_state': 42, 'spaces': ['all'] }) hyperopt = Hyperopt(hyperopt_conf) assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter) assert hyperopt.backtesting.strategy.buy_rsi.in_space is True assert hyperopt.backtesting.strategy.buy_rsi.value == 35 assert hyperopt.backtesting.strategy.sell_rsi.value == 74 assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30 buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range assert isinstance(buy_rsi_range, range) # Range from 0 - 50 (inclusive) assert len(list(buy_rsi_range)) == 51 hyperopt.start() # All values should've changed. assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value != 30 assert hyperopt.backtesting.strategy.buy_rsi.value != 35 assert hyperopt.backtesting.strategy.sell_rsi.value != 74 hyperopt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: 'ET1' with pytest.raises(OperationalException, match="Estimator ET1 not supported."): hyperopt.get_optimizer([], 2)
def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None: mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError()) conf = deepcopy(default_conf) conf.update({'config': 'config.json.example'}) conf.update({'epochs': 1}) conf.update({'timerange': None}) conf.update({'spaces': 'all'}) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) hyperopt.trials = create_trials(mocker) hyperopt.tickerdata_to_dataframe = MagicMock() hyperopt.start() exists = [ 'Best Result:', 'Sorry, Hyperopt was not able to find good parameters. Please try with more epochs ' '(param: -e).', ] for line in exists: assert line in caplog.text
def test_start_calls_optimizer(mocker, default_conf, caplog) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.multiprocessing.cpu_count', MagicMock(return_value=1)) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'result': 'foo result', 'params': {} }])) patch_exchange(mocker) default_conf.update({'config': 'config.json.example'}) default_conf.update({'epochs': 1}) default_conf.update({'timerange': None}) default_conf.update({'spaces': 'all'}) hyperopt = Hyperopt(default_conf) hyperopt.tickerdata_to_dataframe = MagicMock() hyperopt.start() parallel.assert_called_once() assert 'Best result:\nfoo result\nwith values:\n{}' in caplog.text assert dumper.called
def start_hyperopt(args: Namespace) -> None: """ Start hyperopt script :param args: Cli args from Arguments() :return: None """ # Import here to avoid loading hyperopt module when it's not used from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE # Initialize configuration config = setup_configuration(args, RunMode.HYPEROPT) logger.info('Starting freqtrade in Hyperopt mode') lock = FileLock(HYPEROPT_LOCKFILE) try: with lock.acquire(timeout=1): # Remove noisy log messages logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING) logging.getLogger('filelock').setLevel(logging.WARNING) # Initialize backtesting object hyperopt = Hyperopt(config) hyperopt.start() except Timeout: logger.info("Another running instance of freqtrade Hyperopt detected.") logger.info( "Simultaneous execution of multiple Hyperopt commands is not supported. " "Hyperopt module is resource hungry. Please run your Hyperopts sequentially " "or on separate machines.") logger.info("Quitting now.")
def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None: patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) # No hyperopt needed del hyperopt_conf['hyperopt'] hyperopt_conf.update({ 'strategy': 'HyperoptableStrategy', 'user_data_dir': Path(tmpdir), 'hyperopt_random_state': 42, 'spaces': ['all'] }) hyperopt = Hyperopt(hyperopt_conf) assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter) assert hyperopt.backtesting.strategy.buy_rsi.in_space is True assert hyperopt.backtesting.strategy.buy_rsi.value == 35 assert hyperopt.backtesting.strategy.sell_rsi.value == 74 assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30 buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range assert isinstance(buy_rsi_range, range) # Range from 0 - 50 (inclusive) assert len(list(buy_rsi_range)) == 51 hyperopt.start() # All values should've changed. assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value != 30 assert hyperopt.backtesting.strategy.buy_rsi.value != 35 assert hyperopt.backtesting.strategy.sell_rsi.value != 74
def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None: mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.file_dump_json') mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) patch_exchange(mocker) hyperopt_conf.update({ 'spaces': 'all', }) hyperopt = Hyperopt(hyperopt_conf) hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) del hyperopt.custom_hyperopt.__class__.buy_strategy_generator del hyperopt.custom_hyperopt.__class__.sell_strategy_generator del hyperopt.custom_hyperopt.__class__.indicator_space del hyperopt.custom_hyperopt.__class__.sell_indicator_space with pytest.raises(OperationalException, match=r"The 'buy' space is included into *"): hyperopt.start()
def test_start_calls_optimizer(mocker, default_conf, caplog) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'result': 'foo result', 'params': {} }])) patch_exchange(mocker) default_conf.update({ 'config': 'config.json.example', 'epochs': 1, 'timerange': None, 'spaces': 'all', 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) hyperopt.strategy.tickerdata_to_dataframe = MagicMock() hyperopt.start() parallel.assert_called_once() assert log_has('Best result:\nfoo result\nwith values:\n', caplog.record_tuples) assert dumper.called # Should be called twice, once for tickerdata, once to save evaluations assert dumper.call_count == 2
