Fix pickling-error

freqtrade/optimize/hyperopt.py

@@ -14,7 +14,7 @@ from operator import itemgetter
 from typing import Any, Dict, List
 
 from pandas import DataFrame
-from sklearn.externals.joblib import Parallel, delayed, dump, load
+from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects
 from skopt import Optimizer
 from skopt.space import Dimension
 
@@ -219,7 +219,7 @@ class Hyperopt(Backtesting):
         )
 
     def run_optimizer_parallel(self, parallel, asked) -> List:
-        return parallel(delayed(self.generate_optimizer)(v) for v in asked)
+        return parallel(delayed(wrap_non_picklable_objects(self.generate_optimizer))(v) for v in asked)
 
     def load_previous_results(self):
         """ read trials file if we have one """

requirements.txt

@@ -8,6 +8,7 @@ urllib3==1.24.1
 wrapt==1.10.11
 pandas==0.23.4
 scikit-learn==0.20.0
+joblib==0.13.0
 scipy==1.1.0
 jsonschema==2.6.0
 numpy==1.15.4

setup.py

@@ -30,6 +30,7 @@ setup(name='freqtrade',
           'wrapt',
           'pandas',
           'scikit-learn',
+          'joblib'
           'scipy',
           'jsonschema',
           'TA-Lib',