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condensed strategy methods down to 2

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Sam Germain
2021-08-18 04:19:17 -06:00
parent d4a7d2d444
commit 092780df9d
22 changed files with 451 additions and 773 deletions
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40
tests/optimize/test_hyperopt.py
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@@ -366,8 +366,8 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
# Should be called for historical candle data
assert dumper.call_count == 1
assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_enter")
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")
@@ -451,6 +451,10 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
'fastd-value': 20,
'mfi-value': 20,
'rsi-value': 20,
'short-adx-value': 80,
'short-fastd-value': 80,
'short-mfi-value': 80,
'short-rsi-value': 80,
'adx-enabled': True,
'fastd-enabled': True,
'mfi-enabled': True,
@@ -476,6 +480,10 @@ def test_sell_strategy_generator(hyperopt, testdatadir) -> None:
'sell-fastd-value': 75,
'sell-mfi-value': 80,
'sell-rsi-value': 20,
'exit-short-adx-value': 80,
'exit-short-fastd-value': 25,
'exit-short-mfi-value': 20,
'exit-short-rsi-value': 80,
'sell-adx-enabled': True,
'sell-fastd-enabled': True,
'sell-mfi-enabled': True,
@@ -534,6 +542,10 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
'fastd-value': 35,
'mfi-value': 0,
'rsi-value': 0,
'short-adx-value': 100,
'short-fastd-value': 65,
'short-mfi-value': 100,
'short-rsi-value': 100,
'adx-enabled': False,
'fastd-enabled': True,
'mfi-enabled': False,
@@ -543,6 +555,10 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
'sell-fastd-value': 75,
'sell-mfi-value': 0,
'sell-rsi-value': 0,
'exit-short-adx-value': 100,
'exit-short-fastd-value': 25,
'exit-short-mfi-value': 100,
'exit-short-rsi-value': 100,
'sell-adx-enabled': False,
'sell-fastd-enabled': True,
'sell-mfi-enabled': False,
@@ -569,12 +585,16 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
),
'params_details': {'buy': {'adx-enabled': False,
'adx-value': 0,
'short-adx-value': 100,
'fastd-enabled': True,
'fastd-value': 35,
'short-fastd-value': 65,
'mfi-enabled': False,
'mfi-value': 0,
'short-mfi-value': 100,
'rsi-enabled': False,
'rsi-value': 0,
'short-rsi-value': 100,
'trigger': 'macd_cross_signal'},
'roi': {"0": 0.12000000000000001,
"20.0": 0.02,
@@ -583,12 +603,16 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
'protection': {},
'sell': {'sell-adx-enabled': False,
'sell-adx-value': 0,
'exit-short-adx-value': 100,
'sell-fastd-enabled': True,
'sell-fastd-value': 75,
'exit-short-fastd-value': 25,
'sell-mfi-enabled': False,
'sell-mfi-value': 0,
'exit-short-mfi-value': 100,
'sell-rsi-enabled': False,
'sell-rsi-value': 0,
'exit-short-rsi-value': 100,
'sell-trigger': 'macd_cross_signal'},
'stoploss': {'stoploss': -0.4},
'trailing': {'trailing_only_offset_is_reached': False,
@@ -825,8 +849,8 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
assert dumper.call_count == 1
assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_enter")
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")
@@ -906,8 +930,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
assert dumper.called
assert dumper.call_count == 1
assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_enter")
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")
@@ -960,8 +984,8 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
assert dumper.called
assert dumper.call_count == 1
assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_enter")
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")