def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'results_explanation': 'foo result', 'params': { 'stoploss': 0.0 }, 'results_metrics': { 'trade_count': 1, 'avg_profit': 0.1, 'total_profit': 0.001, 'profit': 1.0, 'duration': 20.0 } }])) patch_exchange(mocker) default_conf.update({ 'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'roi stoploss', 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) del hyperopt.custom_hyperopt.__class__.buy_strategy_generator del hyperopt.custom_hyperopt.__class__.sell_strategy_generator del hyperopt.custom_hyperopt.__class__.indicator_space del hyperopt.custom_hyperopt.__class__.sell_indicator_space hyperopt.start() parallel.assert_called_once() out, err = capsys.readouterr() assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out assert dumper.called # Should be called twice, once for tickerdata, once to save evaluations assert dumper.call_count == 2 assert hasattr(hyperopt.backtesting.strategy, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_buy") assert hasattr(hyperopt, "max_open_trades") assert hyperopt.max_open_trades == default_conf['max_open_trades'] assert hasattr(hyperopt, "position_stacking")
def test_generate_optimizer(mocker, default_conf) -> None: default_conf.update({'config': 'config.json.example'}) default_conf.update({'timerange': None}) default_conf.update({'spaces': 'all'}) default_conf.update({'hyperopt_min_trades': 1}) trades = [('POWR/BTC', 0.023117, 0.000233, 100)] labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration'] backtest_result = pd.DataFrame.from_records(trades, columns=labels) mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.backtest', MagicMock(return_value=backtest_result)) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) patch_exchange(mocker) mocker.patch('freqtrade.optimize.hyperopt.load', MagicMock()) optimizer_param = { 'adx-value': 0, 'fastd-value': 35, 'mfi-value': 0, 'rsi-value': 0, 'adx-enabled': False, 'fastd-enabled': True, 'mfi-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-adx-value': 0, 'sell-fastd-value': 75, 'sell-mfi-value': 0, 'sell-rsi-value': 0, 'sell-adx-enabled': False, 'sell-fastd-enabled': True, 'sell-mfi-enabled': False, 'sell-rsi-enabled': False, 'sell-trigger': 'macd_cross_signal', 'roi_t1': 60.0, 'roi_t2': 30.0, 'roi_t3': 20.0, 'roi_p1': 0.01, 'roi_p2': 0.01, 'roi_p3': 0.1, 'stoploss': -0.4, } response_expected = { 'loss': 1.9840569076926293, 'result': ' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC ' '( 2.31Σ%). Avg duration 100.0 mins.', 'params': optimizer_param } hyperopt = Hyperopt(default_conf) generate_optimizer_value = hyperopt.generate_optimizer( list(optimizer_param.values())) assert generate_optimizer_value == response_expected
def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump') dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result') mocker.patch('freqtrade.optimize.hyperopt.file_dump_json') mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'results_explanation': 'foo result', 'params': {}, 'params_details': { 'buy': { 'mfi-value': None }, 'sell': { 'sell-mfi-value': None }, 'roi': {}, 'stoploss': { 'stoploss': None }, 'trailing': { 'trailing_stop': None } }, 'results_metrics': generate_result_metrics(), }])) patch_exchange(mocker) hyperopt_conf.update({ 'spaces': 'all', 'hyperopt_jobs': 1, 'print_json': True, }) hyperopt = Hyperopt(hyperopt_conf) hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() parallel.assert_called_once() out, err = capsys.readouterr() result_str = ( '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi"' ':{},"stoploss":null,"trailing_stop":null}') assert result_str in out # noqa: E501 # Should be called for historical candle data assert dumper.call_count == 1 assert dumper2.call_count == 1
def test_clean_hyperopt(mocker, hyperopt_conf, caplog): patch_exchange(mocker) mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True)) unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock()) h = Hyperopt(hyperopt_conf) assert unlinkmock.call_count == 2 assert log_has(f"Removing `{h.data_pickle_file}`.", caplog)
def test_continue_hyperopt(mocker, hyperopt_conf, caplog): patch_exchange(mocker) hyperopt_conf.update({'hyperopt_continue': True}) mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True)) unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock()) Hyperopt(hyperopt_conf) assert unlinkmock.call_count == 0 assert log_has("Continuing on previous hyperopt results.", caplog)
def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) ) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'results_explanation': 'foo result', 'params': {}, 'params_details': { 'buy': {'mfi-value': None}, 'sell': {'sell-mfi-value': None}, 'roi': {}, 'stoploss': {'stoploss': None}, 'trailing': {'trailing_stop': None} }, 'results_metrics': { 'trade_count': 1, 'avg_profit': 0.1, 'total_profit': 0.001, 'profit': 1.0, 'duration': 20.0 } }]) ) patch_exchange(mocker) default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'all', 'hyperopt_jobs': 1, 'print_json': True, }) hyperopt = Hyperopt(default_conf) hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() parallel.assert_called_once() out, err = capsys.readouterr() result_str = ( '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi"' ':{},"stoploss":null,"trailing_stop":null}' ) assert result_str in out # noqa: E501 assert dumper.called # Should be called twice, once for historical candle data, once to save evaluations assert dumper.call_count == 2
