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Added support for max_open_trades hyperopting

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This commit is contained in:
Antonio Della Fortuna
2023-01-04 10:34:44 +01:00
parent cd4faa9c59
commit 5fd85368a9
20 changed files with 155 additions and 36 deletions
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15
freqtrade/optimize/hyperopt.py
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@@ -74,6 +74,7 @@ class Hyperopt:
self.roi_space: List[Dimension] = []
self.stoploss_space: List[Dimension] = []
self.trailing_space: List[Dimension] = []
self.trades_space: List[Dimension] = []
self.dimensions: List[Dimension] = []
self.config = config
@@ -209,6 +210,8 @@ class Hyperopt:
result['stoploss'] = {p.name: params.get(p.name) for p in self.stoploss_space}
if HyperoptTools.has_space(self.config, 'trailing'):
result['trailing'] = self.custom_hyperopt.generate_trailing_params(params)
if HyperoptTools.has_space(self.config, 'trades'):
result['max_open_trades'] = {p.name: params.get(p.name) for p in self.trades_space}
return result
@@ -229,6 +232,8 @@ class Hyperopt:
'trailing_stop_positive_offset': strategy.trailing_stop_positive_offset,
'trailing_only_offset_is_reached': strategy.trailing_only_offset_is_reached,
}
if not HyperoptTools.has_space(self.config, 'trades'):
result['max_open_trades'] = {'max_open_trades': strategy.max_open_trades}
return result
def print_results(self, results) -> None:
@@ -280,8 +285,13 @@ class Hyperopt:
logger.debug("Hyperopt has 'trailing' space")
self.trailing_space = self.custom_hyperopt.trailing_space()
if HyperoptTools.has_space(self.config, 'trades'):
logger.debug("Hyperopt has 'trades' space")
self.trades_space = self.custom_hyperopt.trades_space()
self.dimensions = (self.buy_space + self.sell_space + self.protection_space
+ self.roi_space + self.stoploss_space + self.trailing_space)
+ self.roi_space + self.stoploss_space + self.trailing_space
+ self.trades_space)
def assign_params(self, params_dict: Dict, category: str) -> None:
"""
@@ -328,6 +338,9 @@ class Hyperopt:
self.backtesting.strategy.trailing_only_offset_is_reached = \
d['trailing_only_offset_is_reached']
if HyperoptTools.has_space(self.config, 'trades'):
self.max_open_trades = params_dict['max_open_trades']
with self.data_pickle_file.open('rb') as f:
processed = load(f, mmap_mode='r')
if self.analyze_per_epoch: