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Output protection space

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This commit is contained in:
Matthias 2021-08-03 07:14:31 +02:00
parent 544e0da6c2
commit 091bf7c4d2
3 changed files with 10 additions and 7 deletions
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8
freqtrade/optimize/hyperopt_tools.py
View File

@ -82,8 +82,8 @@ class HyperoptTools():
""" """
Tell if the space value is contained in the configuration Tell if the space value is contained in the configuration
""" """
# The 'trailing' space is not included in the 'default' set of spaces # 'trailing' and 'protection spaces are not included in the 'default' set of spaces
if space == 'trailing': if space in ('trailing', 'protection'):
return any(s in config['spaces'] for s in [space, 'all']) return any(s in config['spaces'] for s in [space, 'all'])
else: else:
return any(s in config['spaces'] for s in [space, 'all', 'default']) return any(s in config['spaces'] for s in [space, 'all', 'default'])
@ -149,7 +149,7 @@ class HyperoptTools():
if print_json: if print_json:
result_dict: Dict = {} result_dict: Dict = {}
for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']: for s in ['buy', 'sell', 'protection', 'roi', 'stoploss', 'trailing']:
HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s) HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s)
print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE)) print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
@ -158,6 +158,8 @@ class HyperoptTools():
non_optimized) non_optimized)
HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:", HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:",
non_optimized) non_optimized)
HyperoptTools._params_pretty_print(params, 'protection',
"Protection hyperspace params:", non_optimized)
HyperoptTools._params_pretty_print(params, 'roi', "ROI table:", non_optimized) HyperoptTools._params_pretty_print(params, 'roi', "ROI table:", non_optimized)
HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:", non_optimized) HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:", non_optimized)
HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:", non_optimized) HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:", non_optimized)

6
freqtrade/plugins/protections/iprotection.py
View File

@ -27,17 +27,17 @@ class IProtection(LoggingMixin, ABC):
self._protection_config = protection_config self._protection_config = protection_config
tf_in_min = timeframe_to_minutes(config['timeframe']) tf_in_min = timeframe_to_minutes(config['timeframe'])
if 'stop_duration_candles' in protection_config: if 'stop_duration_candles' in protection_config:
self._stop_duration_candles = protection_config.get('stop_duration_candles', 1) self._stop_duration_candles = int(protection_config.get('stop_duration_candles', 1))
self._stop_duration = (tf_in_min * self._stop_duration_candles) self._stop_duration = (tf_in_min * self._stop_duration_candles)
else: else:
self._stop_duration_candles = None self._stop_duration_candles = None
self._stop_duration = protection_config.get('stop_duration', 60) self._stop_duration = protection_config.get('stop_duration', 60)
if 'lookback_period_candles' in protection_config: if 'lookback_period_candles' in protection_config:
self._lookback_period_candles = protection_config.get('lookback_period_candles', 1) self._lookback_period_candles = int(protection_config.get('lookback_period_candles', 1))
self._lookback_period = tf_in_min * self._lookback_period_candles self._lookback_period = tf_in_min * self._lookback_period_candles
else: else:
self._lookback_period_candles = None self._lookback_period_candles = None
self._lookback_period = protection_config.get('lookback_period', 60) self._lookback_period = int(protection_config.get('lookback_period', 60))
LoggingMixin.__init__(self, logger) LoggingMixin.__init__(self, logger)

3
tests/optimize/test_hyperopt.py
View File

@ -577,6 +577,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
"20.0": 0.02, "20.0": 0.02,
"50.0": 0.01, "50.0": 0.01,
"110.0": 0}, "110.0": 0},
'protection': {},
'sell': {'sell-adx-enabled': False, 'sell': {'sell-adx-enabled': False,
'sell-adx-value': 0, 'sell-adx-value': 0,
'sell-fastd-enabled': True, 'sell-fastd-enabled': True,
@ -592,7 +593,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
'trailing_stop_positive': 0.02, 'trailing_stop_positive': 0.02,
'trailing_stop_positive_offset': 0.07}}, 'trailing_stop_positive_offset': 0.07}},
'params_dict': optimizer_param, 'params_dict': optimizer_param,
'params_not_optimized': {'buy': {}, 'sell': {}}, 'params_not_optimized': {'buy': {}, 'protection': {}, 'sell': {}},
'results_metrics': ANY, 'results_metrics': ANY,
'total_profit': 3.1e-08 'total_profit': 3.1e-08
} }