Merge branch 'develop' into feature_keyval_storage
This commit is contained in:
commit
9f1a7209d6
@ -98,6 +98,23 @@ class MyAwesomeStrategy(IStrategy):
|
||||
!!! Note
|
||||
All overrides are optional and can be mixed/matched as necessary.
|
||||
|
||||
### Dynamic parameters
|
||||
|
||||
Parameters can also be defined dynamically, but must be available to the instance once the * [`bot_start()` callback](strategy-callbacks.md#bot-start) has been called.
|
||||
|
||||
``` python
|
||||
|
||||
class MyAwesomeStrategy(IStrategy):
|
||||
|
||||
def bot_start(self, **kwargs) -> None:
|
||||
self.buy_adx = IntParameter(20, 30, default=30, optimize=True)
|
||||
|
||||
# ...
|
||||
```
|
||||
|
||||
!!! Warning
|
||||
Parameters created this way will not show up in the `list-strategies` parameter count.
|
||||
|
||||
### Overriding Base estimator
|
||||
|
||||
You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
|
||||
|
@ -549,10 +549,11 @@ class AwesomeStrategy(IStrategy):
|
||||
|
||||
:param pair: Pair that's about to be bought/shorted.
|
||||
:param order_type: Order type (as configured in order_types). usually limit or market.
|
||||
:param amount: Amount in target (quote) currency that's going to be traded.
|
||||
:param amount: Amount in target (base) currency that's going to be traded.
|
||||
:param rate: Rate that's going to be used when using limit orders
|
||||
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
|
||||
:param current_time: datetime object, containing the current datetime
|
||||
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
|
||||
:param side: 'long' or 'short' - indicating the direction of the proposed trade
|
||||
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
|
||||
:return bool: When True is returned, then the buy-order is placed on the exchange.
|
||||
@ -586,7 +587,7 @@ class AwesomeStrategy(IStrategy):
|
||||
rate: float, time_in_force: str, exit_reason: str,
|
||||
current_time: datetime, **kwargs) -> bool:
|
||||
"""
|
||||
Called right before placing a regular sell order.
|
||||
Called right before placing a regular exit order.
|
||||
Timing for this function is critical, so avoid doing heavy computations or
|
||||
network requests in this method.
|
||||
|
||||
@ -594,9 +595,10 @@ class AwesomeStrategy(IStrategy):
|
||||
|
||||
When not implemented by a strategy, returns True (always confirming).
|
||||
|
||||
:param pair: Pair that's about to be sold.
|
||||
:param pair: Pair for trade that's about to be exited.
|
||||
:param trade: trade object.
|
||||
:param order_type: Order type (as configured in order_types). usually limit or market.
|
||||
:param amount: Amount in quote currency.
|
||||
:param amount: Amount in base currency.
|
||||
:param rate: Rate that's going to be used when using limit orders
|
||||
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
|
||||
:param exit_reason: Exit reason.
|
||||
@ -604,7 +606,7 @@ class AwesomeStrategy(IStrategy):
|
||||
'exit_signal', 'force_exit', 'emergency_exit']
|
||||
:param current_time: datetime object, containing the current datetime
|
||||
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
|
||||
:return bool: When True is returned, then the exit-order is placed on the exchange.
|
||||
:return bool: When True, then the exit-order is placed on the exchange.
|
||||
False aborts the process
|
||||
"""
|
||||
if exit_reason == 'force_exit' and trade.calc_profit_ratio(rate) < 0:
|
||||
@ -802,17 +804,18 @@ For markets / exchanges that don't support leverage, this method is ignored.
|
||||
|
||||
``` python
|
||||
class AwesomeStrategy(IStrategy):
|
||||
def leverage(self, pair: str, current_time: 'datetime', current_rate: float,
|
||||
proposed_leverage: float, max_leverage: float, side: str,
|
||||
def leverage(self, pair: str, current_time: datetime, current_rate: float,
|
||||
proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
|
||||
**kwargs) -> float:
|
||||
"""
|
||||
Customize leverage for each new trade.
|
||||
Customize leverage for each new trade. This method is only called in futures mode.
