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Split "enabled" to "load" and "optimize" parameters.

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This commit is contained in:
Rokas Kupstys 2021-03-31 12:31:28 +03:00
parent 6954a1e029
commit 5e5b11d4d6
2 changed files with 27 additions and 17 deletions
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8
freqtrade/optimize/hyperopt_auto.py
View File

@ -25,7 +25,8 @@ class HyperOptAuto(IHyperOpt):
def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
def populate_buy_trend(dataframe: DataFrame, metadata: dict):
for attr_name, attr in self.strategy.enumerate_parameters('buy'):
attr.value = params[attr_name]
if attr.optimize:
attr.value = params[attr_name]
return self.strategy.populate_buy_trend(dataframe, metadata)
return populate_buy_trend
@ -33,7 +34,8 @@ class HyperOptAuto(IHyperOpt):
def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
def populate_buy_trend(dataframe: DataFrame, metadata: dict):
for attr_name, attr in self.strategy.enumerate_parameters('sell'):
attr.value = params[attr_name]
if attr.optimize:
attr.value = params[attr_name]
return self.strategy.populate_sell_trend(dataframe, metadata)
return populate_buy_trend
@ -53,7 +55,7 @@ class HyperOptAuto(IHyperOpt):
def _generate_indicator_space(self, category):
for attr_name, attr in self.strategy.enumerate_parameters(category):
if attr.enabled:
if attr.optimize:
yield attr.get_space(attr_name)
def _get_indicator_space(self, category, fallback_method_name):

36
freqtrade/strategy/hyper.py
View File

@ -27,12 +27,14 @@ class BaseParameter(ABC):
opt_range: Sequence[Any]
def __init__(self, *, opt_range: Sequence[Any], default: Any, space: Optional[str] = None,
enabled: bool = True, **kwargs):
optimize: bool = True, load: bool = True, **kwargs):
"""
Initialize hyperopt-optimizable parameter.
:param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
parameter field
name is prefixed with 'buy_' or 'sell_'.
:param optimize: Include parameter in hyperopt optimizations.
:param load: Load parameter value from {space}_params.
:param kwargs: Extra parameters to skopt.space.(Integer|Real|Categorical).
"""
if 'name' in kwargs:
@ -42,7 +44,8 @@ class BaseParameter(ABC):
self._space_params = kwargs
self.value = default
self.opt_range = opt_range
self.enabled = enabled
self.optimize = optimize
self.load = load
def __repr__(self):
return f'{self.__class__.__name__}({self.value})'
@ -60,7 +63,7 @@ class IntParameter(BaseParameter):
opt_range: Sequence[int]
def __init__(self, low: Union[int, Sequence[int]], high: Optional[int] = None, *, default: int,
space: Optional[str] = None, enabled: bool = True, **kwargs):
space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
"""
Initialize hyperopt-optimizable parameter.
:param low: Lower end (inclusive) of optimization space or [low, high].
@ -69,6 +72,8 @@ class IntParameter(BaseParameter):
:param default: A default value.
:param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
parameter fieldname is prefixed with 'buy_' or 'sell_'.
:param optimize: Include parameter in hyperopt optimizations.
:param load: Load parameter value from {space}_params.
:param kwargs: Extra parameters to skopt.space.Integer.
"""
if high is not None and isinstance(low, Sequence):
@ -79,8 +84,8 @@ class IntParameter(BaseParameter):
opt_range = low
else:
opt_range = [low, high]
super().__init__(opt_range=opt_range, default=default, space=space, enabled=enabled,
**kwargs)
super().__init__(opt_range=opt_range, default=default, space=space, optimize=optimize,
load=load, **kwargs)
def get_space(self, name: str) -> 'Integer':
"""
@ -96,7 +101,7 @@ class FloatParameter(BaseParameter):
opt_range: Sequence[float]
def __init__(self, low: Union[float, Sequence[float]], high: Optional[float] = None, *,
default: float, space: Optional[str] = None, enabled: bool = True, **kwargs):
default: float, space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
"""
Initialize hyperopt-optimizable parameter.
:param low: Lower end (inclusive) of optimization space or [low, high].
@ -105,6 +110,8 @@ class FloatParameter(BaseParameter):
:param default: A default value.
:param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
parameter fieldname is prefixed with 'buy_' or 'sell_'.
:param optimize: Include parameter in hyperopt optimizations.
:param load: Load parameter value from {space}_params.
:param kwargs: Extra parameters to skopt.space.Real.
"""
if high is not None and isinstance(low, Sequence):
@ -115,8 +122,8 @@ class FloatParameter(BaseParameter):
opt_range = low
else:
opt_range = [low, high]
super().__init__(opt_range=opt_range, default=default, space=space, enabled=enabled,
**kwargs)
super().__init__(opt_range=opt_range, default=default, space=space, optimize=optimize,
load=load, **kwargs)
def get_space(self, name: str) -> 'Real':
"""
@ -132,7 +139,7 @@ class CategoricalParameter(BaseParameter):
opt_range: Sequence[Any]
def __init__(self, categories: Sequence[Any], *, default: Optional[Any] = None,
space: Optional[str] = None, enabled: bool = True, **kwargs):
space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
"""
Initialize hyperopt-optimizable parameter.
:param categories: Optimization space, [a, b, ...].
@ -141,13 +148,15 @@ class CategoricalParameter(BaseParameter):
:param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
parameter field
name is prefixed with 'buy_' or 'sell_'.
:param optimize: Include parameter in hyperopt optimizations.
:param load: Load parameter value from {space}_params.
:param kwargs: Extra parameters to skopt.space.Categorical.
"""
if len(categories) < 2:
raise OperationalException(
'CategoricalParameter space must be [a, b, ...] (at least two parameters)')
super().__init__(opt_range=categories, default=default, space=space, enabled=enabled,
**kwargs)
super().__init__(opt_range=categories, default=default, space=space, optimize=optimize,
load=load, **kwargs)
def get_space(self, name: str) -> 'Categorical':
"""
@ -184,8 +193,7 @@ class HyperStrategyMixin(object):
if issubclass(attr.__class__, BaseParameter):
if category is None or category == attr.category or \
attr_name.startswith(category + '_'):
if attr.enabled:
yield attr_name, attr
yield attr_name, attr
def _load_params(self, params: dict) -> None:
"""
@ -196,7 +204,7 @@ class HyperStrategyMixin(object):
return
for attr_name, attr in self.enumerate_parameters():
if attr_name in params:
if attr.enabled:
if attr.load:
attr.value = params[attr_name]
logger.info(f'attr_name = {attr.value}')
else: