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Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.

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This commit is contained in:
Rokas Kupstys
2021-03-23 10:02:32 +02:00
parent 8da7d5c009
commit 0a205f52b0
4 changed files with 183 additions and 2 deletions
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8
freqtrade/optimize/hyperopt.py
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@@ -26,6 +26,7 @@ from freqtrade.data.history import get_timerange
from freqtrade.misc import file_dump_json, plural
from freqtrade.optimize.backtesting import Backtesting
# Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
from freqtrade.optimize.hyperopt_auto import HyperOptAuto
from freqtrade.optimize.hyperopt_interface import IHyperOpt # noqa: F401
from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss # noqa: F401
from freqtrade.optimize.hyperopt_tools import HyperoptTools
@@ -67,8 +68,11 @@ class Hyperopt:
self.backtesting = Backtesting(self.config)
self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
self.custom_hyperopt.__class__.strategy = self.backtesting.strategy
if self.config['hyperopt'] == 'HyperOptAuto':
self.custom_hyperopt = HyperOptAuto(self.config)
else:
self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
self.custom_hyperopt.strategy = self.backtesting.strategy
self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function