Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify

This commit is contained in:
Gerald Lonlas
2018-03-04 00:51:22 -08:00
8 changed files with 119 additions and 26 deletions

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

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'):