prototype of custom hyperopt tool finished
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@ -13,7 +13,6 @@ from freqtrade.commands.data_commands import (start_convert_data, start_download
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from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
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start_new_hyperopt, start_new_strategy)
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from freqtrade.commands.automation_commands import start_build_hyperopt
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from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
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from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts,
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start_list_markets, start_list_strategies,
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@ -212,7 +212,7 @@ class Arguments:
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# add build-hyperopt subcommand
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build_custom_hyperopt_cmd = subparsers.add_parser('build-hyperopt',
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help="Build a custom hyperopt")
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help="Build a custom hyperopt")
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build_custom_hyperopt_cmd.set_defaults(func=start_build_hyperopt)
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self._build_args(optionlist=ARGS_BUILD_CUSTOM_HYPEROPT, parser=build_custom_hyperopt_cmd)
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@ -1,3 +1,4 @@
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import ast
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import logging
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from pathlib import Path
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from typing import Any, Dict
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@ -6,40 +7,141 @@ from freqtrade.constants import USERPATH_HYPEROPTS
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from freqtrade.exceptions import OperationalException
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from freqtrade.state import RunMode
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from freqtrade.configuration import setup_utils_configuration
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from freqtrade.misc import render_template, render_template_with_fallback
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from freqtrade.misc import render_template
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logger = logging.getLogger(__name__)
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'''
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TODO
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-make the code below more dynamic with a large list of indicators and aims
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-buy_space integer values variation based on aim(later deep learning)
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-add --mode , see notes
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-when making the strategy reading tool, make sure that the populate indicators gets copied to here
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'''
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def deploy_custom_hyperopt(hyperopt_name: str, hyperopt_path: Path, buy_indicators: str, sell_indicators: str) -> None:
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POSSIBLE_GUARDS = ["rsi", "mfi", "fastd"]
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POSSIBLE_TRIGGERS = ["bb_lowerband", "bb_upperband"]
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POSSIBLE_VALUES = {"above": ">", "below": "<"}
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def build_hyperopt_buyelements(buy_indicators: Dict[str, str]):
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"""
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Build the arguments with the placefillers for the buygenerator
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"""
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buy_guards = ""
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buy_triggers = ""
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buy_space = ""
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for indicator in buy_indicators:
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# Error handling
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if not indicator in POSSIBLE_GUARDS and not indicator in POSSIBLE_TRIGGERS:
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raise OperationalException(
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f"`{indicator}` is not part of the available indicators. The current options are {POSSIBLE_GUARDS + POSSIBLE_TRIGGERS}.")
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elif not buy_indicators[indicator] in POSSIBLE_VALUES:
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raise OperationalException(
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f"`{buy_indicators[indicator]}` is not part of the available indicator options. The current options are {POSSIBLE_VALUES}.")
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# If the indicator is a guard
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elif indicator in POSSIBLE_GUARDS:
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# get the symbol corrosponding to the value
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aim = POSSIBLE_VALUES[buy_indicators[indicator]]
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# add the guard to its argument
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buy_guards += f"if '{indicator}-enabled' in params and params['{indicator}-enabled']: conditions.append(dataframe['{indicator}'] {aim} params['{indicator}-value'])"
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# add the space to its argument
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buy_space += f"Integer(10, 90, name='{indicator}-value'), Categorical([True, False], name='{indicator}-enabled'),"
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# If the indicator is a trigger
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elif indicator in POSSIBLE_TRIGGERS:
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# get the symbol corrosponding to the value
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aim = POSSIBLE_VALUES[buy_indicators[indicator]]
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# add the trigger to its argument
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buy_triggers += f"if params['trigger'] == '{indicator}': conditions.append(dataframe['{indicator}'] {aim} dataframe['close'])"
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# Final line of indicator space makes all triggers
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buy_space += "Categorical(["
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# adding all triggers to the list
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for indicator in buy_indicators:
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if indicator in POSSIBLE_TRIGGERS:
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buy_space += f"'{indicator}', "
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# Deleting the last ", "
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buy_space = buy_space[:-2]
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buy_space += "], name='trigger')"
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return {"buy_guards": buy_guards, "buy_triggers": buy_triggers, "buy_space": buy_space}
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def build_hyperopt_sellelements(sell_indicators: Dict[str, str]):
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"""
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Build the arguments with the placefillers for the sellgenerator
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"""
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sell_guards = ""
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sell_triggers = ""
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sell_space = ""
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for indicator in sell_indicators:
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# Error handling
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if not indicator in POSSIBLE_GUARDS and not indicator in POSSIBLE_TRIGGERS:
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raise OperationalException(
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f"`{indicator}` is not part of the available indicators. The current options are {POSSIBLE_GUARDS + POSSIBLE_TRIGGERS}.")
