def test_generate_optimizer(mocker, hyperopt_conf) -> None:
hyperopt_conf.update({
'spaces': 'all',
'hyperopt_min_trades': 1,
})
trades = [('TRX/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.Backtesting.backtest',
MagicMock(return_value=backtest_result))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(Arrow(2017, 12, 10), Arrow(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,
'trailing_stop': True,
'trailing_stop_positive': 0.02,
'trailing_stop_positive_offset_p1': 0.05,
'trailing_only_offset_is_reached': False,
}
response_expected = {
'loss':
1.9840569076926293,
'results_explanation':
(' 1 trades. 1/0/0 Wins/Draws/Losses. '
'Avg profit 2.31%. Median profit 2.31%. Total profit '
'0.00023300 BTC ( 2.31\N{GREEK CAPITAL LETTER SIGMA}%). '
'Avg duration 100.0 min.').encode(locale.getpreferredencoding(),
'replace').decode('utf-8'),
'params_details': {
'buy': {
'adx-enabled': False,
'adx-value': 0,
'fastd-enabled': True,
'fastd-value': 35,
'mfi-enabled': False,
'mfi-value': 0,
'rsi-enabled': False,
'rsi-value': 0,
'trigger': 'macd_cross_signal'
},
'roi': {
0: 0.12000000000000001,
20.0: 0.02,
50.0: 0.01,
110.0: 0
},
'sell': {
'sell-adx-enabled': False,
'sell-adx-value': 0,
'sell-fastd-enabled': True,
'sell-fastd-value': 75,
'sell-mfi-enabled': False,
'sell-mfi-value': 0,
'sell-rsi-enabled': False,
'sell-rsi-value': 0,
'sell-trigger': 'macd_cross_signal'
},
'stoploss': {
'stoploss': -0.4
},
'trailing': {
'trailing_only_offset_is_reached': False,
'trailing_stop': True,
'trailing_stop_positive': 0.02,
'trailing_stop_positive_offset': 0.07
}
},
'params_dict':
optimizer_param,
'results_metrics': {
'avg_profit': 2.3117,
'draws': 0,
'duration': 100.0,
'losses': 0,
'winsdrawslosses': ' 1 0 0',
'median_profit': 2.3117,
'profit': 2.3117,
'total_profit': 0.000233,
'trade_count': 1,
'wins': 1
},
'total_profit':
0.00023300
}
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.dimensions = hyperopt.hyperopt_space()
generate_optimizer_value = hyperopt.generate_optimizer(
list(optimizer_param.values()))
assert generate_optimizer_value == response_expected
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.Backtesting.backtest',
MagicMock(return_value=backtest_result))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(Arrow(2017, 12, 10), Arrow(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,
'results_explanation':
' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC '
'( 2.31Σ%). Avg duration 100.0 mins.',
'params':
optimizer_param,
'total_profit':
0.00023300
}
hyperopt = Hyperopt(default_conf)
hyperopt.dimensions = hyperopt.hyperopt_space()
generate_optimizer_value = hyperopt.generate_optimizer(
list(optimizer_param.values()))
assert generate_optimizer_value == response_expected
