Add "range" property to IntParameter
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@ -5,7 +5,7 @@ This module defines a base class for auto-hyperoptable strategies.
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import logging
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from abc import ABC, abstractmethod
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from contextlib import suppress
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from typing import Any, Iterator, Optional, Sequence, Tuple, Union
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from typing import Any, Dict, Iterator, Optional, Sequence, Tuple, Union
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with suppress(ImportError):
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@ -13,6 +13,7 @@ with suppress(ImportError):
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from freqtrade.optimize.space import SKDecimal
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from freqtrade.exceptions import OperationalException
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from freqtrade.state import RunMode
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logger = logging.getLogger(__name__)
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@ -25,6 +26,7 @@ class BaseParameter(ABC):
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category: Optional[str]
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default: Any
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value: Any
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hyperopt: bool = False
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def __init__(self, *, default: Any, space: Optional[str] = None,
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optimize: bool = True, load: bool = True, **kwargs):
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@ -121,6 +123,20 @@ class IntParameter(NumericParameter):
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"""
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return Integer(low=self.low, high=self.high, name=name, **self._space_params)
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@property
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def range(self):
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"""
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Get each value in this space as list.
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Returns a List from low to high (inclusive) in Hyperopt mode.
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Returns a List with 1 item (`value`) in "non-hyperopt" mode, to avoid
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calculating 100ds of indicators.
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"""
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if self.hyperopt:
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# Scikit-optimize ranges are "inclusive", while python's "range" is exclusive
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return range(self.low, self.high + 1)
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else:
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return range(self.value, self.value + 1)
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class RealParameter(NumericParameter):
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default: float
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@ -227,12 +243,11 @@ class HyperStrategyMixin(object):
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strategy logic.
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"""
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def __init__(self, *args, **kwargs):
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def __init__(self, config: Dict[str, Any], *args, **kwargs):
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"""
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Initialize hyperoptable strategy mixin.
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"""
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self._load_params(getattr(self, 'buy_params', None))
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self._load_params(getattr(self, 'sell_params', None))
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self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
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def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
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"""
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@ -254,7 +269,14 @@ class HyperStrategyMixin(object):
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(attr_name.startswith(category + '_') and attr.category is None)):
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yield attr_name, attr
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def _load_params(self, params: dict) -> None:
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def _load_hyper_params(self, hyperopt: bool = False) -> None:
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"""
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Load Hyperoptable parameters
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"""
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self._load_params(getattr(self, 'buy_params', None), 'buy', hyperopt)
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self._load_params(getattr(self, 'sell_params', None), 'sell', hyperopt)
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def _load_params(self, params: dict, space: str, hyperopt: bool = False) -> None:
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"""
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Set optimizeable parameter values.
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:param params: Dictionary with new parameter values.
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@ -263,6 +285,7 @@ class HyperStrategyMixin(object):
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logger.info(f"No params for {space} found, using default values.")
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for attr_name, attr in self.enumerate_parameters():
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attr.hyperopt = hyperopt
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if params and attr_name in params:
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if attr.load:
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attr.value = params[attr_name]
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