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71 lines
2.0 KiB
71 lines
2.0 KiB
from copy import deepcopy
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from datetime import datetime
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from pathlib import Path
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import pandas as pd
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import pytest
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from freqtrade.enums import ExitType, RunMode
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from freqtrade.optimize.backtesting import Backtesting
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from freqtrade.optimize.hyperopt import Hyperopt
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from tests.conftest import patch_exchange
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@pytest.fixture(scope="function")
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def hyperopt_conf(default_conf):
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hyperconf = deepcopy(default_conf)
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hyperconf.update(
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{
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"datadir": Path(default_conf["datadir"]),
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"runmode": RunMode.HYPEROPT,
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"strategy": "HyperoptableStrategy",
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"hyperopt_loss": "ShortTradeDurHyperOptLoss",
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"hyperopt_path": str(Path(__file__).parent / "hyperopts"),
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"epochs": 1,
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"timerange": None,
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"spaces": ["default"],
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"hyperopt_jobs": 1,
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"hyperopt_min_trades": 1,
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}
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)
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return hyperconf
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@pytest.fixture(autouse=True)
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def backtesting_cleanup():
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yield None
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Backtesting.cleanup()
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@pytest.fixture(scope="function")
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def hyperopt(hyperopt_conf, mocker):
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patch_exchange(mocker)
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return Hyperopt(hyperopt_conf)
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@pytest.fixture(scope="function")
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def hyperopt_results():
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return pd.DataFrame(
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{
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"pair": ["ETH/USDT", "ETH/USDT", "ETH/USDT", "ETH/USDT"],
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"profit_ratio": [-0.1, 0.2, -0.12, 0.3],
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"profit_abs": [-0.2, 0.4, -0.21, 0.6],
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"trade_duration": [10, 30, 10, 10],
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"amount": [0.1, 0.1, 0.1, 0.1],
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"exit_reason": [ExitType.STOP_LOSS, ExitType.ROI, ExitType.STOP_LOSS, ExitType.ROI],
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"open_date": [
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datetime(2019, 1, 1, 9, 15, 0),
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datetime(2019, 1, 2, 8, 55, 0),
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datetime(2019, 1, 3, 9, 15, 0),
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datetime(2019, 1, 4, 9, 15, 0),
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],
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"close_date": [
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datetime(2019, 1, 1, 9, 25, 0),
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datetime(2019, 1, 2, 9, 25, 0),
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datetime(2019, 1, 3, 9, 25, 0),
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datetime(2019, 1, 4, 9, 25, 0),
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],
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}
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)
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