small corrections and typo fixes to hyperopt documentation

This commit is contained in:
Janne Sinivirta 2018-02-10 10:59:18 +02:00
parent f14d6249e0
commit 55a1f604d6
1 changed files with 16 additions and 14 deletions

View File

@ -51,12 +51,12 @@ def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
return dataframe
```
Your hyperopt file must contains `guards` to find the right value for
Your hyperopt file must contain `guards` to find the right value for
`(dataframe['adx'] > 65)` & and `(dataframe['plus_di'] > 0.5)`. That
means you will need to enable/disable triggers.
In our case the `SPACE` and `populate_buy_trend` in your strategy file
will be look like:
will look like:
```python
space = {
'rsi': hp.choice('rsi', [
@ -105,7 +105,7 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
### 2. Update the hyperopt config file
Hyperopt is using a dedicated config file. At this moment hyperopt
Hyperopt is using a dedicated config file. Currently hyperopt
cannot use your config file. It is also made on purpose to allow you
testing your strategy with different configurations.
@ -127,19 +127,21 @@ If it's a guard, you will add a line like this:
{'enabled': True, 'value': hp.quniform('rsi-value', 20, 40, 1)}
]),
```
This says, "*one of guards is RSI, it can have two values, enabled or
This says, "*one of the guards is RSI, it can have two values, enabled or
disabled. If it is enabled, try different values for it between 20 and 40*".
So, the part of the strategy builder using the above setting looks like
this:
```
if params['rsi']['enabled']:
conditions.append(dataframe['rsi'] < params['rsi']['value'])
```
It checks if Hyperopt wants the RSI guard to be enabled for this
round `params['rsi']['enabled']` and if it is, then it will add a
condition that says RSI must be < than the value hyperopt picked
for this evaluation, that is given in the `params['rsi']['value']`.
condition that says RSI must be smaller than the value hyperopt picked
for this evaluation, which is given in the `params['rsi']['value']`.
That's it. Now you can add new parts of strategies to Hyperopt and it
will try all the combinations with all different values in the search
@ -148,8 +150,7 @@ for best working algo.
### Add a new Indicators
If you want to test an indicator that isn't used by the bot currently,
you need to add it to your strategy file (example: [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py))
inside the `populate_indicators()` method.
you need to add it to the `populate_indicators()` method in `hyperopt.py`.
## Execute Hyperopt
Once you have updated your hyperopt configuration you can run it.
@ -158,17 +159,19 @@ it will take time you will have the result (more than 30 mins).
We strongly recommend to use `screen` to prevent any connection loss.
```bash
python3 ./freqtrade/main.py -c config.json hyperopt
python3 ./freqtrade/main.py -c config.json hyperopt -e 5000
```
The `-e` flag will set how many evaluations hyperopt will do. We recommend
running at least several thousand evaluations.
### Execute hyperopt with different ticker-data source
If you would like to learn parameters using an alternate ticke-data that
If you would like to hyperopt parameters using an alternate ticker data that
you have on-disk, use the `--datadir PATH` option. Default hyperopt will
use data from directory `user_data/data`.
### Running hyperopt with smaller testset
Use the --timeperiod argument to change how much of the testset
Use the `--timeperiod` argument to change how much of the testset
you want to use. The last N ticks/timeframes will be used.
Example:
@ -267,7 +270,6 @@ customizable value.
- You should **ignore** the guard "mfi" (`"mfi"` is `"enabled": false`)
- and so on...
You have to look inside your strategy file into `buy_strategy_generator()`
method, what those values match to.
@ -277,7 +279,7 @@ at `adx`-block, that translates to the following code block:
(dataframe['adx'] > 15.0)
```
So translating your whole hyperopt result to as the new buy-signal
Translating your whole hyperopt result to as the new buy-signal
would be the following:
```
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: