Merge pull request #5644 from slyons/develop

Add ability to ignore unparameterized spaces

freqtrade/commands/arguments.py

@@ -31,7 +31,8 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "epochs", "spaces", "print_all",
                                         "print_colorized", "print_json", "hyperopt_jobs",
                                         "hyperopt_random_state", "hyperopt_min_trades",
-                                        "hyperopt_loss", "disableparamexport"]
+                                        "hyperopt_loss", "disableparamexport",
+                                        "hyperopt_ignore_missing_space"]
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 

freqtrade/commands/cli_options.py

@@ -558,4 +558,10 @@ AVAILABLE_CLI_OPTIONS = {
         help='Do not print epoch details header.',
         action='store_true',
     ),
+    "hyperopt_ignore_missing_space": Arg(
+        "--ignore-missing-spaces", "--ignore-unparameterized-spaces",
+        help=("Suppress errors for any requested Hyperopt spaces "
+              "that do not contain any parameters."),
+        action="store_true",
+    ),
 }

freqtrade/configuration/configuration.py

@@ -369,6 +369,9 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_show_no_header',
                              logstring='Parameter --no-header detected: {}')
 
+        self._args_to_config(config, argname="hyperopt_ignore_missing_space",
+                             logstring="Paramter --ignore-missing-space detected: {}")
+
     def _process_plot_options(self, config: Dict[str, Any]) -> None:
 
         self._args_to_config(config, argname='pairs',

freqtrade/optimize/hyperopt.py

@@ -258,6 +258,7 @@ class Hyperopt:
         if HyperoptTools.has_space(self.config, 'trailing'):
             logger.debug("Hyperopt has 'trailing' space")
             self.trailing_space = self.custom_hyperopt.trailing_space()
+
         self.dimensions = (self.buy_space + self.sell_space + self.protection_space
                            + self.roi_space + self.stoploss_space + self.trailing_space)
 

freqtrade/optimize/hyperopt_auto.py

@@ -3,6 +3,7 @@ HyperOptAuto class.
 This module implements a convenience auto-hyperopt class, which can be used together with strategies
  that implement IHyperStrategy interface.
 """
+import logging
 from contextlib import suppress
 from typing import Callable, Dict, List
 
@@ -15,12 +16,19 @@ with suppress(ImportError):
 from freqtrade.optimize.hyperopt_interface import EstimatorType, IHyperOpt
 
 
-def _format_exception_message(space: str) -> str:
-    raise OperationalException(
-        f"The '{space}' space is included into the hyperoptimization "
-        f"but no parameter for this space was not found in your Strategy. "
-        f"Please make sure to have parameters for this space enabled for optimization "
-        f"or remove the '{space}' space from hyperoptimization.")
+logger = logging.getLogger(__name__)
+
+
+def _format_exception_message(space: str, ignore_missing_space: bool) -> None:
+    msg = (f"The '{space}' space is included into the hyperoptimization "
+           f"but no parameter for this space was not found in your Strategy. "
+           )
+    if ignore_missing_space:
+        logger.warning(msg + "This space will be ignored.")
+    else:
+        raise OperationalException(
+            msg + f"Please make sure to have parameters for this space enabled for optimization "
+            f"or remove the '{space}' space from hyperoptimization.")
 
 
 class HyperOptAuto(IHyperOpt):
@@ -48,13 +56,16 @@ class HyperOptAuto(IHyperOpt):
             if attr.optimize:
                 yield attr.get_space(attr_name)
 
-    def _get_indicator_space(self, category):
+    def _get_indicator_space(self, category) -> List:
         # TODO: is this necessary, or can we call "generate_space" directly?
         indicator_space = list(self._generate_indicator_space(category))
         if len(indicator_space) > 0:
             return indicator_space
         else:
-            _format_exception_message(category)
+            _format_exception_message(
+                category,
+                self.config.get("hyperopt_ignore_missing_space", False))
+            return []
 
     def buy_indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('buy')