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220 lines
8.3 KiB
Python
220 lines
8.3 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
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import pytest
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from freqtrade.enums import HyperoptState
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from freqtrade.exceptions import OperationalException
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from freqtrade.optimize.hyperopt_tools import HyperoptStateContainer
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from freqtrade.strategy.parameters import (
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BaseParameter,
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BooleanParameter,
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CategoricalParameter,
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DecimalParameter,
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IntParameter,
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RealParameter,
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)
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def test_hyperopt_parameters():
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HyperoptStateContainer.set_state(HyperoptState.INDICATORS)
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from optuna.distributions import CategoricalDistribution, FloatDistribution, IntDistribution
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from freqtrade.optimize.space import SKDecimal
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with pytest.raises(OperationalException, match=r"Name is determined.*"):
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IntParameter(low=0, high=5, default=1, name="hello")
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with pytest.raises(OperationalException, match=r"IntParameter space must be.*"):
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IntParameter(low=0, default=5, space="buy")
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with pytest.raises(OperationalException, match=r"RealParameter space must be.*"):
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RealParameter(low=0, default=5, space="buy")
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with pytest.raises(OperationalException, match=r"DecimalParameter space must be.*"):
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DecimalParameter(low=0, default=5, space="buy")
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with pytest.raises(OperationalException, match=r"IntParameter space invalid\."):
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IntParameter([0, 10], high=7, default=5, space="buy")
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with pytest.raises(OperationalException, match=r"RealParameter space invalid\."):
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RealParameter([0, 10], high=7, default=5, space="buy")
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with pytest.raises(OperationalException, match=r"DecimalParameter space invalid\."):
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DecimalParameter([0, 10], high=7, default=5, space="buy")
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with pytest.raises(OperationalException, match=r"CategoricalParameter space must.*"):
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CategoricalParameter(["aa"], default="aa", space="buy")
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with pytest.raises(TypeError):
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BaseParameter(opt_range=[0, 1], default=1, space="buy")
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intpar = IntParameter(low=0, high=5, default=1, space="buy")
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assert intpar.value == 1
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assert isinstance(intpar.get_space(""), IntDistribution)
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assert isinstance(intpar.range, range)
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assert len(list(intpar.range)) == 1
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# Range contains ONLY the default / value.
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assert list(intpar.range) == [intpar.value]
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intpar.in_space = True
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assert len(list(intpar.range)) == 6
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assert list(intpar.range) == [0, 1, 2, 3, 4, 5]
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fltpar = RealParameter(low=0.0, high=5.5, default=1.0, space="buy")
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assert fltpar.value == 1
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assert isinstance(fltpar.get_space(""), FloatDistribution)
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fltpar = DecimalParameter(low=0.0, high=0.5, default=0.14, decimals=1, space="buy")
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assert fltpar.value == 0.1
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assert isinstance(fltpar.get_space(""), SKDecimal)
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assert isinstance(fltpar.range, list)
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assert len(list(fltpar.range)) == 1
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# Range contains ONLY the default / value.
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assert list(fltpar.range) == [fltpar.value]
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fltpar.in_space = True
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assert len(list(fltpar.range)) == 6
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assert list(fltpar.range) == [0.0, 0.1, 0.2, 0.3, 0.4, 0.5]
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catpar = CategoricalParameter(
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["buy_rsi", "buy_macd", "buy_none"], default="buy_macd", space="buy"
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)
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assert catpar.value == "buy_macd"
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assert isinstance(catpar.get_space(""), CategoricalDistribution)
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assert isinstance(catpar.range, list)
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assert len(list(catpar.range)) == 1
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# Range contains ONLY the default / value.
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assert list(catpar.range) == [catpar.value]
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catpar.in_space = True
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assert len(list(catpar.range)) == 3
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assert list(catpar.range) == ["buy_rsi", "buy_macd", "buy_none"]
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boolpar = BooleanParameter(default=True, space="buy")
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assert boolpar.value is True
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assert isinstance(boolpar.get_space(""), CategoricalDistribution)
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assert isinstance(boolpar.range, list)
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assert len(list(boolpar.range)) == 1
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boolpar.in_space = True
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assert len(list(boolpar.range)) == 2
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assert list(boolpar.range) == [True, False]
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HyperoptStateContainer.set_state(HyperoptState.OPTIMIZE)
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assert len(list(intpar.range)) == 1
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assert len(list(fltpar.range)) == 1
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assert len(list(catpar.range)) == 1
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assert len(list(boolpar.range)) == 1
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def test_hyperopt_int_parameter():
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from optuna.distributions import IntDistribution
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HyperoptStateContainer.set_state(HyperoptState.INDICATORS)
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with pytest.raises(OperationalException, match=r"Name is determined.*"):
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IntParameter(low=0, high=5, default=1, name="hello")
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with pytest.raises(OperationalException, match=r"IntParameter space must be.*"):
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IntParameter(low=0, default=5, space="buy")
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with pytest.raises(OperationalException, match=r"IntParameter space invalid\."):
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IntParameter([0, 10], high=7, default=5, space="buy")
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intpar = IntParameter(low=0, high=5, default=1, space="buy")
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assert intpar.value == 1
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assert isinstance(intpar.get_space(""), IntDistribution)
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assert isinstance(intpar.range, range)
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assert len(list(intpar.range)) == 1
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# Range contains ONLY the default / value.
