minor: Cleanup for backtesting
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@ -217,7 +217,7 @@ class Configuration:
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deprecated_msg='-r/--refresh-pairs-cached will be removed soon.')
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deprecated_msg='-r/--refresh-pairs-cached will be removed soon.')
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self._args_to_config(config, argname='strategy_list',
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self._args_to_config(config, argname='strategy_list',
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logstring='Using strategy list of {} Strategies', logfun=len)
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logstring='Using strategy list of {} strategies', logfun=len)
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self._args_to_config(config, argname='ticker_interval',
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self._args_to_config(config, argname='ticker_interval',
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logstring='Overriding ticker interval with Command line argument')
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logstring='Overriding ticker interval with Command line argument')
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@ -238,7 +238,7 @@ class Configuration:
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# Hyperopt section
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# Hyperopt section
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self._args_to_config(config, argname='hyperopt',
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self._args_to_config(config, argname='hyperopt',
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logstring='Using Hyperopt file {}')
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logstring='Using Hyperopt class name: {}')
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self._args_to_config(config, argname='hyperopt_path',
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self._args_to_config(config, argname='hyperopt_path',
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logstring='Using additional Hyperopt lookup path: {}')
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logstring='Using additional Hyperopt lookup path: {}')
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@ -276,7 +276,7 @@ class Configuration:
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logstring='Hyperopt continue: {}')
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logstring='Hyperopt continue: {}')
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self._args_to_config(config, argname='hyperopt_loss',
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self._args_to_config(config, argname='hyperopt_loss',
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logstring='Using loss function: {}')
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logstring='Using Hyperopt loss class name: {}')
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def _process_plot_options(self, config: Dict[str, Any]) -> None:
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def _process_plot_options(self, config: Dict[str, Any]) -> None:
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@ -95,8 +95,6 @@ class Backtesting:
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Load strategy into backtesting
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Load strategy into backtesting
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"""
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"""
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self.strategy = strategy
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self.strategy = strategy
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self.advise_buy = strategy.advise_buy
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self.advise_sell = strategy.advise_sell
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# Set stoploss_on_exchange to false for backtesting,
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# Set stoploss_on_exchange to false for backtesting,
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# since a "perfect" stoploss-sell is assumed anyway
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# since a "perfect" stoploss-sell is assumed anyway
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# And the regular "stoploss" function would not apply to that case
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# And the regular "stoploss" function would not apply to that case
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@ -219,8 +217,8 @@ class Backtesting:
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for pair, pair_data in processed.items():
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for pair, pair_data in processed.items():
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pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
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pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
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ticker_data = self.advise_sell(
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ticker_data = self.strategy.advise_sell(
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self.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
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self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
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# to avoid using data from future, we buy/sell with signal from previous candle
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# to avoid using data from future, we buy/sell with signal from previous candle
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ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)
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ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)
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@ -49,10 +49,11 @@ class Hyperopt:
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"""
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"""
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def __init__(self, config: Dict[str, Any]) -> None:
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def __init__(self, config: Dict[str, Any]) -> None:
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self.config = config
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self.config = config
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self.backtesting = Backtesting(self.config)
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self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
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self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
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self.backtesting = Backtesting(self.config)
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self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
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self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
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self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
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self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
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@ -77,9 +78,11 @@ class Hyperopt:
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self.backtesting.strategy.advise_indicators = \
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self.backtesting.strategy.advise_indicators = \
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self.custom_hyperopt.populate_indicators # type: ignore
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self.custom_hyperopt.populate_indicators # type: ignore
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if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
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if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
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self.backtesting.advise_buy = self.custom_hyperopt.populate_buy_trend # type: ignore
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self.backtesting.strategy.advise_buy = \
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self.custom_hyperopt.populate_buy_trend # type: ignore
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if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
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if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
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self.backtesting.advise_sell = self.custom_hyperopt.populate_sell_trend # type: ignore
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self.backtesting.strategy.advise_sell = \
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self.custom_hyperopt.populate_sell_trend # type: ignore
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# Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
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# Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
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if self.config.get('use_max_market_positions', True):
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if self.config.get('use_max_market_positions', True):
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@ -259,13 +262,16 @@ class Hyperopt:
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"""
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"""
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params = self.get_args(_params)
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params = self.get_args(_params)
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if self.has_space('roi'):
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if self.has_space('roi'):
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self.backtesting.strategy.minimal_roi = self.custom_hyperopt.generate_roi_table(params)
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self.backtesting.strategy.minimal_roi = \
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self.custom_hyperopt.generate_roi_table(params)
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if self.has_space('buy'):
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if self.has_space('buy'):
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self.backtesting.advise_buy = self.custom_hyperopt.buy_strategy_generator(params)
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self.backtesting.strategy.advise_buy = \
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self.custom_hyperopt.buy_strategy_generator(params)
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if self.has_space('sell'):
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if self.has_space('sell'):
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self.backtesting.advise_sell = self.custom_hyperopt.sell_strategy_generator(params)
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self.backtesting.strategy.advise_sell = \
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self.custom_hyperopt.sell_strategy_generator(params)
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if self.has_space('stoploss'):
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if self.has_space('stoploss'):
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self.backtesting.strategy.stoploss = params['stoploss']
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self.backtesting.strategy.stoploss = params['stoploss']
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@ -38,11 +38,11 @@ class HyperOptResolver(IResolver):
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IHyperOpt.ticker_interval = str(config['ticker_interval'])
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IHyperOpt.ticker_interval = str(config['ticker_interval'])
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if not hasattr(self.hyperopt, 'populate_buy_trend'):
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if not hasattr(self.hyperopt, 'populate_buy_trend'):
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logger.warning("Custom Hyperopt does not provide populate_buy_trend. "
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logger.warning("Hyperopt class does not provide populate_buy_trend() method. "
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"Using populate_buy_trend from DefaultStrategy.")
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"Using populate_buy_trend from the strategy.")
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if not hasattr(self.hyperopt, 'populate_sell_trend'):
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if not hasattr(self.hyperopt, 'populate_sell_trend'):
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logger.warning("Custom Hyperopt does not provide populate_sell_trend. "
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logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
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"Using populate_sell_trend from DefaultStrategy.")
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"Using populate_sell_trend from the strategy.")
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def _load_hyperopt(
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def _load_hyperopt(
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self, hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
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self, hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
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