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elif not sell_indicators[indicator] in POSSIBLE_VALUES:
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raise OperationalException(
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f"`{sell_indicators[indicator]}` is not part of the available indicator options. The current options are {POSSIBLE_VALUES}.")
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# If indicator is a guard
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elif indicator in POSSIBLE_GUARDS:
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# get the symbol corrosponding to the value
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aim = POSSIBLE_VALUES[sell_indicators[indicator]]
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# add the guard to its argument
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sell_guards += f"if '{indicator}-enabled' in params and params['sell-{indicator}-enabled']: conditions.append(dataframe['{indicator}'] {aim} params['sell-{indicator}-value'])"
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# add the space to its argument
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sell_space += f"Integer(10, 90, name='sell-{indicator}-value'), Categorical([True, False], name='sell-{indicator}-enabled'),"
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# If the indicator is a trigger
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elif indicator in POSSIBLE_TRIGGERS:
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# get the symbol corrosponding to the value
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aim = POSSIBLE_VALUES[sell_indicators[indicator]]
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# add the trigger to its argument
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sell_triggers += f"if params['sell-trigger'] == 'sell-{indicator}': conditions.append(dataframe['{indicator}'] {aim} dataframe['close'])"
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# Final line of indicator space makes all triggers
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sell_space += "Categorical(["
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# Adding all triggers to the list
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for indicator in sell_indicators:
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if indicator in POSSIBLE_TRIGGERS:
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sell_space += f"'sell-{indicator}', "
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# Deleting the last ", "
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sell_space = sell_space[:-2]
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sell_space += "], name='trigger')"
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return {"sell_guards": sell_guards, "sell_triggers": sell_triggers, "sell_space": sell_space}
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def deploy_custom_hyperopt(hyperopt_name: str, hyperopt_path: Path, buy_indicators: Dict[str, str], sell_indicators: Dict[str, str]) -> None:
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"""
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Deploys a custom hyperopt template to hyperopt_path
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TODO make the code below more dynamic with a large list of indicators instead of a few templates
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"""
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fallback = 'full'
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buy_guards = render_template_with_fallback(
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templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",
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templatefallbackfile=f"subtemplates/hyperopt_buy_guards_{fallback}.j2",
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)
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sell_guards = render_template_with_fallback(
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templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",
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templatefallbackfile=f"subtemplates/hyperopt_sell_guards_{fallback}.j2",
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)
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buy_space = render_template_with_fallback(
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templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",
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templatefallbackfile=f"subtemplates/hyperopt_buy_space_{fallback}.j2",
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)
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sell_space = render_template_with_fallback(
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templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",
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templatefallbackfile=f"subtemplates/hyperopt_sell_space_{fallback}.j2",
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)
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# Build the arguments for the buy and sell generators
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buy_args = build_hyperopt_buyelements(buy_indicators)
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sell_args = build_hyperopt_sellelements(sell_indicators)
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# Build the final template
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strategy_text = render_template(templatefile='base_hyperopt.py.j2',
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arguments={"hyperopt": hyperopt_name,
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"buy_guards": buy_guards,
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"sell_guards": sell_guards,
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"buy_space": buy_space,
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"sell_space": sell_space,
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"buy_guards": buy_args["buy_guards"],
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"buy_triggers": buy_args["buy_triggers"],
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"buy_space": buy_args["buy_space"],
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"sell_guards": sell_args["sell_guards"],
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"sell_triggers": sell_args["sell_triggers"],
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"sell_space": sell_args["sell_space"],
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})
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logger.info(f"Writing custom hyperopt to `{hyperopt_path}`.")