def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump') dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result') mocker.patch('freqtrade.optimize.hyperopt.file_dump_json') mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'results_explanation': 'foo result', 'params': { 'stoploss': 0.0 }, 'results_metrics': { 'trade_count': 1, 'avg_profit': 0.1, 'total_profit': 0.001, 'profit': 1.0, 'duration': 20.0 } }])) patch_exchange(mocker) hyperopt_conf.update({'spaces': 'roi stoploss'}) hyperopt = Hyperopt(hyperopt_conf) hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) del hyperopt.custom_hyperopt.__class__.buy_strategy_generator del hyperopt.custom_hyperopt.__class__.sell_strategy_generator del hyperopt.custom_hyperopt.__class__.indicator_space del hyperopt.custom_hyperopt.__class__.sell_indicator_space hyperopt.start() parallel.assert_called_once() out, err = capsys.readouterr() assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out assert dumper.call_count == 1 assert dumper2.call_count == 1 assert hasattr(hyperopt.backtesting.strategy, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_buy") assert hasattr(hyperopt, "max_open_trades") assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades'] assert hasattr(hyperopt, "position_stacking")
def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump') dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result') mocker.patch('freqtrade.optimize.hyperopt.file_dump_json') mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'results_explanation': 'foo result', 'params': {}, 'params_details': { 'buy': { 'mfi-value': None }, 'sell': { 'sell-mfi-value': None }, 'roi': {}, 'stoploss': { 'stoploss': None } }, 'results_metrics': { 'trade_count': 1, 'avg_profit': 0.1, 'total_profit': 0.001, 'profit': 1.0, 'duration': 20.0 } }])) patch_exchange(mocker) hyperopt_conf.update({'print_json': True}) hyperopt = Hyperopt(hyperopt_conf) hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() parallel.assert_called_once() out, err = capsys.readouterr() assert '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi":{},"stoploss":null}' in out # noqa: E501 # Should be called for historical candle data assert dumper.call_count == 1 assert dumper2.call_count == 1
def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.file_dump_json') mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'results_explanation': 'foo result', 'params': {}, 'results_metrics': { 'trade_count': 1, 'avg_profit': 0.1, 'total_profit': 0.001, 'profit': 1.0, 'duration': 20.0 } }])) patch_exchange(mocker) hyperopt_conf.update({ 'spaces': 'sell', }) hyperopt = Hyperopt(hyperopt_conf) hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) # TODO: buy_strategy_generator() is actually not called because # run_optimizer_parallel() is mocked del hyperopt.custom_hyperopt.__class__.buy_strategy_generator del hyperopt.custom_hyperopt.__class__.indicator_space hyperopt.start() parallel.assert_called_once() out, err = capsys.readouterr() assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out assert dumper.called # Should be called twice, once for historical candle data, once to save evaluations assert dumper.call_count == 2 assert hasattr(hyperopt.backtesting.strategy, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_buy") assert hasattr(hyperopt, "max_open_trades") assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades'] assert hasattr(hyperopt, "position_stacking")
def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir) -> None: (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) # No hyperopt needed del hyperopt_conf['hyperopt'] hyperopt_conf.update({ 'strategy': 'HyperoptableStrategy', 'user_data_dir': Path(tmpdir), }) hyperopt = Hyperopt(hyperopt_conf) assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) hyperopt.start()
def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump') dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result') mocker.patch('freqtrade.optimize.hyperopt.file_dump_json') mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'results_explanation': 'foo result', 'params': { 'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0 }, 'results_metrics': { 'trade_count': 1, 'avg_profit': 0.1, 'total_profit': 0.001, 'profit': 1.0, 'duration': 20.0 }, }])) patch_exchange(mocker) # Co-test loading timeframe from strategy del hyperopt_conf['timeframe'] hyperopt = Hyperopt(hyperopt_conf) hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() parallel.assert_called_once() out, err = capsys.readouterr() assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out # Should be called for historical candle data assert dumper.call_count == 1 assert dumper2.call_count == 1 assert hasattr(hyperopt.backtesting.strategy, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_buy") assert hasattr(hyperopt, "max_open_trades") assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades'] assert hasattr(hyperopt, "position_stacking")
