Update documentation to mention parameter strategy files

This commit is contained in:
Matthias 2021-06-30 07:05:20 +02:00
parent 645da51b5f
commit 0809225a0a
3 changed files with 25 additions and 7 deletions

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@ -51,7 +51,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]] [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
[--print-all] [--no-color] [--print-json] [-j JOBS] [--print-all] [--no-color] [--print-json] [-j JOBS]
[--random-state INT] [--min-trades INT] [--random-state INT] [--min-trades INT]
[--hyperopt-loss NAME] [--hyperopt-loss NAME] [--disable-param-export]
optional arguments: optional arguments:
-h, --help show this help message and exit -h, --help show this help message and exit
@ -118,6 +118,8 @@ optional arguments:
ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss, ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
SharpeHyperOptLoss, SharpeHyperOptLossDaily, SharpeHyperOptLoss, SharpeHyperOptLossDaily,
SortinoHyperOptLoss, SortinoHyperOptLossDaily SortinoHyperOptLoss, SortinoHyperOptLossDaily
--disable-param-export
Disable automatic hyperopt parameter export.
Common arguments: Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages). -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
@ -509,7 +511,13 @@ You should understand this result like:
* You should not use ADX because `'buy_adx_enabled': False`. * You should not use ADX because `'buy_adx_enabled': False`.
* You should **consider** using the RSI indicator (`'buy_rsi_enabled': True`) and the best value is `29.0` (`'buy_rsi': 29.0`) * You should **consider** using the RSI indicator (`'buy_rsi_enabled': True`) and the best value is `29.0` (`'buy_rsi': 29.0`)
Your strategy class can immediately take advantage of these results. Simply copy hyperopt results block and paste them at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed. ### Automatic parameter application to the strategy
When using Hyperoptable parameters, the result of your hyperopt-run will be written to a json file next to your strategy (so for `MyAwesomeStrategy.py`, the file would be `MyAwesomeStrategy.json`).
This file is also updated when using the `hyperopt-show` sub-command, unless `--disable-param-export` is provided to either of the 2 commands.
Your strategy class can also contain these results explicitly. Simply copy hyperopt results block and paste them at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed.
Transferring your whole hyperopt result to your strategy would then look like: Transferring your whole hyperopt result to your strategy would then look like:
@ -525,6 +533,9 @@ class MyAwesomeStrategy(IStrategy):
} }
``` ```
!!! Note:
Parameter-files will overwrite parameters within the strategy.
### Understand Hyperopt ROI results ### Understand Hyperopt ROI results
If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table: If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:

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@ -702,7 +702,8 @@ You can show the details of any hyperoptimization epoch previously evaluated by
usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH] usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--best] [-d PATH] [--userdir PATH] [--best]
[--profitable] [-n INT] [--print-json] [--profitable] [-n INT] [--print-json]
[--hyperopt-filename PATH] [--no-header] [--hyperopt-filename FILENAME] [--no-header]
[--disable-param-export]
optional arguments: optional arguments:
-h, --help show this help message and exit -h, --help show this help message and exit
@ -714,6 +715,8 @@ optional arguments:
Hyperopt result filename.Example: `--hyperopt- Hyperopt result filename.Example: `--hyperopt-
filename=hyperopt_results_2020-09-27_16-20-48.pickle` filename=hyperopt_results_2020-09-27_16-20-48.pickle`
--no-header Do not print epoch details header. --no-header Do not print epoch details header.
--disable-param-export
Disable automatic hyperopt parameter export.
Common arguments: Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages). -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).

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@ -77,8 +77,11 @@ class Hyperopt:
if not self.config.get('hyperopt'): if not self.config.get('hyperopt'):
self.custom_hyperopt = HyperOptAuto(self.config) self.custom_hyperopt = HyperOptAuto(self.config)
self.auto_hyperopt = True
else: else:
self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config) self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
self.auto_hyperopt = False
self.backtesting._set_strategy(self.backtesting.strategylist[0]) self.backtesting._set_strategy(self.backtesting.strategylist[0])
self.custom_hyperopt.strategy = self.backtesting.strategy self.custom_hyperopt.strategy = self.backtesting.strategy
@ -484,6 +487,7 @@ class Hyperopt:
f"saved to '{self.results_file}'.") f"saved to '{self.results_file}'.")
if self.current_best_epoch: if self.current_best_epoch:
if self.auto_hyperopt:
HyperoptTools.try_export_params( HyperoptTools.try_export_params(
self.config, self.config,
self.backtesting.strategy.get_strategy_name(), self.backtesting.strategy.get_strategy_name(),