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cleanup in hyperopt

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hroff-1902 2019-08-01 23:57:26 +03:00
parent 4c005e7086
commit 065ebd39ef
1 changed files with 15 additions and 10 deletions
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25
freqtrade/optimize/hyperopt.py
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@ -78,6 +78,12 @@ class Hyperopt(Backtesting):
self.max_open_trades = 0 self.max_open_trades = 0
self.position_stacking = self.config.get('position_stacking', False), self.position_stacking = self.config.get('position_stacking', False),
if self.has_space('sell'):
# Make sure experimental is enabled
if 'experimental' not in self.config:
self.config['experimental'] = {}
self.config['experimental']['use_sell_signal'] = True
def clean_hyperopt(self): def clean_hyperopt(self):
""" """
Remove hyperopt pickle files to restart hyperopt. Remove hyperopt pickle files to restart hyperopt.
@ -124,13 +130,14 @@ class Hyperopt(Backtesting):
""" """
results = sorted(self.trials, key=itemgetter('loss')) results = sorted(self.trials, key=itemgetter('loss'))
best_result = results[0] best_result = results[0]
params = best_result['params']
log_str = self.format_results_logstring(best_result) log_str = self.format_results_logstring(best_result)
print(f"\nBest result:\n{log_str}\nwith values:") print(f"\nBest result:\n{log_str}\nwith values:")
pprint(best_result['params'], indent=4) pprint(params, indent=4)
if 'roi_t1' in best_result['params']: if self.has_space('roi'):
print("ROI table:") print("ROI table:")
pprint(self.custom_hyperopt.generate_roi_table(best_result['params']), indent=4) pprint(self.custom_hyperopt.generate_roi_table(params), indent=4)
def log_results(self, results) -> None: def log_results(self, results) -> None:
""" """
@ -162,9 +169,7 @@ class Hyperopt(Backtesting):
""" """
Tell if a space value is contained in the configuration Tell if a space value is contained in the configuration
""" """
if space in self.config['spaces'] or 'all' in self.config['spaces']: return any(s in self.config['spaces'] for s in [space, 'all'])
return True
return False
def hyperopt_space(self) -> List[Dimension]: def hyperopt_space(self) -> List[Dimension]:
""" """
@ -172,16 +177,16 @@ class Hyperopt(Backtesting):
""" """
spaces: List[Dimension] = [] spaces: List[Dimension] = []
if self.has_space('buy'): if self.has_space('buy'):
logger.debug("Hyperopt has 'buy' space")
spaces += self.custom_hyperopt.indicator_space() spaces += self.custom_hyperopt.indicator_space()
if self.has_space('sell'): if self.has_space('sell'):
logger.debug("Hyperopt has 'sell' space")
spaces += self.custom_hyperopt.sell_indicator_space() spaces += self.custom_hyperopt.sell_indicator_space()
# Make sure experimental is enabled
if 'experimental' not in self.config:
self.config['experimental'] = {}
self.config['experimental']['use_sell_signal'] = True
if self.has_space('roi'): if self.has_space('roi'):
logger.debug("Hyperopt has 'roi' space")
spaces += self.custom_hyperopt.roi_space() spaces += self.custom_hyperopt.roi_space()
if self.has_space('stoploss'): if self.has_space('stoploss'):
logger.debug("Hyperopt has 'stoploss' space")
spaces += self.custom_hyperopt.stoploss_space() spaces += self.custom_hyperopt.stoploss_space()
return spaces return spaces