Rollback defaulting to DefaultHyperOptLoss

.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

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:

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(

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'

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'):
+        # Verify the hyperopt_loss is in the configuration, otherwise fallback to the
-            raise OperationalException("No Hyperopt Loss Function set. Please use "
+        # default hyperopt loss
-                                       "`--hyperopt-loss` to specify "
+        hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
-                                       "the Hyperopt Loss Function class to use.")
-
-        hyperoptloss_name = config['hyperopt_loss']
 
         self.hyperoptloss = self._load_hyperoptloss(
             hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))

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,