[SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed.
This commit is contained in:
parent
bbe6ece38d
commit
40f5c7853e
@ -51,6 +51,7 @@ class HyperOptAuto(IHyperOpt):
|
|||||||
|
|
||||||
def _generate_indicator_space(self, category):
|
def _generate_indicator_space(self, category):
|
||||||
for attr_name, attr in self.strategy.enumerate_parameters(category):
|
for attr_name, attr in self.strategy.enumerate_parameters(category):
|
||||||
|
if attr.enabled:
|
||||||
yield attr.get_space(attr_name)
|
yield attr.get_space(attr_name)
|
||||||
|
|
||||||
def _get_indicator_space(self, category, fallback_method_name):
|
def _get_indicator_space(self, category, fallback_method_name):
|
||||||
|
@ -2,6 +2,7 @@
|
|||||||
IHyperStrategy interface, hyperoptable Parameter class.
|
IHyperStrategy interface, hyperoptable Parameter class.
|
||||||
This module defines a base class for auto-hyperoptable strategies.
|
This module defines a base class for auto-hyperoptable strategies.
|
||||||
"""
|
"""
|
||||||
|
import logging
|
||||||
from contextlib import suppress
|
from contextlib import suppress
|
||||||
from typing import Iterator, Tuple, Any, Optional, Sequence, Union
|
from typing import Iterator, Tuple, Any, Optional, Sequence, Union
|
||||||
|
|
||||||
@ -11,6 +12,9 @@ with suppress(ImportError):
|
|||||||
from freqtrade.exceptions import OperationalException
|
from freqtrade.exceptions import OperationalException
|
||||||
|
|
||||||
|
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
class BaseParameter(object):
|
class BaseParameter(object):
|
||||||
"""
|
"""
|
||||||
Defines a parameter that can be optimized by hyperopt.
|
Defines a parameter that can be optimized by hyperopt.
|
||||||
@ -21,7 +25,7 @@ class BaseParameter(object):
|
|||||||
opt_range: Sequence[Any]
|
opt_range: Sequence[Any]
|
||||||
|
|
||||||
def __init__(self, *, opt_range: Sequence[Any], default: Any, space: Optional[str] = None,
|
def __init__(self, *, opt_range: Sequence[Any], default: Any, space: Optional[str] = None,
|
||||||
**kwargs):
|
enabled: bool = True, **kwargs):
|
||||||
"""
|
"""
|
||||||
Initialize hyperopt-optimizable parameter.
|
Initialize hyperopt-optimizable parameter.
|
||||||
:param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
|
: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._space_params = kwargs
|
||||||
self.value = default
|
self.value = default
|
||||||
self.opt_range = opt_range
|
self.opt_range = opt_range
|
||||||
|
self.enabled = enabled
|
||||||
|
|
||||||
def __repr__(self):
|
def __repr__(self):
|
||||||
return f'{self.__class__.__name__}({self.value})'
|
return f'{self.__class__.__name__}({self.value})'
|
||||||
@ -50,7 +55,7 @@ class IntParameter(BaseParameter):
|
|||||||
opt_range: Sequence[int]
|
opt_range: Sequence[int]
|
||||||
|
|
||||||
def __init__(self, low: Union[int, Sequence[int]], high: Optional[int] = None, *, default: 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.
|
Initialize hyperopt-optimizable parameter.
|
||||||
:param low: lower end of optimization space or [low, high].
|
:param low: lower end of optimization space or [low, high].
|
||||||
@ -67,7 +72,8 @@ class IntParameter(BaseParameter):
|
|||||||
opt_range = low
|
opt_range = low
|
||||||
else:
|
else:
|
||||||
opt_range = [low, high]
|
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':
|
def get_space(self, name: str) -> 'Integer':
|
||||||
"""
|
"""
|
||||||
@ -83,7 +89,7 @@ class FloatParameter(BaseParameter):
|
|||||||
opt_range: Sequence[float]
|
opt_range: Sequence[float]
|
||||||
|
|
||||||
def __init__(self, low: Union[float, Sequence[float]], high: Optional[int] = None, *,
|
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.
|
Initialize hyperopt-optimizable parameter.
|
||||||
:param low: lower end of optimization space or [low, high].
|
:param low: lower end of optimization space or [low, high].
|
||||||
@ -100,7 +106,8 @@ class FloatParameter(BaseParameter):
|
|||||||
opt_range = low
|
opt_range = low
|
||||||
else:
|
else:
|
||||||
opt_range = [low, high]
|
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':
|
def get_space(self, name: str) -> 'Real':
|
||||||
"""
|
"""
|
||||||
@ -116,7 +123,7 @@ class CategoricalParameter(BaseParameter):
|
|||||||
opt_range: Sequence[Any]
|
opt_range: Sequence[Any]
|
||||||
|
|
||||||
def __init__(self, categories: Sequence[Any], *, default: Optional[Any] = None,
|
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.
|
Initialize hyperopt-optimizable parameter.
|
||||||
:param categories: Optimization space, [a, b, ...].
|
:param categories: Optimization space, [a, b, ...].
|
||||||
@ -130,7 +137,8 @@ class CategoricalParameter(BaseParameter):
|
|||||||
if len(categories) < 2:
|
if len(categories) < 2:
|
||||||
raise OperationalException(
|
raise OperationalException(
|
||||||
'IntParameter space must be [a, b, ...] (at least two parameters)')
|
'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':
|
def get_space(self, name: str) -> 'Categorical':
|
||||||
"""
|
"""
|
||||||
@ -167,6 +175,7 @@ class HyperStrategyMixin(object):
|
|||||||
if issubclass(attr.__class__, BaseParameter):
|
if issubclass(attr.__class__, BaseParameter):
|
||||||
if category is None or category == attr.category or \
|
if category is None or category == attr.category or \
|
||||||
attr_name.startswith(category + '_'):
|
attr_name.startswith(category + '_'):
|
||||||
|
if attr.enabled:
|
||||||
yield attr_name, attr
|
yield attr_name, attr
|
||||||
|
|
||||||
def _load_params(self, params: dict) -> None:
|
def _load_params(self, params: dict) -> None:
|
||||||
@ -178,4 +187,9 @@ class HyperStrategyMixin(object):
|
|||||||
return
|
return
|
||||||
for attr_name, attr in self.enumerate_parameters():
|
for attr_name, attr in self.enumerate_parameters():
|
||||||
if attr_name in params:
|
if attr_name in params:
|
||||||
|
if attr.enabled:
|
||||||
attr.value = params[attr_name]
|
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.')
|
||||||
|
Loading…
Reference in New Issue
Block a user