Merge pull request #5219 from freqtrade/hyperopt_paramfile

automatic Hyperopt paramfile
This commit is contained in:
Matthias
2021-07-04 13:56:52 +02:00
committed by GitHub
17 changed files with 588 additions and 179 deletions

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@@ -5,8 +5,10 @@ This module defines a base class for auto-hyperoptable strategies.
import logging
from abc import ABC, abstractmethod
from contextlib import suppress
from pathlib import Path
from typing import Any, Dict, Iterator, List, Optional, Sequence, Tuple, Union
from freqtrade.misc import deep_merge_dicts, json_load
from freqtrade.optimize.hyperopt_tools import HyperoptTools
@@ -333,10 +335,36 @@ class HyperStrategyMixin(object):
"""
Load Hyperoptable parameters
"""
self._load_params(getattr(self, 'buy_params', None), 'buy', hyperopt)
self._load_params(getattr(self, 'sell_params', None), 'sell', hyperopt)
params = self.load_params_from_file()
params = params.get('params', {})
self._ft_params_from_file = params
buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', None))
sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', None))
def _load_params(self, params: dict, space: str, hyperopt: bool = False) -> None:
self._load_params(buy_params, 'buy', hyperopt)
self._load_params(sell_params, 'sell', hyperopt)
def load_params_from_file(self) -> Dict:
filename_str = getattr(self, '__file__', '')
if not filename_str:
return {}
filename = Path(filename_str).with_suffix('.json')
if filename.is_file():
logger.info(f"Loading parameters from file {filename}")
try:
params = json_load(filename.open('r'))
if params.get('strategy_name') != self.__class__.__name__:
raise OperationalException('Invalid parameter file provided.')
return params
except ValueError:
logger.warning("Invalid parameter file format.")
return {}
logger.info("Found no parameter file.")
return {}
def _load_params(self, params: Dict, space: str, hyperopt: bool = False) -> None:
"""
Set optimizable parameter values.
:param params: Dictionary with new parameter values.
@@ -363,7 +391,7 @@ class HyperStrategyMixin(object):
else:
logger.info(f'Strategy Parameter(default): {attr_name} = {attr.value}')
def get_params_dict(self):
def get_no_optimize_params(self):
"""
Returns list of Parameters that are not part of the current optimize job
"""

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@@ -62,6 +62,7 @@ class IStrategy(ABC, HyperStrategyMixin):
_populate_fun_len: int = 0
_buy_fun_len: int = 0
_sell_fun_len: int = 0
_ft_params_from_file: Dict = {}
# associated minimal roi
minimal_roi: Dict