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Merge pull request #5219 from freqtrade/hyperopt_paramfile

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automatic Hyperopt paramfile
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Matthias
2021-07-04 13:56:52 +02:00
committed by GitHub
parent 77293b1f1e dc8abd77df
commit 898bef1837
17 changed files with 588 additions and 179 deletions
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16
docs/hyperopt.md
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@@ -51,7 +51,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
[--print-all] [--no-color] [--print-json] [-j JOBS]
[--random-state INT] [--min-trades INT]
[--hyperopt-loss NAME]
[--hyperopt-loss NAME] [--disable-param-export]
optional arguments:
-h, --help show this help message and exit
@@ -118,6 +118,8 @@ optional arguments:
ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
SharpeHyperOptLoss, SharpeHyperOptLossDaily,
SortinoHyperOptLoss, SortinoHyperOptLossDaily
--disable-param-export
Disable automatic hyperopt parameter export.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
@@ -512,7 +514,13 @@ You should understand this result like:
* You should not use ADX because `'buy_adx_enabled': False`.
* You should **consider** using the RSI indicator (`'buy_rsi_enabled': True`) and the best value is `29.0` (`'buy_rsi': 29.0`)
Your strategy class can immediately take advantage of these results. Simply copy hyperopt results block and paste them at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed.
### Automatic parameter application to the strategy
When using Hyperoptable parameters, the result of your hyperopt-run will be written to a json file next to your strategy (so for `MyAwesomeStrategy.py`, the file would be `MyAwesomeStrategy.json`).
This file is also updated when using the `hyperopt-show` sub-command, unless `--disable-param-export` is provided to either of the 2 commands.
Your strategy class can also contain these results explicitly. Simply copy hyperopt results block and paste them at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed.
Transferring your whole hyperopt result to your strategy would then look like:
@@ -528,6 +536,10 @@ class MyAwesomeStrategy(IStrategy):
}
```
!!! Note
Values in the configuration file will overwrite Parameter-file level parameters - and both will overwrite parameters within the strategy.
The prevalence is therefore: config > parameter file > strategy
### Understand Hyperopt ROI results
If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:

5
docs/utils.md
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@@ -702,7 +702,8 @@ You can show the details of any hyperoptimization epoch previously evaluated by
usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--best]
[--profitable] [-n INT] [--print-json]
[--hyperopt-filename PATH] [--no-header]
[--hyperopt-filename FILENAME] [--no-header]
[--disable-param-export]
optional arguments:
-h, --help show this help message and exit
@@ -714,6 +715,8 @@ optional arguments:
Hyperopt result filename.Example: `--hyperopt-
filename=hyperopt_results_2020-09-27_16-20-48.pickle`
--no-header Do not print epoch details header.
--disable-param-export
Disable automatic hyperopt parameter export.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).