|
||||
|
||||
:param pair: Pair that's currently analyzed
|
||||
:param current_time: datetime object, containing the current datetime
|
||||
:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
|
||||
:param proposed_leverage: A leverage proposed by the bot.
|
||||
:param max_leverage: Max leverage allowed on this pair
|
||||
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
|
||||
:param side: 'long' or 'short' - indicating the direction of the proposed trade
|
||||
:return: A leverage amount, which is between 1.0 and max_leverage.
|
||||
"""
|
||||
|
@ -781,7 +781,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
current_rate=enter_limit_requested,
|
||||
proposed_leverage=1.0,
|
||||
max_leverage=max_leverage,
|
||||
side=trade_side,
|
||||
side=trade_side, entry_tag=entry_tag,
|
||||
) if self.trading_mode != TradingMode.SPOT else 1.0
|
||||
# Cap leverage between 1.0 and max_leverage.
|
||||
leverage = min(max(leverage, 1.0), max_leverage)
|
||||
@ -1203,15 +1203,15 @@ class FreqtradeBot(LoggingMixin):
|
||||
current_order_rate=order_obj.price, entry_tag=trade.enter_tag,
|
||||
side=trade.entry_side)
|
||||
|
||||
full_cancel = False
|
||||
replacing = True
|
||||
cancel_reason = constants.CANCEL_REASON['REPLACE']
|
||||
if not adjusted_entry_price:
|
||||
full_cancel = True if trade.nr_of_successful_entries == 0 else False
|
||||
replacing = False
|
||||
cancel_reason = constants.CANCEL_REASON['USER_CANCEL']
|
||||
if order_obj.price != adjusted_entry_price:
|
||||
# cancel existing order if new price is supplied or None
|
||||
self.handle_cancel_enter(trade, order, cancel_reason,
|
||||
allow_full_cancel=full_cancel)
|
||||
replacing=replacing)
|
||||
if adjusted_entry_price:
|
||||
# place new order only if new price is supplied
|
||||
self.execute_entry(
|
||||
@ -1245,10 +1245,11 @@ class FreqtradeBot(LoggingMixin):
|
||||
|
||||
def handle_cancel_enter(
|
||||
self, trade: Trade, order: Dict, reason: str,
|
||||
allow_full_cancel: Optional[bool] = True
|
||||
replacing: Optional[bool] = False
|
||||
) -> bool:
|
||||
"""
|
||||
Buy cancel - cancel order
|
||||
:param replacing: Replacing order - prevent trade deletion.
|
||||
:return: True if order was fully cancelled
|
||||
"""
|
||||
was_trade_fully_canceled = False
|
||||
@ -1286,7 +1287,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
|
||||
# if trade is not partially completed and it's the only order, just delete the trade
|
||||
open_order_count = len([order for order in trade.orders if order.status == 'open'])
|
||||
if open_order_count <= 1 and allow_full_cancel:
|
||||
if open_order_count <= 1 and trade.nr_of_successful_entries == 0 and not replacing:
|
||||
logger.info(f'{side} order fully cancelled. Removing {trade} from database.')
|
||||
trade.delete()
|
||||
was_trade_fully_canceled = True
|
||||
@ -1295,7 +1296,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
# FIXME TODO: This could possibly reworked to not duplicate the code 15 lines below.
|
||||
self.update_trade_state(trade, trade.open_order_id, corder)
|
||||
trade.open_order_id = None
|
||||
logger.info(f'Partial {side} order timeout for {trade}.')
|
||||
logger.info(f'{side} Order timeout for {trade}.')
|
||||
else:
|
||||
# if trade is partially complete, edit the stake details for the trade
|
||||
# and close the order
|
||||
|
@ -188,9 +188,7 @@ class Backtesting:
|
||||
# since a "perfect" stoploss-exit is assumed anyway
|
||||
# And the regular "stoploss" function would not apply to that case
|
||||
self.strategy.order_types['stoploss_on_exchange'] = False
|
||||
if self.dataprovider.runmode == RunMode.BACKTEST:
|
||||
# in hyperopt mode - don't re-init params
|
||||
self.strategy.ft_load_hyper_params(False)
|
||||
|
||||
self.strategy.ft_bot_start()
|
||||
|
||||
def _load_protections(self, strategy: IStrategy):
|
||||
@ -709,7 +707,7 @@ class Backtesting:
