Only calculate additional indicators if the space is selected
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@ -7,6 +7,8 @@ from abc import ABC, abstractmethod
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from contextlib import suppress
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from typing import Any, Dict, Iterator, Optional, Sequence, Tuple, Union
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from freqtrade.optimize.hyperopt_tools import HyperoptTools
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with suppress(ImportError):
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from skopt.space import Integer, Real, Categorical
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@ -26,7 +28,7 @@ class BaseParameter(ABC):
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category: Optional[str]
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default: Any
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value: Any
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hyperopt: bool = False
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in_space: bool = False
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def __init__(self, *, default: Any, space: Optional[str] = None,
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optimize: bool = True, load: bool = True, **kwargs):
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@ -131,7 +133,7 @@ class IntParameter(NumericParameter):
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Returns a List with 1 item (`value`) in "non-hyperopt" mode, to avoid
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calculating 100ds of indicators.
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"""
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if self.hyperopt:
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if self.in_space and self.optimize:
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# Scikit-optimize ranges are "inclusive", while python's "range" is exclusive
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return range(self.low, self.high + 1)
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else:
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@ -247,6 +249,7 @@ class HyperStrategyMixin(object):
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"""
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Initialize hyperoptable strategy mixin.
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"""
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self.config = config
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self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
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def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
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@ -285,7 +288,7 @@ class HyperStrategyMixin(object):
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logger.info(f"No params for {space} found, using default values.")
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for attr_name, attr in self.enumerate_parameters(space):
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attr.hyperopt = hyperopt
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attr.in_space = hyperopt and HyperoptTools.has_space(self.config, space)
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if params and attr_name in params:
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if attr.load:
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attr.value = params[attr_name]
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@ -1108,7 +1108,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
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assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
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assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
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assert hyperopt.backtesting.strategy.buy_rsi.hyperopt is True
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assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
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assert hyperopt.backtesting.strategy.buy_rsi.value == 35
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buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
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assert isinstance(buy_rsi_range, range)
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@ -636,7 +636,7 @@ def test_hyperopt_parameters():
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assert len(list(intpar.range)) == 1
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# Range contains ONLY the default / value.
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assert list(intpar.range) == [intpar.value]
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intpar.hyperopt = True
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intpar.in_space = True
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assert len(list(intpar.range)) == 6
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assert list(intpar.range) == [0, 1, 2, 3, 4, 5]
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