From 50071659084285c42fe9ec323d6af3e51b921389 Mon Sep 17 00:00:00 2001
From: Janne Sinivirta <janne.sinivirta@gmail.com>
Date: Wed, 24 Jan 2018 17:58:44 +0200
Subject: [PATCH] add search space for ROI table

---
 freqtrade/optimize/hyperopt.py            | 20 +++++++++++++++++---
 freqtrade/tests/optimize/test_hyperopt.py |  6 ++++++
 2 files changed, 23 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 62dcdf68f..16bb30fd4 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -225,11 +225,22 @@ def calculate_loss(total_profit: float, trade_count: int, trade_duration: float)
     return trade_loss + profit_loss + duration_loss
 
 
-def hyperopt_space() -> List[Dict]:
+def roi_space() -> List[Dict]:
+    return {
+        'roi_t1': hp.quniform('roi_t1', 10, 220, 10),
+        'roi_t2': hp.quniform('roi_t2', 10, 120, 10),
+        'roi_t3': hp.quniform('roi_t3', 10, 120, 10),
+        'roi_p1': hp.quniform('roi_p1', 1, 5, 1),
+        'roi_p2': hp.quniform('roi_p2', 1, 5, 1),
+        'roi_p3': hp.quniform('roi_p3', 1, 10, 1),
+    }
+
+
+def indicator_space() -> List[Dict]:
     """
     Define your Hyperopt space for searching strategy parameters
     """
-    space = {
+    return {
         'macd_below_zero': hp.choice('macd_below_zero', [
             {'enabled': False},
             {'enabled': True}
@@ -284,7 +295,10 @@ def hyperopt_space() -> List[Dict]:
         ]),
         'stoploss': hp.uniform('stoploss', -0.5, -0.02),
     }
-    return space
+
+
+def hyperopt_space() -> List[Dict]:
+    return {**indicator_space(), **roi_space()}
 
 
 def buy_strategy_generator(params) -> None:
diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py
index 6e21cde76..9e5517df6 100644
--- a/freqtrade/tests/optimize/test_hyperopt.py
+++ b/freqtrade/tests/optimize/test_hyperopt.py
@@ -125,6 +125,12 @@ def test_fmin_best_results(mocker, caplog):
         "uptrend_short_ema": 0,
         "uptrend_sma": 0,
         "stoploss": -0.1,
+        "roi_t1": 1,
+        "roi_t2": 2,
+        "roi_t3": 3,
+        "roi_p1": 1,
+        "roi_p2": 2,
+        "roi_p3": 3,
     }
 
     mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))