|
||||
current_rate=row[OPEN_IDX],
|
||||
proposed_leverage=1.0,
|
||||
max_leverage=max_leverage,
|
||||
side=direction,
|
||||
side=direction, entry_tag=entry_tag,
|
||||
) if self._can_short else 1.0
|
||||
# Cap leverage between 1.0 and max_leverage.
|
||||
leverage = min(max(leverage, 1.0), max_leverage)
|
||||
@ -900,26 +898,30 @@ class Backtesting:
|
||||
self.protections.stop_per_pair(pair, current_time, side)
|
||||
self.protections.global_stop(current_time, side)
|
||||
|
||||
def manage_open_orders(self, trade: LocalTrade, current_time, row: Tuple) -> bool:
|
||||
def manage_open_orders(self, trade: LocalTrade, current_time: datetime, row: Tuple) -> bool:
|
||||
"""
|
||||
Check if any open order needs to be cancelled or replaced.
|
||||
Returns True if the trade should be deleted.
|
||||
"""
|
||||
for order in [o for o in trade.orders if o.ft_is_open]:
|
||||
if self.check_order_cancel(trade, order, current_time):
|
||||
oc = self.check_order_cancel(trade, order, current_time)
|
||||
if oc:
|
||||
# delete trade due to order timeout
|
||||
return True
|
||||
elif self.check_order_replace(trade, order, current_time, row):
|
||||
elif oc is None and self.check_order_replace(trade, order, current_time, row):
|
||||
# delete trade due to user request
|
||||
self.canceled_trade_entries += 1
|
||||
return True
|
||||
# default maintain trade
|
||||
return False
|
||||
|
||||
def check_order_cancel(self, trade: LocalTrade, order: Order, current_time) -> bool:
|
||||
def check_order_cancel(
|
||||
self, trade: LocalTrade, order: Order, current_time: datetime) -> Optional[bool]:
|
||||
"""
|
||||
Check if current analyzed order has to be canceled.
|
||||
Returns True if the trade should be Deleted (initial order was canceled).
|
||||
Returns True if the trade should be Deleted (initial order was canceled),
|
||||
False if it's Canceled
|
||||
None if the order is still active.
|
||||
"""
|
||||
timedout = self.strategy.ft_check_timed_out(
|
||||
trade, # type: ignore[arg-type]
|
||||
@ -933,12 +935,15 @@ class Backtesting:
|
||||
else:
|
||||
# Close additional entry order
|
||||
del trade.orders[trade.orders.index(order)]
|
||||
trade.open_order_id = None
|
||||
return False
|
||||
if order.side == trade.exit_side:
|
||||
self.timedout_exit_orders += 1
|
||||
# Close exit order and retry exiting on next signal.
|
||||
del trade.orders[trade.orders.index(order)]
|
||||
|
||||
trade.open_order_id = None
|
||||
return False
|
||||
return None
|
||||
|
||||
def check_order_replace(self, trade: LocalTrade, order: Order, current_time,
|
||||
row: Tuple) -> bool:
|
||||
|
@ -4,9 +4,8 @@ This module defines a base class for auto-hyperoptable strategies.
|
||||
"""
|
||||
import logging
|
||||
from pathlib import Path
|
||||
from typing import Any, Dict, Iterator, List, Tuple
|
||||
from typing import Any, Dict, Iterator, List, Tuple, Type, Union
|
||||
|
||||
from freqtrade.enums import RunMode
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.misc import deep_merge_dicts, json_load
|
||||
from freqtrade.optimize.hyperopt_tools import HyperoptTools
|
||||
@ -34,9 +33,7 @@ class HyperStrategyMixin:
|
||||
params = self.load_params_from_file()
|
||||
params = params.get('params', {})
|
||||
self._ft_params_from_file = params
|
||||
|
||||
if config.get('runmode') != RunMode.BACKTEST:
|
||||
self.ft_load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
|
||||
# Init/loading of parameters is done as part of ft_bot_start().
|
||||
|
||||
def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
|
||||
"""
|
||||
@ -56,28 +53,13 @@ class HyperStrategyMixin:
|
||||
for par in params:
|
||||
yield par.name, par
|
||||
|
||||
@classmethod
|
||||
def detect_parameters(cls, category: str) -> Iterator[Tuple[str, BaseParameter]]:
|
||||
""" Detect all parameters for 'category' """
|
||||
for attr_name in dir(cls):
|
||||
if not attr_name.startswith('__'): # Ignore internals, not strictly necessary.
