Parametrize hyperopt file

freqtrade/templates/base_hyperopt.py.j2

@@ -48,14 +48,7 @@ class {{ hyperopt }}(IHyperOpt):
             conditions = []
 
             # GUARDS AND TRENDS
-            if 'mfi-enabled' in params and params['mfi-enabled']:
+            {{ buy_guards | indent(12) }}
-                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'])
 
             # 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'),
+            {{ buy_space | indent(12) }}
-            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')
         ]
 
     @staticmethod
@@ -108,14 +93,7 @@ class {{ hyperopt }}(IHyperOpt):
             conditions = []
 
             # GUARDS AND TRENDS
-            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
+            {{ sell_guards | indent(12) }}
-                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'])
 
             # 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'),
+            {{ sell_space | indent(12) }}
-            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')
         ]

freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2

@@ -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'])

freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2

@@ -0,0 +1,2 @@
+if params.get('rsi-enabled'):
+    conditions.append(dataframe['rsi'] < params['rsi-value'])

freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2

@@ -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')

freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2

@@ -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')

freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2

@@ -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'])

freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2

@@ -0,0 +1,2 @@
+if params.get('sell-rsi-enabled'):
+    conditions.append(dataframe['rsi'] > params['sell-rsi-value'])

freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2

@@ -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')

freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2

@@ -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')

freqtrade/utils.py

@@ -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}`.")