Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify

freqtrade/arguments.py

@@ -107,10 +107,28 @@ class Arguments(object):
         """
         parser.add_argument(
             '-l', '--live',
+            help='using live data',
             action='store_true',
             dest='live',
-            help='using live data',
         )
+        parser.add_argument(
+            '-r', '--refresh-pairs-cached',
+            help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \
+                  Use it if you want to run your backtesting with up-to-date data.',
+            action='store_true',
+            dest='refresh_pairs',
+        )
+        parser.add_argument(
+            '--export',
+            help='export backtest results, argument are: trades\
+                  Example --export=trades',
+            type=str,
+            default=None,
+            dest='export',
+        )
+
+    @staticmethod
+    def _optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
         parser.add_argument(
             '-i', '--ticker-interval',
             help='specify ticker interval in minutes (1, 5, 30, 60, 1440)',
@@ -124,24 +142,9 @@ class Arguments(object):
             action='store_true',
             dest='realistic_simulation',
         )
-        parser.add_argument(
-            '-r', '--refresh-pairs-cached',
-            help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \
-                  Use it if you want to run your backtesting with up-to-date data.',
-            action='store_true',
-            dest='refresh_pairs',
-        )
-        parser.add_argument(
-            '--export',
-            help='Export backtest results, argument are: trades\
-                  Example --export=trades',
-            type=str,
-            default=None,
-            dest='export',
-        )
         parser.add_argument(
             '--timerange',
-            help='Specify what timerange of data to use.',
+            help='specify what timerange of data to use.',
             default=None,
             type=str,
             dest='timerange',
@@ -166,20 +169,6 @@ class Arguments(object):
             dest='mongodb',
             action='store_true',
         )
-        parser.add_argument(
-            '-i', '--ticker-interval',
-            help='specify ticker interval in minutes (1, 5, 30, 60, 1440)',
-            dest='ticker_interval',
-            type=int,
-            metavar='INT',
-        )
-        parser.add_argument(
-            '--timerange',
-            help='Specify what timerange of data to use.',
-            default=None,
-            type=str,
-            dest='timerange',
-        )
         parser.add_argument(
             '-s', '--spaces',
             help='Specify which parameters to hyperopt. Space separate list. \
@@ -202,11 +191,13 @@ class Arguments(object):
         # Add backtesting subcommand
         backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
         backtesting_cmd.set_defaults(func=backtesting.start)
+        self._optimizer_shared_options(backtesting_cmd)
         self._backtesting_options(backtesting_cmd)
 
         # Add hyperopt subcommand
         hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
         hyperopt_cmd.set_defaults(func=hyperopt.start)
+        self._optimizer_shared_options(hyperopt_cmd)
         self._hyperopt_options(hyperopt_cmd)
 
     @staticmethod

freqtrade/optimize/backtesting.py

@@ -147,13 +147,12 @@ class Backtesting(object):
             realistic: do we try to simulate realistic trades? (default: True)
             sell_profit_only: sell if profit only
             use_sell_signal: act on sell-signal
-            stoploss: use stoploss
         :return: DataFrame
         """
         headers = ['date', 'buy', 'open', 'close', 'sell']
         processed = args['processed']
         max_open_trades = args.get('max_open_trades', 0)
-        realistic = args.get('realistic', True)
+        realistic = args.get('realistic', False)
         record = args.get('record', None)
         records = []
         trades = []
@@ -251,7 +250,6 @@ class Backtesting(object):
                 'realistic': self.config.get('realistic_simulation', False),
                 'sell_profit_only': sell_profit_only,
                 'use_sell_signal': use_sell_signal,
-                'stoploss': self.analyze.strategy.stoploss,
                 'record': self.config.get('export')
             }
         )

freqtrade/optimize/hyperopt.py

@@ -433,23 +433,21 @@ class Hyperopt(Backtesting):
 
         return populate_buy_trend
 
-    def optimizer(self, params) -> Dict:
+    def generate_optimizer(self, params) -> Dict:
-        if 'roi_t1' in params:
+        if self.has_space('roi'):
             self.analyze.strategy.minimal_roi = self.generate_roi_table(params)
 
-        if 'trigger' in params:
+        if self.has_space('buy'):
             self.populate_buy_trend = self.buy_strategy_generator(params)
 
-        if 'stoploss' in params:
+        if self.has_space('stoploss'):
-            stoploss = params['stoploss']
+            self.analyze.strategy.stoploss = params['stoploss']
-        else:
-            stoploss = self.analyze.strategy.stoploss
 
         results = self.backtest(
             {
                 'stake_amount': self.config['stake_amount'],
                 'processed': self.processed,
-                'stoploss': stoploss
+                'realistic': params['realistic_simulation'],
             }
         )
         result_explanation = self.format_results(results)
@@ -542,7 +540,7 @@ class Hyperopt(Backtesting):
             self.logging.set_format('\n%(message)s')
 
             best_parameters = fmin(
-                fn=self.optimizer,
+                fn=self.generate_optimizer,
                 space=self.hyperopt_space(),
                 algo=tpe.suggest,
                 max_evals=self.total_tries,