|
||||
attr = getattr(cls, attr_name)
|
||||
if issubclass(attr.__class__, BaseParameter):
|
||||
if (attr_name.startswith(category + '_')
|
||||
and attr.category is not None and attr.category != category):
|
||||
raise OperationalException(
|
||||
f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
|
||||
if (category == attr.category or
|
||||
(attr_name.startswith(category + '_') and attr.category is None)):
|
||||
yield attr_name, attr
|
||||
|
||||
@classmethod
|
||||
def detect_all_parameters(cls) -> Dict:
|
||||
""" Detect all parameters and return them as a list"""
|
||||
params: Dict[str, Any] = {
|
||||
'buy': list(cls.detect_parameters('buy')),
|
||||
'sell': list(cls.detect_parameters('sell')),
|
||||
'protection': list(cls.detect_parameters('protection')),
|
||||
'buy': list(detect_parameters(cls, 'buy')),
|
||||
'sell': list(detect_parameters(cls, 'sell')),
|
||||
'protection': list(detect_parameters(cls, 'protection')),
|
||||
}
|
||||
params.update({
|
||||
'count': len(params['buy'] + params['sell'] + params['protection'])
|
||||
@ -159,7 +141,7 @@ class HyperStrategyMixin:
|
||||
logger.info(f"No params for {space} found, using default values.")
|
||||
param_container: List[BaseParameter] = getattr(self, f"ft_{space}_params")
|
||||
|
||||
for attr_name, attr in self.detect_parameters(space):
|
||||
for attr_name, attr in detect_parameters(self, space):
|
||||
attr.name = attr_name
|
||||
attr.in_space = hyperopt and HyperoptTools.has_space(self.config, space)
|
||||
if not attr.category:
|
||||
@ -190,3 +172,25 @@ class HyperStrategyMixin:
|
||||
if not p.optimize or not p.in_space:
|
||||
params[p.category][name] = p.value
|
||||
return params
|
||||
|
||||
|
||||
def detect_parameters(
|
||||
obj: Union[HyperStrategyMixin, Type[HyperStrategyMixin]],
|
||||
category: str
|
||||
) -> Iterator[Tuple[str, BaseParameter]]:
|
||||
"""
|
||||
Detect all parameters for 'category' for "obj"
|
||||
:param obj: Strategy object or class
|
||||
:param category: category - usually `'buy', 'sell', 'protection',...
|
||||
"""
|
||||
for attr_name in dir(obj):
|
||||
if not attr_name.startswith('__'): # Ignore internals, not strictly necessary.
|
||||
attr = getattr(obj, attr_name)
|
||||
if issubclass(attr.__class__, BaseParameter):
|
||||
if (attr_name.startswith(category + '_')
|
||||
and attr.category is not None and attr.category != category):
|
||||
raise OperationalException(
|
||||
f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
|
||||
if (category == attr.category or
|
||||
(attr_name.startswith(category + '_') and attr.category is None)):
|
||||
yield attr_name, attr
|
||||
|
@ -14,6 +14,7 @@ from freqtrade.constants import ListPairsWithTimeframes
|
||||
from freqtrade.data.dataprovider import DataProvider
|
||||
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, SignalTagType,
|
||||
SignalType, TradingMode)
|
||||
from freqtrade.enums.runmode import RunMode
|
||||
from freqtrade.exceptions import OperationalException, StrategyError
|
||||
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
|
||||
from freqtrade.persistence import Order, PairLocks, Trade
|
||||
@ -151,6 +152,8 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
"""
|
||||
strategy_safe_wrapper(self.bot_start)()
|
||||
|
||||
self.ft_load_hyper_params(self.config.get('runmode') == RunMode.HYPEROPT)
|
||||
|
||||
@abstractmethod
|
||||
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
@ -284,7 +287,7 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
|
||||
:param pair: Pair that's about to be bought/shorted.
