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Delay parameter init 

closes #6894
This commit is contained in:
Matthias 2022-05-29 15:58:40 +02:00
parent a875a7dc40
commit 1ee08d22d2
2 changed files with 24 additions and 12 deletions
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3
freqtrade/optimize/backtesting.py
View File

@ -187,6 +187,9 @@ class Backtesting:
# since a "perfect" stoploss-exit is assumed anyway
# And the regular "stoploss" function would not apply to that case
self.strategy.order_types['stoploss_on_exchange'] = False
if self.dataprovider.runmode == RunMode.BACKTEST:
# in hyperopt mode - don't re-init params
self.strategy.ft_load_hyper_params(False)
self.strategy.ft_bot_start()
def _load_protections(self, strategy: IStrategy):

33
freqtrade/strategy/hyper.py
View File

@ -31,7 +31,12 @@ class HyperStrategyMixin:
self.ft_sell_params: List[BaseParameter] = []
self.ft_protection_params: List[BaseParameter] = []
self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
params = self.load_params_from_file()
params = params.get('params', {})
self._ft_params_from_file = params
if config.get('runmode') != RunMode.BACKTEST:
self.ft_load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
"""
@ -80,21 +85,25 @@ class HyperStrategyMixin:
return params
def _load_hyper_params(self, hyperopt: bool = False) -> None:
def ft_load_hyper_params(self, hyperopt: bool = False) -> None:
"""
Load Hyperoptable parameters
Prevalence:
* Parameters from parameter file
* Parameters defined in parameters objects (buy_params, sell_params, ...)
* Parameter defaults
"""
params = self.load_params_from_file()
params = params.get('params', {})
self._ft_params_from_file = params
buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', {}))
sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', {}))
protection_params = deep_merge_dicts(params.get('protection', {}),
buy_params = deep_merge_dicts(self._ft_params_from_file.get('buy', {}),
getattr(self, 'buy_params', {}))
sell_params = deep_merge_dicts(self._ft_params_from_file.get('sell', {}),
getattr(self, 'sell_params', {}))
protection_params = deep_merge_dicts(self._ft_params_from_file.get('protection', {}),
getattr(self, 'protection_params', {}))
self._load_params(buy_params, 'buy', hyperopt)
self._load_params(sell_params, 'sell', hyperopt)
self._load_params(protection_params, 'protection', hyperopt)
self._ft_load_params(buy_params, 'buy', hyperopt)
self._ft_load_params(sell_params, 'sell', hyperopt)
self._ft_load_params(protection_params, 'protection', hyperopt)
def load_params_from_file(self) -> Dict:
filename_str = getattr(self, '__file__', '')
@ -117,7 +126,7 @@ class HyperStrategyMixin:
return {}
def _load_params(self, params: Dict, space: str, hyperopt: bool = False) -> None:
def _ft_load_params(self, params: Dict, space: str, hyperopt: bool = False) -> None:
"""
Set optimizable parameter values.
:param params: Dictionary with new parameter values.