Rollback defaulting to DefaultHyperOptLoss

2019-10-11 23:33:22 +03:00 · 2019-10-11 23:33:22 +03:00 · 08e6d8a780
commit 08e6d8a780
parent c4105436eb
6 changed files with 11 additions and 42 deletions
--- a/.travis.yml
+++ b/.travis.yml
@ -32,7 +32,7 @@ jobs:
      name: backtest
    - script:
      - cp config.json.example config.json
-      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --customhyperopt DefaultHyperOpts --hyperopt-loss DefaultHyperOptLoss
+      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --customhyperopt DefaultHyperOpts
      name: hyperopt
    - script: flake8
      name: flake8
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@ -322,7 +322,8 @@ optional arguments:
                        generate completely different results, since the
                        target for optimization is different. Built-in
                        Hyperopt-loss-functions are: DefaultHyperOptLoss,
-                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss.
+                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss (default:
+                        `DefaultHyperOptLoss`).


 Common arguments:
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@ -231,8 +231,10 @@ AVAILABLE_CLI_OPTIONS = {
        help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
        'Different functions can generate completely different results, '
        'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
-        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.',
+        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss '
+        '(default: `%(default)s`).',
        metavar='NAME',
+        default=constants.DEFAULT_HYPEROPT_LOSS,
    ),
    # List exchanges
    "print_one_column": Arg(
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@ -9,6 +9,7 @@ PROCESS_THROTTLE_SECS = 5  # sec
 DEFAULT_TICKER_INTERVAL = 5  # min
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
+DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite://'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@ -8,6 +8,7 @@ from pathlib import Path
 from typing import Optional, Dict

 from freqtrade import OperationalException
+from freqtrade.constants import DEFAULT_HYPEROPT_LOSS
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
@ -87,12 +88,9 @@ class HyperOptLossResolver(IResolver):
        """
        config = config or {}

-        if not config.get('hyperopt_loss'):
-            raise OperationalException("No Hyperopt Loss Function set. Please use "
-                                       "`--hyperopt-loss` to specify "
-                                       "the Hyperopt Loss Function class to use.")
-
-        hyperoptloss_name = config['hyperopt_loss']
+        # Verify the hyperopt_loss is in the configuration, otherwise fallback to the
+        # default hyperopt loss
+        hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS

        self.hyperoptloss = self._load_hyperoptloss(
            hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@ -28,7 +28,6 @@ def hyperopt(default_conf, mocker):
    default_conf.update({
        'spaces': ['all'],
        'hyperopt': 'DefaultHyperOpts',
-        'hyperopt_loss': 'DefaultHyperOptLoss',
    })
    patch_exchange(mocker)
    return Hyperopt(default_conf)
@ -75,7 +74,6 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
        'hyperopt',
        '--config', 'config.json',
        '--customhyperopt', 'DefaultHyperOpts',
-        '--hyperopt-loss', 'DefaultHyperOptLoss',
    ]

    config = setup_configuration(get_args(args), RunMode.HYPEROPT)
@ -108,7 +106,6 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
        'hyperopt',
        '--config', 'config.json',
        '--customhyperopt', 'DefaultHyperOpts',
-        '--hyperopt-loss', 'DefaultHyperOptLoss',
        '--datadir', '/foo/bar',
        '--ticker-interval', '1m',
        '--timerange', ':100',
@ -164,7 +161,6 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
        MagicMock(return_value=hyperopts(default_conf))
    )
    default_conf.update({'hyperopt': 'DefaultHyperOpts'})
-    default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
    x = HyperOptResolver(default_conf).hyperopt
    assert not hasattr(x, 'populate_buy_trend')
    assert not hasattr(x, 'populate_sell_trend')
@ -197,7 +193,6 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
        'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
        MagicMock(return_value=hl)
    )
-    default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
    x = HyperOptLossResolver(default_conf).hyperoptloss
    assert hasattr(x, "hyperopt_loss_function")

@ -209,16 +204,6 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
        HyperOptLossResolver(default_conf).hyperopt


-def test_hyperoptlossresolver_noname(default_conf):
-    default_conf.update({'hyperopt': 'DefaultHyperOpts'})
-    default_conf['hyperopt_loss'] = ''
-    with pytest.raises(OperationalException,
-                       match="No Hyperopt Loss Function set. Please use "
-                             "`--hyperopt-loss` to specify "
-                             "the Hyperopt Loss Function class to use."):
-        HyperOptLossResolver(default_conf)
-
-
 def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
    start_mock = MagicMock()
    patched_configuration_load_config_file(mocker, default_conf)
@ -230,7 +215,6 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
        'hyperopt',
        '--config', 'config.json',
        '--customhyperopt', 'DefaultHyperOpts',
-        '--hyperopt-loss', 'DefaultHyperOptLoss',
        '--epochs', '5'
    ]
    args = get_args(args)
@ -249,7 +233,6 @@ def test_start(mocker, default_conf, caplog) -> None:
        'hyperopt',
        '--config', 'config.json',
        '--customhyperopt', 'DefaultHyperOpts',
-        '--hyperopt-loss', 'DefaultHyperOptLoss',
        '--epochs', '5'
    ]
    args = get_args(args)
@ -273,7 +256,6 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
        'hyperopt',
        '--config', 'config.json',
        '--customhyperopt', 'DefaultHyperOpts',
-        '--hyperopt-loss', 'DefaultHyperOptLoss',
        '--epochs', '5'
    ]
    args = get_args(args)
@ -292,7 +274,6 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
        'hyperopt',
        '--config', 'config.json',
        '--customhyperopt', 'DefaultHyperOpts',
-        '--hyperopt-loss', 'DefaultHyperOptLoss',
        '--epochs', '5'
    ]
    args = get_args(args)
@ -301,7 +282,6 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:


 def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
-    default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
    hl = HyperOptLossResolver(default_conf).hyperoptloss
    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
    over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
@ -314,7 +294,6 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
    resultsb = hyperopt_results.copy()
    resultsb.loc[1, 'trade_duration'] = 20

-    default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
    hl = HyperOptLossResolver(default_conf).hyperoptloss
    longer = hl.hyperopt_loss_function(hyperopt_results, 100)
    shorter = hl.hyperopt_loss_function(resultsb, 100)
@ -327,7 +306,6 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
    results_under = hyperopt_results.copy()
    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2

-    default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
    hl = HyperOptLossResolver(default_conf).hyperoptloss
    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
    over = hl.hyperopt_loss_function(results_over, 600)
@ -448,7 +426,6 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:

    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'all',
@ -554,7 +531,6 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
 def test_generate_optimizer(mocker, default_conf) -> None:
    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'timerange': None,
                         'spaces': 'all',
                         'hyperopt_min_trades': 1,
@ -622,7 +598,6 @@ def test_clean_hyperopt(mocker, default_conf, caplog):
    patch_exchange(mocker)
    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'all',
@ -640,7 +615,6 @@ def test_continue_hyperopt(mocker, default_conf, caplog):
    patch_exchange(mocker)
    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'all',
@ -671,7 +645,6 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:

    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'all',
@ -710,7 +683,6 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->

    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'roi stoploss',
@ -750,7 +722,6 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)

    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'roi stoploss',
@ -793,7 +764,6 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -

    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'all',
@ -828,7 +798,6 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:

    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'buy',
@ -875,7 +844,6 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None

    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'sell',
@ -924,7 +892,6 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho

    default_conf.update({'config': 'config.json.example',
                         'hyperopt': 'DefaultHyperOpts',
-                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': space,