|
||||
:param order_type: Order type (as configured in order_types). usually limit or market.
|
||||
:param amount: Amount in target (quote) currency that's going to be traded.
|
||||
:param amount: Amount in target (base) currency that's going to be traded.
|
||||
:param rate: Rate that's going to be used when using limit orders
|
||||
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
|
||||
:param current_time: datetime object, containing the current datetime
|
||||
@ -311,7 +314,7 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
:param pair: Pair for trade that's about to be exited.
|
||||
:param trade: trade object.
|
||||
:param order_type: Order type (as configured in order_types). usually limit or market.
|
||||
:param amount: Amount in quote currency.
|
||||
:param amount: Amount in base currency.
|
||||
:param rate: Rate that's going to be used when using limit orders
|
||||
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
|
||||
:param exit_reason: Exit reason.
|
||||
@ -506,8 +509,8 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
return current_order_rate
|
||||
|
||||
def leverage(self, pair: str, current_time: datetime, current_rate: float,
|
||||
proposed_leverage: float, max_leverage: float, side: str,
|
||||
**kwargs) -> float:
|
||||
proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
|
||||
side: str, **kwargs) -> float:
|
||||
"""
|
||||
Customize leverage for each new trade. This method is only called in futures mode.
|
||||
|
||||
@ -516,6 +519,7 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
|
||||
:param proposed_leverage: A leverage proposed by the bot.
|
||||
:param max_leverage: Max leverage allowed on this pair
|
||||
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
|
||||
:param side: 'long' or 'short' - indicating the direction of the proposed trade
|
||||
:return: A leverage amount, which is between 1.0 and max_leverage.
|
||||
"""
|
||||
|
@ -159,7 +159,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
|
||||
|
||||
:param pair: Pair that's about to be bought/shorted.
|
||||
:param order_type: Order type (as configured in order_types). usually limit or market.
|
||||
:param amount: Amount in target (quote) currency that's going to be traded.
|
||||
:param amount: Amount in target (base) currency that's going to be traded.
|
||||
:param rate: Rate that's going to be used when using limit orders
|
||||
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
|
||||
:param current_time: datetime object, containing the current datetime
|
||||
@ -175,7 +175,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
|
||||
rate: float, time_in_force: str, exit_reason: str,
|
||||
current_time: 'datetime', **kwargs) -> bool:
|
||||
"""
|
||||
Called right before placing a regular sell order.
|
||||
Called right before placing a regular exit order.
|
||||
Timing for this function is critical, so avoid doing heavy computations or
|
||||
network requests in this method.
|
||||
|
||||
@ -183,10 +183,10 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
|
||||
|
||||
When not implemented by a strategy, returns True (always confirming).
|
||||
|
||||
:param pair: Pair that's currently analyzed
|
||||
:param pair: Pair for trade that's about to be exited.
|
||||
:param trade: trade object.
|
||||
:param order_type: Order type (as configured in order_types). usually limit or market.
|
||||
:param amount: Amount in quote currency.
|
||||
:param amount: Amount in base currency.
|
||||
:param rate: Rate that's going to be used when using limit orders
|
||||
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
|
||||
:param exit_reason: Exit reason.
|
||||
@ -194,7 +194,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
|
||||
'exit_signal', 'force_exit', 'emergency_exit']
|
||||
:param current_time: datetime object, containing the current datetime
|
||||
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
|
||||
:return bool: When True is returned, then the exit-order is placed on the exchange.
|
||||
:return bool: When True, then the exit-order is placed on the exchange.
|
||||
False aborts the process
|
||||
"""
|
||||
return True
|
||||
@ -267,8 +267,8 @@ def adjust_trade_position(self, trade: 'Trade', current_time: 'datetime',
|
||||
return None
|
||||
|
||||
def leverage(self, pair: str, current_time: datetime, current_rate: float,
|
||||
proposed_leverage: float, max_leverage: float, side: str,
|
||||
**kwargs) -> float:
|
||||
proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
|
||||
side: str, **kwargs) -> float:
|
||||
"""
|
||||
Customize leverage for each new trade. This method is only called in futures mode.