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@ -67,5 +169,9 @@ def start_build_hyperopt(args: Dict[str, Any]) -> None:
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if new_path.exists():
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raise OperationalException(f"`{new_path}` already exists. "
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"Please choose another Hyperopt Name.")
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buy_indicators = ast.literal_eval(args['buy_indicators'])
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sell_indicators = ast.literal_eval(args['sell_indicators'])
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deploy_custom_hyperopt(args['hyperopt'], new_path,
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args['buy_indicators'], args['sell_indicators'])
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buy_indicators, sell_indicators)
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@ -275,6 +275,19 @@ AVAILABLE_CLI_OPTIONS = {
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'Example: `--hyperopt-filename=hyperopt_results_2020-09-27_16-20-48.pickle`',
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metavar='FILENAME',
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),
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# Automation
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"buy_indicators": Arg(
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'-b', '--buy-indicators',
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help='Specify the buy indicators the hyperopt should build. '
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'Example: --buy-indicators `{"rsi":"above","bb_lowerband":"below"}`',
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metavar='DICT',
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),
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"sell_indicators": Arg(
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'-s', '--sell-indicators',
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help='Specify the sell indicators the hyperopt should build. '
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'Example: --sell-indicators `{"rsi":"above","bb_lowerband":"below"}`',
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metavar='DICT',
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),
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# List exchanges
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"print_one_column": Arg(
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'-1', '--one-column',
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@ -439,15 +452,6 @@ AVAILABLE_CLI_OPTIONS = {
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help='Specify the list of trade ids.',
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nargs='+',
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),
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# automation
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"buy_indicators": Arg(
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'-b', '--buy-indicators',
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help='Specify the buy indicators the hyperopt should build.'
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),
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"sell_indicators": Arg(
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'-s', '--sell-indicators',
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help='Specify the buy indicators the hyperopt should build.'
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),
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# hyperopt-list, hyperopt-show
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"hyperopt_list_profitable": Arg(
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'--profitable',
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@ -55,16 +55,7 @@ class {{ hyperopt }}(IHyperOpt):
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# TRIGGERS
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if 'trigger' in params:
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if params['trigger'] == 'bb_lower':
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conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
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if params['trigger'] == 'macd_cross_signal':
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conditions.append(qtpylib.crossed_above(
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dataframe['macd'], dataframe['macdsignal']
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))
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if params['trigger'] == 'sar_reversal':
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conditions.append(qtpylib.crossed_above(
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dataframe['close'], dataframe['sar']
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))
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{{ buy_triggers | indent(16) }}
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# Check that the candle had volume
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conditions.append(dataframe['volume'] > 0)
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@ -103,16 +94,7 @@ class {{ hyperopt }}(IHyperOpt):
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# TRIGGERS
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if 'sell-trigger' in params:
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if params['sell-trigger'] == 'sell-bb_upper':
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conditions.append(dataframe['close'] > dataframe['bb_upperband'])
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if params['sell-trigger'] == 'sell-macd_cross_signal':
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conditions.append(qtpylib.crossed_above(
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dataframe['macdsignal'], dataframe['macd']
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))
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if params['sell-trigger'] == 'sell-sar_reversal':
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conditions.append(qtpylib.crossed_above(
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dataframe['sar'], dataframe['close']
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))
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{{ sell_triggers | indent(16) }}
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# Check that the candle had volume
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conditions.append(dataframe['volume'] > 0)
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