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add search space for ROI table

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This commit is contained in:
Janne Sinivirta 2018-01-24 17:58:44 +02:00
parent 0b24fb50c0
commit 5007165908
2 changed files with 23 additions and 3 deletions
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20
freqtrade/optimize/hyperopt.py
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@ -225,11 +225,22 @@ def calculate_loss(total_profit: float, trade_count: int, trade_duration: float)
return trade_loss + profit_loss + duration_loss 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 Define your Hyperopt space for searching strategy parameters
""" """
space = { return {
'macd_below_zero': hp.choice('macd_below_zero', [ 'macd_below_zero': hp.choice('macd_below_zero', [
{'enabled': False}, {'enabled': False},
{'enabled': True} {'enabled': True}
@ -284,7 +295,10 @@ def hyperopt_space() -> List[Dict]:
]), ]),
'stoploss': hp.uniform('stoploss', -0.5, -0.02), '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: def buy_strategy_generator(params) -> None:

6
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -125,6 +125,12 @@ def test_fmin_best_results(mocker, caplog):
"uptrend_short_ema": 0, "uptrend_short_ema": 0,
"uptrend_sma": 0, "uptrend_sma": 0,
"stoploss": -0.1, "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)) mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))