def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump') dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result') mocker.patch('freqtrade.optimize.hyperopt.file_dump_json') mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'results_explanation': 'foo result', 'params': {}, 'params_details': { 'roi': {}, 'stoploss': { 'stoploss': None } }, 'results_metrics': { 'trade_count': 1, 'avg_profit': 0.1, 'total_profit': 0.001, 'profit': 1.0, 'duration': 20.0 } }])) patch_exchange(mocker) hyperopt_conf.update({ 'spaces': 'roi stoploss', 'hyperopt_jobs': 1, 'print_json': True, }) hyperopt = Hyperopt(hyperopt_conf) hyperopt.backtesting.strategy.advise_all_indicators = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() parallel.assert_called_once() out, err = capsys.readouterr() assert '{"minimal_roi":{},"stoploss":null}' in out assert dumper.call_count == 1 assert dumper2.call_count == 1
def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'results_explanation': 'foo result', 'params': { 'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0 } }])) patch_exchange(mocker) # Co-test loading ticker-interval from strategy del default_conf['ticker_interval'] default_conf.update({ 'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'default', 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() parallel.assert_called_once() out, err = capsys.readouterr() assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out assert dumper.called # Should be called twice, once for tickerdata, once to save evaluations assert dumper.call_count == 2 assert hasattr(hyperopt.backtesting.strategy, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_buy") assert hasattr(hyperopt, "max_open_trades") assert hyperopt.max_open_trades == default_conf['max_open_trades'] assert hasattr(hyperopt, "position_stacking")
def test_clean_hyperopt(mocker, default_conf, caplog): patch_exchange(mocker) default_conf.update({'config': 'config.json.example', 'epochs': 1, 'timerange': None, 'spaces': 'all', 'hyperopt_jobs': 1, }) mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True)) unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock()) Hyperopt(default_conf) assert unlinkmock.call_count == 2 assert log_has(f"Removing `{TICKERDATA_PICKLE}`.", caplog.record_tuples)
def test_continue_hyperopt(mocker, default_conf, caplog): patch_exchange(mocker) default_conf.update({'config': 'config.json.example', 'epochs': 1, 'timerange': None, 'spaces': 'all', 'hyperopt_jobs': 1, 'hyperopt_continue': True }) mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True)) unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock()) Hyperopt(default_conf) assert unlinkmock.call_count == 0 assert log_has(f"Continuing on previous hyperopt results.", caplog.record_tuples)
def test_clean_hyperopt(mocker, default_conf, caplog): patch_exchange(mocker) default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'default', 'hyperopt_jobs': 1, }) mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True)) unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock()) h = Hyperopt(default_conf) assert unlinkmock.call_count == 2 assert log_has(f"Removing `{h.tickerdata_pickle}`.", caplog)
def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timerange', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{ 'loss': 1, 'results_explanation': 'foo result', 'params': {}, 'params_details': { 'roi': {}, 'stoploss': { 'stoploss': None } } }])) patch_exchange(mocker) default_conf.update({ 'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'roi stoploss', 'hyperopt_jobs': 1, 'print_json': True, }) hyperopt = Hyperopt(default_conf) hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() parallel.assert_called_once() out, err = capsys.readouterr() assert '{"minimal_roi":{},"stoploss":null}' in out assert dumper.called # Should be called twice, once for tickerdata, once to save evaluations assert dumper.call_count == 2
def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> None: trials = create_trials(mocker) conf = deepcopy(default_conf) conf.update({'config': 'config.json.example'}) conf.update({'epochs': 1}) conf.update({'mongodb': False}) conf.update({'timerange': None}) conf.update({'spaces': 'all'}) mocker.patch('freqtrade.optimize.hyperopt.os.path.exists', return_value=True) mocker.patch('freqtrade.optimize.hyperopt.len', return_value=len(trials.results)) mock_read = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.read_trials', return_value=trials) mock_save = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.save_trials', return_value=None) mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) hyperopt.trials = trials hyperopt.tickerdata_to_dataframe = MagicMock() hyperopt.start() mock_read.assert_called_once() mock_save.assert_called_once() current_tries = hyperopt.current_tries total_tries = hyperopt.total_tries assert current_tries == len(trials.results) assert total_tries == (current_tries + len(trials.results))
def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir) -> None: (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) # No hyperopt needed del hyperopt_conf['hyperopt'] hyperopt_conf.update({ 'strategy': 'HyperoptableStrategy', 'user_data_dir': Path(tmpdir), }) hyperopt = Hyperopt(hyperopt_conf) assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter) assert hyperopt.backtesting.strategy.buy_rsi.hyperopt is True assert hyperopt.backtesting.strategy.buy_rsi.value == 35 buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range assert isinstance(buy_rsi_range, range) # Range from 0 - 50 (inclusive) assert len(list(buy_rsi_range)) == 51 hyperopt.start()