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assert list(intpar.range) == [intpar.value]
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intpar.in_space = True
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assert len(list(intpar.range)) == 6
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assert list(intpar.range) == [0, 1, 2, 3, 4, 5]
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HyperoptStateContainer.set_state(HyperoptState.OPTIMIZE)
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assert len(list(intpar.range)) == 1
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def test_hyperopt_real_parameter():
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HyperoptStateContainer.set_state(HyperoptState.INDICATORS)
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from optuna.distributions import FloatDistribution
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with pytest.raises(OperationalException, match=r"RealParameter space must be.*"):
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RealParameter(low=0, default=5, space="buy")
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with pytest.raises(OperationalException, match=r"RealParameter space invalid\."):
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RealParameter([0, 10], high=7, default=5, space="buy")
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fltpar = RealParameter(low=0.0, high=5.5, default=1.0, space="buy")
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assert fltpar.value == 1.0
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assert isinstance(fltpar.get_space(""), FloatDistribution)
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HyperoptStateContainer.set_state(HyperoptState.OPTIMIZE)
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# assert len(list(fltpar.range)) == 1
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def test_hyperopt_decimal_parameter():
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HyperoptStateContainer.set_state(HyperoptState.INDICATORS)
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# TODO: Check for get_space??
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from freqtrade.optimize.space import SKDecimal
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with pytest.raises(OperationalException, match=r"DecimalParameter space must be.*"):
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DecimalParameter(low=0, default=5, space="buy")
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with pytest.raises(OperationalException, match=r"DecimalParameter space invalid\."):
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DecimalParameter([0, 10], high=7, default=5, space="buy")
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fltpar = DecimalParameter(low=0.0, high=0.5, default=0.14, decimals=1, space="buy")
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assert fltpar.value == 0.1
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assert isinstance(fltpar.get_space(""), SKDecimal)
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assert isinstance(fltpar.range, list)
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assert len(list(fltpar.range)) == 1
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# Range contains ONLY the default / value.
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assert list(fltpar.range) == [fltpar.value]
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fltpar.in_space = True
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assert len(list(fltpar.range)) == 6
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assert list(fltpar.range) == [0.0, 0.1, 0.2, 0.3, 0.4, 0.5]
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HyperoptStateContainer.set_state(HyperoptState.OPTIMIZE)
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assert len(list(fltpar.range)) == 1
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def test_hyperopt_categorical_parameter():
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HyperoptStateContainer.set_state(HyperoptState.INDICATORS)
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from optuna.distributions import CategoricalDistribution
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with pytest.raises(OperationalException, match=r"CategoricalParameter space must.*"):
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CategoricalParameter(["aa"], default="aa", space="buy")
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with pytest.raises(TypeError):
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BaseParameter(opt_range=[0, 1], default=1, space="buy")
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catpar = CategoricalParameter(
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["buy_rsi", "buy_macd", "buy_none"], default="buy_macd", space="buy"
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)
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assert catpar.value == "buy_macd"
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assert isinstance(catpar.get_space(""), CategoricalDistribution)
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assert isinstance(catpar.range, list)
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assert len(list(catpar.range)) == 1
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# Range contains ONLY the default / value.
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assert list(catpar.range) == [catpar.value]
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catpar.in_space = True
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assert len(list(catpar.range)) == 3
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assert list(catpar.range) == ["buy_rsi", "buy_macd", "buy_none"]
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boolpar = BooleanParameter(default=True, space="buy")
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assert boolpar.value is True
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assert isinstance(boolpar.get_space(""), CategoricalDistribution)
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assert isinstance(boolpar.range, list)
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assert len(list(boolpar.range)) == 1
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boolpar.in_space = True
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assert len(list(boolpar.range)) == 2
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assert list(boolpar.range) == [True, False]
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HyperoptStateContainer.set_state(HyperoptState.OPTIMIZE)
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assert len(list(catpar.range)) == 1
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assert len(list(boolpar.range)) == 1
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