Fix hyperopt when using MongoDB

This commit is contained in:
Gerald Lonlas 2017-12-20 23:31:26 -08:00
parent 33293d5cdd
commit 41e22657e4
5 changed files with 71 additions and 22 deletions

11
.gitignore vendored
View File

@ -1,5 +1,10 @@
# Freqtrade rules # Freqtrade rules
freqtrade/tests/testdata/*.json freqtrade/tests/testdata/*.json
hyperopt_conf.py
config.json
*.sqlite
.hyperopt
logfile.txt
# Byte-compiled / optimized / DLL files # Byte-compiled / optimized / DLL files
__pycache__/ __pycache__/
@ -76,12 +81,6 @@ target/
# pyenv # pyenv
.python-version .python-version
config.json
preprocessor.py
*.sqlite
.hyperopt
logfile.txt
.env .env
.venv .venv
.idea .idea

View File

@ -5,6 +5,7 @@ import json
import os import os
from typing import Optional, List, Dict from typing import Optional, List, Dict
from freqtrade.exchange import get_ticker_history from freqtrade.exchange import get_ticker_history
from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
from pandas import DataFrame from pandas import DataFrame
@ -13,7 +14,7 @@ from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
def load_data(pairs: List[str], ticker_interval: int = 5, def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False) -> Dict[str, List]: refresh_pairs: Optional[bool] = False) -> Dict[str, List]:
""" """
Loads ticker history data for the given parameters Loads ticker history data for the given parameters
@ -24,12 +25,14 @@ def load_data(pairs: List[str], ticker_interval: int = 5,
path = testdata_path() path = testdata_path()
result = {} result = {}
_pairs = pairs or hyperopt_optimize_conf()['exchange']['pair_whitelist']
# If the user force the refresh of pairs # If the user force the refresh of pairs
if refresh_pairs: if refresh_pairs:
logger.info('Download data for all pairs and store them in freqtrade/tests/testsdata') logger.info('Download data for all pairs and store them in freqtrade/tests/testsdata')
download_pairs(pairs) download_pairs(_pairs)
for pair in pairs: for pair in _pairs:
file = '{abspath}/{pair}-{ticker_interval}.json'.format( file = '{abspath}/{pair}-{ticker_interval}.json'.format(
abspath=path, abspath=path,
pair=pair, pair=pair,

View File

@ -16,6 +16,7 @@ from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex from freqtrade.exchange import Bittrex
from freqtrade.misc import load_config from freqtrade.misc import load_config
from freqtrade.optimize.backtesting import backtest from freqtrade.optimize.backtesting import backtest
from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
from freqtrade.vendor.qtpylib.indicators import crossed_above from freqtrade.vendor.qtpylib.indicators import crossed_above
# Remove noisy log messages # Remove noisy log messages
@ -35,19 +36,8 @@ AVG_PROFIT_TO_BEAT = 0.2
AVG_DURATION_TO_BEAT = 50 AVG_DURATION_TO_BEAT = 50
# Configuration and data used by hyperopt # Configuration and data used by hyperopt
PROCESSED = [] PROCESSED = optimize.preprocess(optimize.load_data())
OPTIMIZE_CONFIG = { OPTIMIZE_CONFIG = hyperopt_optimize_conf()
'max_open_trades': 3,
'stake_currency': 'BTC',
'stake_amount': 0.01,
'minimal_roi': {
'40': 0.0,
'30': 0.01,
'20': 0.02,
'0': 0.04,
},
'stoploss': -0.10,
}
# Monkey patch config # Monkey patch config
from freqtrade import main # noqa from freqtrade import main # noqa

View File

@ -0,0 +1,41 @@
"""
File that contains the configuration for Hyperopt
"""
def hyperopt_optimize_conf() -> dict:
"""
This function is used to define which parameters Hyperopt must used.
The "pair_whitelist" is only used is your are using Hyperopt with MongoDB,
without MongoDB, Hyperopt will use the pair your have set in your config file.
:return:
"""
return {
'max_open_trades': 3,
'stake_currency': 'BTC',
'stake_amount': 0.01,
"minimal_roi": {
'40': 0.0,
'30': 0.01,
'20': 0.02,
'0': 0.04,
},
'stoploss': -0.10,
"bid_strategy": {
"ask_last_balance": 0.0
},
"exchange": {
"pair_whitelist": [
"BTC_ETH",
"BTC_LTC",
"BTC_ETC",
"BTC_DASH",
"BTC_ZEC",
"BTC_XLM",
"BTC_NXT",
"BTC_POWR",
"BTC_ADA",
"BTC_XMR"
]
}
}

View File

@ -0,0 +1,16 @@
# pragma pylint: disable=missing-docstring,W0212
from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
def test_hyperopt_optimize_conf():
hyperopt_conf = hyperopt_optimize_conf()
assert "max_open_trades" in hyperopt_conf
assert "stake_currency" in hyperopt_conf
assert "stake_amount" in hyperopt_conf
assert "minimal_roi" in hyperopt_conf
assert "stoploss" in hyperopt_conf
assert "bid_strategy" in hyperopt_conf
assert "exchange" in hyperopt_conf
assert "pair_whitelist" in hyperopt_conf['exchange']