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54 lines
1.5 KiB
54 lines
1.5 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.optimize.hyperopt import Hyperopt
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from freqtrade.strategy.interface import SellType
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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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'datadir': Path(default_conf['datadir']),
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'hyperopt': 'DefaultHyperOpt',
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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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return hyperconf
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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/BTC', 'ETH/BTC', 'ETH/BTC'],
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'profit_ratio': [-0.1, 0.2, 0.3],
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'profit_abs': [-0.2, 0.4, 0.6],
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'trade_duration': [10, 30, 10],
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'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI],
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'close_date':
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[
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datetime(2019, 1, 1, 9, 26, 3, 478039),
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datetime(2019, 2, 1, 9, 26, 3, 478039),
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datetime(2019, 3, 1, 9, 26, 3, 478039)
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]
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}
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)
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