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Parametrize hyperopt file

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This commit is contained in:
Matthias 2019-11-21 19:41:57 +01:00
parent f23f659ac5
commit 5f8fcebb88
10 changed files with 65 additions and 37 deletions
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40
freqtrade/templates/base_hyperopt.py.j2
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@ -48,14 +48,7 @@ class {{ hyperopt }}(IHyperOpt):
conditions = []
# GUARDS AND TRENDS
if 'mfi-enabled' in params and params['mfi-enabled']:
conditions.append(dataframe['mfi'] < params['mfi-value'])
if 'fastd-enabled' in params and params['fastd-enabled']:
conditions.append(dataframe['fastd'] < params['fastd-value'])
if 'adx-enabled' in params and params['adx-enabled']:
conditions.append(dataframe['adx'] > params['adx-value'])
if 'rsi-enabled' in params and params['rsi-enabled']:
conditions.append(dataframe['rsi'] < params['rsi-value'])
{{ buy_guards | indent(12) }}
# TRIGGERS
if 'trigger' in params:
@ -85,15 +78,7 @@ class {{ hyperopt }}(IHyperOpt):
Define your Hyperopt space for searching buy strategy parameters.
"""
return [
Integer(10, 25, name='mfi-value'),
Integer(15, 45, name='fastd-value'),
Integer(20, 50, name='adx-value'),
Integer(20, 40, name='rsi-value'),
Categorical([True, False], name='mfi-enabled'),
Categorical([True, False], name='fastd-enabled'),
Categorical([True, False], name='adx-enabled'),
Categorical([True, False], name='rsi-enabled'),
Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
{{ buy_space | indent(12) }}
]
@staticmethod
@ -108,14 +93,7 @@ class {{ hyperopt }}(IHyperOpt):
conditions = []
# GUARDS AND TRENDS
if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
conditions.append(dataframe['adx'] < params['sell-adx-value'])
if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
{{ sell_guards | indent(12) }}
# TRIGGERS
if 'sell-trigger' in params:
@ -145,15 +123,5 @@ class {{ hyperopt }}(IHyperOpt):
Define your Hyperopt space for searching sell strategy parameters.
"""
return [
Integer(75, 100, name='sell-mfi-value'),
Integer(50, 100, name='sell-fastd-value'),
Integer(50, 100, name='sell-adx-value'),
Integer(60, 100, name='sell-rsi-value'),
Categorical([True, False], name='sell-mfi-enabled'),
Categorical([True, False], name='sell-fastd-enabled'),
Categorical([True, False], name='sell-adx-enabled'),
Categorical([True, False], name='sell-rsi-enabled'),
Categorical(['sell-bb_upper',
'sell-macd_cross_signal',
'sell-sar_reversal'], name='sell-trigger')
{{ sell_space | indent(12) }}
]

8
freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2 Normal file
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@ -0,0 +1,8 @@
if params.get('mfi-enabled'):
conditions.append(dataframe['mfi'] < params['mfi-value'])
if params.get('fastd-enabled'):
conditions.append(dataframe['fastd'] < params['fastd-value'])
if params.get('adx-enabled'):
conditions.append(dataframe['adx'] > params['adx-value'])
if params.get('rsi-enabled'):
conditions.append(dataframe['rsi'] < params['rsi-value'])

2
freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2 Normal file
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@ -0,0 +1,2 @@
if params.get('rsi-enabled'):
conditions.append(dataframe['rsi'] < params['rsi-value'])

9
freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2 Normal file
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@ -0,0 +1,9 @@
Integer(10, 25, name='mfi-value'),
Integer(15, 45, name='fastd-value'),
Integer(20, 50, name='adx-value'),
Integer(20, 40, name='rsi-value'),
Categorical([True, False], name='mfi-enabled'),
Categorical([True, False], name='fastd-enabled'),
Categorical([True, False], name='adx-enabled'),
Categorical([True, False], name='rsi-enabled'),
Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')

3
freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2 Normal file
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@ -0,0 +1,3 @@
Integer(20, 40, name='rsi-value'),
Categorical([True, False], name='rsi-enabled'),
Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')

8
freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2 Normal file
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@ -0,0 +1,8 @@
if params.get('sell-mfi-enabled'):
conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
if params.get('sell-fastd-enabled'):
conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
if params.get('sell-adx-enabled'):
conditions.append(dataframe['adx'] < params['sell-adx-value'])
if params.get('sell-rsi-enabled'):
conditions.append(dataframe['rsi'] > params['sell-rsi-value'])

2
freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2 Normal file
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@ -0,0 +1,2 @@
if params.get('sell-rsi-enabled'):
conditions.append(dataframe['rsi'] > params['sell-rsi-value'])

11
freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2 Normal file
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@ -0,0 +1,11 @@
Integer(75, 100, name='sell-mfi-value'),
Integer(50, 100, name='sell-fastd-value'),
Integer(50, 100, name='sell-adx-value'),
Integer(60, 100, name='sell-rsi-value'),
Categorical([True, False], name='sell-mfi-enabled'),
Categorical([True, False], name='sell-fastd-enabled'),
Categorical([True, False], name='sell-adx-enabled'),
Categorical([True, False], name='sell-rsi-enabled'),
Categorical(['sell-bb_upper',
'sell-macd_cross_signal',
'sell-sar_reversal'], name='sell-trigger')

5
freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2 Normal file
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@ -0,0 +1,5 @@
Integer(60, 100, name='sell-rsi-value'),
Categorical([True, False], name='sell-rsi-enabled'),
Categorical(['sell-bb_upper',
'sell-macd_cross_signal',
'sell-sar_reversal'], name='sell-trigger')

14
freqtrade/utils.py
View File

@ -136,9 +136,21 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
raise OperationalException(f"`{new_path}` already exists. "
"Please choose another Strategy Name.")
buy_guards = render_template(
templatefile=f"subtemplates/hyperopt_buy_guards_{args['template']}.j2",)
sell_guards = render_template(
templatefile=f"subtemplates/hyperopt_sell_guards_{args['template']}.j2",)
buy_space = render_template(
templatefile=f"subtemplates/hyperopt_buy_space_{args['template']}.j2",)
sell_space = render_template(
templatefile=f"subtemplates/hyperopt_sell_space_{args['template']}.j2",)
strategy_text = render_template(templatefile='base_hyperopt.py.j2',
arguments={"hyperopt": args["hyperopt"],
"subtemplates": args['template']
"buy_guards": buy_guards,
"sell_guards": sell_guards,
"buy_space": buy_space,
"sell_space": sell_space,
})
logger.info(f"Writing hyperopt to `{new_path}`.")