|
||||
|
||||
@ -277,6 +277,7 @@ def leverage(self, pair: str, current_time: datetime, current_rate: float,
|
||||
:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
|
||||
:param proposed_leverage: A leverage proposed by the bot.
|
||||
:param max_leverage: Max leverage allowed on this pair
|
||||
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
|
||||
:param side: 'long' or 'short' - indicating the direction of the proposed trade
|
||||
:return: A leverage amount, which is between 1.0 and max_leverage.
|
||||
"""
|
||||
|
@ -261,7 +261,7 @@ class FtRestClient():
|
||||
}
|
||||
return self._post("forcebuy", data=data)
|
||||
|
||||
def force_enter(self, pair, side, price=None):
|
||||
def forceenter(self, pair, side, price=None):
|
||||
"""Force entering a trade
|
||||
|
||||
:param pair: Pair to buy (ETH/BTC)
|
||||
@ -273,7 +273,7 @@ class FtRestClient():
|
||||
"side": side,
|
||||
"price": price,
|
||||
}
|
||||
return self._post("force_enter", data=data)
|
||||
return self._post("forceenter", data=data)
|
||||
|
||||
def forceexit(self, tradeid):
|
||||
"""Force-exit a trade.
|
||||
|
@ -509,7 +509,6 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
|
||||
hyperopt.min_date = Arrow(2017, 12, 10)
|
||||
hyperopt.max_date = Arrow(2017, 12, 13)
|
||||
hyperopt.init_spaces()
|
||||
hyperopt.dimensions = hyperopt.dimensions
|
||||
generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
|
||||
assert generate_optimizer_value == response_expected
|
||||
|
||||
|
@ -27,7 +27,6 @@ class HyperoptableStrategy(StrategyTestV2):
|
||||
'sell_minusdi': 0.4
|
||||
}
|
||||
|
||||
buy_rsi = IntParameter([0, 50], default=30, space='buy')
|
||||
buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
|
||||
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
|
||||
sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
|
||||
@ -45,6 +44,12 @@ class HyperoptableStrategy(StrategyTestV2):
|
||||
})
|
||||
return prot
|
||||
|
||||
def bot_start(self, **kwargs) -> None:
|
||||
"""
|
||||
Parameters can also be defined here ...
|
||||
"""
|
||||
self.buy_rsi = IntParameter([0, 50], default=30, space='buy')
|
||||
|
||||
def informative_pairs(self):
|
||||
"""
|
||||
Define additional, informative pair/interval combinations to be cached from the exchange.
|
||||
|
@ -178,8 +178,8 @@ class StrategyTestV3(IStrategy):
|
||||
return dataframe
|
||||
|
||||
def leverage(self, pair: str, current_time: datetime, current_rate: float,
|
||||
proposed_leverage: float, max_leverage: float, side: str,
|
||||
**kwargs) -> float:
|
||||
proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
|
||||
side: str, **kwargs) -> float:
