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[SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed.

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This commit is contained in:
Rokas Kupstys 2021-03-26 14:25:49 +02:00
parent bbe6ece38d
commit 40f5c7853e
2 changed files with 25 additions and 10 deletions
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3
freqtrade/optimize/hyperopt_auto.py
View File

@ -51,7 +51,8 @@ class HyperOptAuto(IHyperOpt):
def _generate_indicator_space(self, category):
for attr_name, attr in self.strategy.enumerate_parameters(category):
yield attr.get_space(attr_name)
if attr.enabled:
yield attr.get_space(attr_name)
def _get_indicator_space(self, category, fallback_method_name):
indicator_space = list(self._generate_indicator_space(category))

32
freqtrade/strategy/hyper.py
View File

@ -2,6 +2,7 @@
IHyperStrategy interface, hyperoptable Parameter class.
This module defines a base class for auto-hyperoptable strategies.
"""
import logging
from contextlib import suppress
from typing import Iterator, Tuple, Any, Optional, Sequence, Union
@ -11,6 +12,9 @@ with suppress(ImportError):
from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__)
class BaseParameter(object):
"""
Defines a parameter that can be optimized by hyperopt.
@ -21,7 +25,7 @@ class BaseParameter(object):
opt_range: Sequence[Any]
def __init__(self, *, opt_range: Sequence[Any], default: Any, space: Optional[str] = None,
**kwargs):
enabled: bool = True, **kwargs):
"""
Initialize hyperopt-optimizable parameter.
:param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
@ -36,6 +40,7 @@ class BaseParameter(object):
self._space_params = kwargs
self.value = default
self.opt_range = opt_range
self.enabled = enabled
def __repr__(self):
return f'{self.__class__.__name__}({self.value})'
@ -50,7 +55,7 @@ class IntParameter(BaseParameter):
opt_range: Sequence[int]
def __init__(self, low: Union[int, Sequence[int]], high: Optional[int] = None, *, default: int,
space: Optional[str] = None, **kwargs):
space: Optional[str] = None, enabled: bool = True, **kwargs):
"""
Initialize hyperopt-optimizable parameter.
:param low: lower end of optimization space or [low, high].
@ -67,7 +72,8 @@ class IntParameter(BaseParameter):
opt_range = low
else:
opt_range = [low, high]
super().__init__(opt_range=opt_range, default=default, space=space, **kwargs)
super().__init__(opt_range=opt_range, default=default, space=space, enabled=enabled,
**kwargs)
def get_space(self, name: str) -> 'Integer':
"""
@ -83,7 +89,7 @@ class FloatParameter(BaseParameter):
opt_range: Sequence[float]
def __init__(self, low: Union[float, Sequence[float]], high: Optional[int] = None, *,
default: float, space: Optional[str] = None, **kwargs):
default: float, space: Optional[str] = None, enabled: bool = True, **kwargs):
"""
Initialize hyperopt-optimizable parameter.
:param low: lower end of optimization space or [low, high].
@ -100,7 +106,8 @@ class FloatParameter(BaseParameter):
opt_range = low
else:
opt_range = [low, high]
super().__init__(opt_range=opt_range, default=default, space=space, **kwargs)
super().__init__(opt_range=opt_range, default=default, space=space, enabled=enabled,
**kwargs)
def get_space(self, name: str) -> 'Real':
"""
@ -116,7 +123,7 @@ class CategoricalParameter(BaseParameter):
opt_range: Sequence[Any]
def __init__(self, categories: Sequence[Any], *, default: Optional[Any] = None,
space: Optional[str] = None, **kwargs):
space: Optional[str] = None, enabled: bool = True, **kwargs):
"""
Initialize hyperopt-optimizable parameter.
:param categories: Optimization space, [a, b, ...].
@ -130,7 +137,8 @@ class CategoricalParameter(BaseParameter):
if len(categories) < 2:
raise OperationalException(
'IntParameter space must be [a, b, ...] (at least two parameters)')
super().__init__(opt_range=categories, default=default, space=space, **kwargs)
super().__init__(opt_range=categories, default=default, space=space, enabled=enabled,
**kwargs)
def get_space(self, name: str) -> 'Categorical':
"""
@ -167,7 +175,8 @@ class HyperStrategyMixin(object):
if issubclass(attr.__class__, BaseParameter):
if category is None or category == attr.category or \
attr_name.startswith(category + '_'):
yield attr_name, attr
if attr.enabled:
yield attr_name, attr
def _load_params(self, params: dict) -> None:
"""
@ -178,4 +187,9 @@ class HyperStrategyMixin(object):
return
for attr_name, attr in self.enumerate_parameters():
if attr_name in params:
attr.value = params[attr_name]
if attr.enabled:
attr.value = params[attr_name]
logger.info(f'attr_name = {attr.value}')
else:
logger.warning(f'Parameter "{attr_name}" exists, but is disabled. '
f'Default value "{attr.value}" used.')