test_hyperopt.py

from lazyft.command import create_commands
from lazyft.command_parameters import HyperoptParameters
from lazyft.hyperopt.runner import HyperoptRunner
from lazyft.models import HyperoptPerformance, HyperoptReport

STRATEGY = ["TestStrategy3"]
STRATEGY_WITH_ID = ["TestStrategy3-test"]
config_name = "config_test.json"
epochs = 5
days = 2
min_trades = 1


def get_commands(strategy, timerange=None, spaces="roi"):
    hp = get_parameters(spaces, strategy, timerange)
    commands = create_commands(
        hp,
        verbose=True,
    )
    return commands


def get_parameters(spaces, strategy, timerange):
    hp = HyperoptParameters(
        strategies=strategy,
        config_path=config_name,
        epochs=epochs,
        spaces=spaces or "buy sell",
        min_trades=min_trades,
        days=days,
        timerange=timerange,
        download_data=True,
    )
    return hp


def test_hyperopt():
    commands = get_commands(STRATEGY)
    runner = HyperoptRunner(commands[0], notify=False)
    runner.execute()
    report = runner.report
    print(report)
    assert isinstance(report, HyperoptReport)
    assert report.strategy == STRATEGY[0]
    assert isinstance(report.performance, HyperoptPerformance)

    print(runner.save())


def test_hyperopt_with_id():
    commands = get_commands(STRATEGY_WITH_ID)
    runner = HyperoptRunner(commands[0], notify=False)
    runner.execute()
    assert bool(runner.report)


def test_build_command_with_days():
    commands = get_commands(STRATEGY)
    assert any(commands)
    print(commands[0].command_string)


# def test_celery():
#     hp = get_parameters('roi stoploss', ['TestStrategy'], '20210801-')
#     task_id = CeleryRunner.celery_execute(hp)
#     time.sleep(3)
#     runner = CeleryRunner.load(task_id)
#     assert runner.report_id == task_id
#     print(runner.output)


# def test_param_save():
#     params = {'mock': 'data'}
#     ...


# def test_multiple_hyperopt_runners():
#     commands = create_commands(
#         strategies=STRATEGIES,
#         config=pathlib.Path(lazyft.constants.CONFIG_DIR, 'config_binance.json'),
#         epochs=2,
#         spaces='bs',
#         days=10,
#     )
#     manager = HyperoptManager(commands)
#     manager.create_runners()
#     assert any(manager.runners)
#     manager.execute()
#     manager.generate_reports()
#     assert isinstance(manager.reports, list)
#     report = manager.reports[0]
#     assert isinstance(report, HyperoptReport)
#     best_run = manager.get_best_run()
#     assert isinstance(best_run, HyperoptReport)