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Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify

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This commit is contained in:
Gerald Lonlas
2018-03-04 00:51:22 -08:00
parent 38510d4b03 e3d222912d
commit 722ed48d9d
8 changed files with 119 additions and 26 deletions
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9
freqtrade/arguments.py
View File

@@ -180,6 +180,15 @@ class Arguments(object):
type=str,
dest='timerange',
)
parser.add_argument(
'-s', '--spaces',
help='Specify which parameters to hyperopt. Space separate list. \
Default: %(default)s',
choices=['all', 'buy', 'roi', 'stoploss'],
default='all',
nargs='+',
dest='spaces',
)
def _build_subcommands(self) -> None:
"""

5
freqtrade/configuration.py
View File

@@ -156,6 +156,11 @@ class Configuration(object):
config.update({'mongodb': self.args.mongodb})
self.logger.info('Parameter --use-mongodb detected ...')
# If --spaces is used we add it to the configuration
if 'spaces' in self.args and self.args.spaces:
config.update({'spaces': self.args.spaces})
self.logger.info('Parameter -s/--spaces detected: %s', config.get('spaces'))
return config
def _validate_config(self, conf: Dict[str, Any]) -> Dict[str, Any]:

1
freqtrade/optimize/backtesting.py
View File

@@ -33,7 +33,6 @@ class Backtesting(object):
# Init the logger
self.logging = Logger(name=__name__, level=config['loglevel'])
self.logger = self.logging.get_logger()
self.config = config
self.analyze = None
self.ticker_interval = None

37
freqtrade/optimize/hyperopt.py
View File

@@ -335,16 +335,26 @@ class Hyperopt(Backtesting):
]),
}
@staticmethod
def hyperopt_space() -> Dict[str, Any]:
def has_space(self, space) -> bool:
"""
Tell if a space value is contained in the configuration
"""
if space in self.config['spaces'] or 'all' in self.config['spaces']:
return True
return False
def hyperopt_space(self) -> Dict[str, Any]:
"""
Return the space to use during Hyperopt
"""
return {
**Hyperopt.indicator_space(),
**Hyperopt.roi_space(),
**Hyperopt.stoploss_space()
}
spaces = {}
if self.has_space('buy'):
spaces = {**spaces, **Hyperopt.indicator_space()}
if self.has_space('roi'):
spaces = {**spaces, **Hyperopt.roi_space()}
if self.has_space('stoploss'):
spaces = {**spaces, **Hyperopt.stoploss_space()}
return spaces
@staticmethod
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
@@ -427,13 +437,19 @@ class Hyperopt(Backtesting):
if 'roi_t1' in params:
self.analyze.strategy.minimal_roi = self.generate_roi_table(params)
self.populate_buy_trend = self.buy_strategy_generator(params)
if 'trigger' in params:
self.populate_buy_trend = self.buy_strategy_generator(params)
if 'stoploss' in params:
stoploss = params['stoploss']
else:
stoploss = self.analyze.strategy.stoploss
results = self.backtest(
{
'stake_amount': self.config['stake_amount'],
'processed': self.processed,
'stoploss': params['stoploss']
'stoploss': stoploss
}
)
result_explanation = self.format_results(results)
@@ -491,7 +507,8 @@ class Hyperopt(Backtesting):
timerange=timerange
)
self.analyze.populate_indicators = Hyperopt.populate_indicators
if self.has_space('buy'):
self.analyze.populate_indicators = Hyperopt.populate_indicators
self.processed = self.tickerdata_to_dataframe(data)
if self.config.get('mongodb'):

18
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -126,6 +126,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None:
conf.update({'config': 'config.json.example'})
conf.update({'epochs': 1})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
@@ -173,6 +174,7 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None:
conf.update({'config': 'config.json.example'})
conf.update({'epochs': 1})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.logger.Logger.set_format', MagicMock())
@@ -200,6 +202,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No
conf.update({'epochs': 1})
conf.update({'mongodb': False})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.os.path.exists', return_value=True)
mocker.patch('freqtrade.optimize.hyperopt.len', return_value=len(trials.results))
@@ -290,6 +293,7 @@ def test_start_calls_fmin(mocker, default_conf) -> None:
conf.update({'epochs': 1})
conf.update({'mongodb': False})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
hyperopt = Hyperopt(conf)
hyperopt.trials = trials
@@ -312,6 +316,7 @@ def test_start_uses_mongotrials(mocker, default_conf) -> None:
conf.update({'epochs': 1})
conf.update({'mongodb': True})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
hyperopt = Hyperopt(conf)
@@ -353,3 +358,16 @@ def test_signal_handler(mocker):
hyperopt = _HYPEROPT
hyperopt.signal_handler(9, None)
assert m.call_count == 3
def test_has_space():
"""
Test Hyperopt.has_space() method
"""
_HYPEROPT.config.update({'spaces': ['buy', 'roi']})
assert _HYPEROPT.has_space('roi')
assert _HYPEROPT.has_space('buy')
assert not _HYPEROPT.has_space('stoploss')
_HYPEROPT.config.update({'spaces': ['all']})
assert _HYPEROPT.has_space('buy')

8
freqtrade/tests/test_arguments.py
View File

@@ -118,10 +118,16 @@ def test_parse_args_backtesting_custom() -> None:
def test_parse_args_hyperopt_custom() -> None:
args = ['-c', 'test_conf.json', 'hyperopt', '--epochs', '20']
args = [
'-c', 'test_conf.json',
'hyperopt',
'--epochs', '20',
'--spaces', 'buy'
]
call_args = Arguments(args, '').get_parsed_arg()
assert call_args.config == 'test_conf.json'
assert call_args.epochs == 20
assert call_args.loglevel == logging.INFO
assert call_args.subparser == 'hyperopt'
assert call_args.spaces == 'buy'
assert call_args.func is not None

22
freqtrade/tests/test_configuration.py
View File

@@ -261,3 +261,25 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'Parameter --export detected: {} ...'.format(config['export']),
caplog.record_tuples
)
def test_hyperopt_space_argument(mocker, default_conf, caplog) -> None:
"""
Test setup_configuration() function
"""
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(default_conf)
))
args = [
'hyperopt',
'--spaces', 'all',
]
args = Arguments(args, '').get_parsed_arg()
configuration = Configuration(args)
config = configuration.get_config()
assert 'spaces' in config
assert config['spaces'] is 'all'
assert tt.log_has('Parameter -s/--spaces detected: all', caplog.record_tuples)