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Merge pull request #571 from stephendade/userhyper

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Separated out custom hyperopts
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Matthias
2018-11-21 19:14:30 +01:00
committed by GitHub
parent d2ae5e9201 a3b6004115
commit 64028647a0
15 changed files with 504 additions and 141 deletions
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2
docs/bot-usage.md
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@@ -204,6 +204,8 @@ optional arguments:
number)
--timerange TIMERANGE
specify what timerange of data to use.
--hyperopt PATH specify hyperopt file (default:
freqtrade/optimize/default_hyperopt.py)
-e INT, --epochs INT specify number of epochs (default: 100)
-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...], --spaces {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]
Specify which parameters to hyperopt. Space separate

32
docs/hyperopt.md
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@@ -19,18 +19,27 @@ and still take a long time.
## Prepare Hyperopting
We recommend you start by taking a look at `hyperopt.py` file located in [freqtrade/optimize](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py)
Before we start digging in Hyperopt, we recommend you to take a look at
an example hyperopt file located into [user_data/hyperopts/](https://github.com/gcarq/freqtrade/blob/develop/user_data/hyperopts/test_hyperopt.py)
### 1. Install a Custom Hyperopt File
This is very simple. Put your hyperopt file into the folder
`user_data/hyperopts`.
Let assume you want a hyperopt file `awesome_hyperopt.py`:
1. Copy the file `user_data/hyperopts/sample_hyperopt.py` into `user_data/hyperopts/awesome_hyperopt.py`
### Configure your Guards and Triggers
### 2. Configure your Guards and Triggers
There are two places you need to change in your hyperopt file to add a
new buy hyperopt for testing:
- Inside [populate_buy_trend()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/test_hyperopt.py#L230-L251).
- Inside [indicator_space()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/test_hyperopt.py#L207-L223).
There are two places you need to change to add a new buy strategy for testing:
- Inside [populate_buy_trend()](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L231-L264).
- Inside [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L213-L224)
and the associated methods `indicator_space`, `roi_space`, `stoploss_space`.
There you have two different types of indicators: 1. `guards` and 2. `triggers`.
There you have two different type of indicators: 1. `guards` and 2. `triggers`.
1. Guards are conditions like "never buy if ADX < 10", or "never buy if
current price is over EMA10".
1. Guards are conditions like "never buy if ADX < 10", or never buy if
current price is over EMA10.
2. Triggers are ones that actually trigger buy in specific moment, like
"buy when EMA5 crosses over EMA10" or "buy when close price touches lower
bollinger band".
@@ -124,9 +133,12 @@ Because hyperopt tries a lot of combinations to find the best parameters it will
We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
```bash
python3 ./freqtrade/main.py -c config.json hyperopt -e 5000
python3 ./freqtrade/main.py -s <strategyname> --hyperopt <hyperoptname> -c config.json hyperopt -e 5000
```
Use `<strategyname>` and `<hyperoptname>` as the names of the custom strategy
(only required for generating sells) and the custom hyperopt used.
The `-e` flag will set how many evaluations hyperopt will do. We recommend
running at least several thousand evaluations.