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make backtesting an attribute of Hyperopt

This commit is contained in:
hroff-1902 2019-08-24 00:10:35 +03:00
parent 447bcf98e1
commit 067208bc9d
1 changed files with 16 additions and 14 deletions
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30
freqtrade/optimize/hyperopt.py
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@ -37,7 +37,7 @@ INITIAL_POINTS = 30
MAX_LOSS = 100000 # just a big enough number to be bad result in loss optimization
class Hyperopt(Backtesting):
class Hyperopt:
"""
Hyperopt class, this class contains all the logic to run a hyperopt simulation
@ -46,7 +46,9 @@ class Hyperopt(Backtesting):
hyperopt.start()
"""
def __init__(self, config: Dict[str, Any]) -> None:
super().__init__(config)
self.config = config
self.backtesting = Backtesting(self.config)
self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
@ -70,10 +72,10 @@ class Hyperopt(Backtesting):
# Populate functions here (hasattr is slow so should not be run during "regular" operations)
if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
self.advise_buy = self.custom_hyperopt.populate_buy_trend # type: ignore
self.backtesting.advise_buy = self.custom_hyperopt.populate_buy_trend # type: ignore
if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
self.advise_sell = self.custom_hyperopt.populate_sell_trend # type: ignore
self.backtesting.advise_sell = self.custom_hyperopt.populate_sell_trend # type: ignore
# Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
if self.config.get('use_max_market_positions', True):
@ -249,22 +251,22 @@ class Hyperopt(Backtesting):
"""
params = self.get_args(_params)
if self.has_space('roi'):
self.strategy.minimal_roi = self.custom_hyperopt.generate_roi_table(params)
self.backtesting.strategy.minimal_roi = self.custom_hyperopt.generate_roi_table(params)
if self.has_space('buy'):
self.advise_buy = self.custom_hyperopt.buy_strategy_generator(params)
self.backtesting.advise_buy = self.custom_hyperopt.buy_strategy_generator(params)
if self.has_space('sell'):
self.advise_sell = self.custom_hyperopt.sell_strategy_generator(params)
self.backtesting.advise_sell = self.custom_hyperopt.sell_strategy_generator(params)
if self.has_space('stoploss'):
self.strategy.stoploss = params['stoploss']
self.backtesting.strategy.stoploss = params['stoploss']
processed = load(self.tickerdata_pickle)
min_date, max_date = get_timeframe(processed)
results = self.backtest(
results = self.backtesting.backtest(
{
'stake_amount': self.config['stake_amount'],
'processed': processed,
@ -345,9 +347,9 @@ class Hyperopt(Backtesting):
data = load_data(
datadir=Path(self.config['datadir']) if self.config.get('datadir') else None,
pairs=self.config['exchange']['pair_whitelist'],
ticker_interval=self.ticker_interval,
ticker_interval=self.backtesting.ticker_interval,
refresh_pairs=self.config.get('refresh_pairs', False),
exchange=self.exchange,
exchange=self.backtesting.exchange,
timerange=timerange
)
@ -364,15 +366,15 @@ class Hyperopt(Backtesting):
(max_date - min_date).days
)
self.strategy.advise_indicators = \
self.backtesting.strategy.advise_indicators = \
self.custom_hyperopt.populate_indicators # type: ignore
preprocessed = self.strategy.tickerdata_to_dataframe(data)
preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data)
dump(preprocessed, self.tickerdata_pickle)
# We don't need exchange instance anymore while running hyperopt
self.exchange = None # type: ignore
self.backtesting.exchange = None # type: ignore
self.load_previous_results()