|
||||
# Return 3.0 in all cases.
|
||||
# Bot-logic must make sure it's an allowed leverage and eventually adjust accordingly.
|
||||
|
||||
|
@ -16,6 +16,7 @@ from freqtrade.exceptions import OperationalException, StrategyError
|
||||
from freqtrade.optimize.space import SKDecimal
|
||||
from freqtrade.persistence import PairLocks, Trade
|
||||
from freqtrade.resolvers import StrategyResolver
|
||||
from freqtrade.strategy.hyper import detect_parameters
|
||||
from freqtrade.strategy.parameters import (BaseParameter, BooleanParameter, CategoricalParameter,
|
||||
DecimalParameter, IntParameter, RealParameter)
|
||||
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
|
||||
@ -614,6 +615,7 @@ def test_leverage_callback(default_conf, side) -> None:
|
||||
proposed_leverage=1.0,
|
||||
max_leverage=5.0,
|
||||
side=side,
|
||||
entry_tag=None,
|
||||
) == 1
|
||||
|
||||
default_conf['strategy'] = CURRENT_TEST_STRATEGY
|
||||
@ -625,6 +627,7 @@ def test_leverage_callback(default_conf, side) -> None:
|
||||
proposed_leverage=1.0,
|
||||
max_leverage=5.0,
|
||||
side=side,
|
||||
entry_tag='entry_tag_test',
|
||||
) == 3
|
||||
|
||||
|
||||
@ -893,7 +896,7 @@ def test_auto_hyperopt_interface(default_conf):
|
||||
default_conf.update({'strategy': 'HyperoptableStrategy'})
|
||||
PairLocks.timeframe = default_conf['timeframe']
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
strategy.ft_bot_start()
|
||||
with pytest.raises(OperationalException):
|
||||
next(strategy.enumerate_parameters('deadBeef'))
|
||||
|
||||
@ -908,15 +911,18 @@ def test_auto_hyperopt_interface(default_conf):
|
||||
assert strategy.sell_minusdi.value == 0.5
|
||||
all_params = strategy.detect_all_parameters()
|
||||
assert isinstance(all_params, dict)
|
||||
assert len(all_params['buy']) == 2
|
||||
# Only one buy param at class level
|
||||
assert len(all_params['buy']) == 1
|
||||
# Running detect params at instance level reveals both parameters.
|
||||
assert len(list(detect_parameters(strategy, 'buy'))) == 2
|
||||
assert len(all_params['sell']) == 2
|
||||
# Number of Hyperoptable parameters
|
||||
assert all_params['count'] == 6
|
||||
assert all_params['count'] == 5
|
||||
|
||||
strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
|
||||
|
||||
with pytest.raises(OperationalException, match=r"Inconclusive parameter.*"):
|
||||
[x for x in strategy.detect_parameters('sell')]
|
||||
[x for x in detect_parameters(strategy, 'sell')]
|
||||
|
||||
|
||||
def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):
|
||||
|
@ -2572,6 +2572,7 @@ def test_check_handle_cancelled_buy(
|
||||
get_fee=fee
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||
open_trade.orders = []
|
||||
open_trade.is_short = is_short
|
||||
Trade.query.session.add(open_trade)
|
||||
|
||||
@ -2954,6 +2955,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
|
||||
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||
freqtrade._notify_enter_cancel = MagicMock()
|
||||
|
||||
# TODO: Convert to real trade
|
||||
trade = MagicMock()
|
||||
trade.pair = 'LTC/USDT'
|
||||
trade.open_rate = 200
|
||||
@ -2961,6 +2963,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
|
||||
trade.entry_side = "buy"
|
||||
l_order['filled'] = 0.0
|
||||
l_order['status'] = 'open'
|
||||
trade.nr_of_successful_entries = 0
|
||||
reason = CANCEL_REASON['TIMEOUT']
|
||||
assert freqtrade.handle_cancel_enter(trade, l_order, reason)
|
||||
assert cancel_order_mock.call_count == 1
|
||||
@ -3003,7 +3006,9 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
|
||||
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||
|
||||
reason = CANCEL_REASON['TIMEOUT']
|
||||
# TODO: Convert to real trade
|
||||
trade = MagicMock()
|
||||
trade.nr_of_successful_entries = 0
|
||||
trade.pair = 'LTC/ETH'
|
||||
trade.entry_side = "sell" if is_short else "buy"
|
||||
assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
|
||||
@ -3036,13 +3041,14 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||
freqtrade._notify_enter_cancel = MagicMock()
|
||||
|
||||
# TODO: Convert to real trade
|
||||
trade = MagicMock()
|
||||
trade.pair = 'LTC/USDT'
|
||||
trade.entry_side = "buy"
|
||||
trade.open_rate = 200
|
||||
trade.entry_side = "buy"
|
||||
trade.open_order_id = "open_order_noop"
|
||||
trade.nr_of_successful_entries = 0
|
||||
l_order['filled'] = 0.0
|
||||
l_order['status'] = 'open'
|
||||
reason = CANCEL_REASON['TIMEOUT']
|
||||
|
Loading…
Reference in New Issue
Block a user