add --epochs to hyperopt subcommand

This commit is contained in:
gcarq
2017-11-25 01:12:44 +01:00
parent b9c4eafd96
commit 9ff1f05e66
4 changed files with 34 additions and 8 deletions

View File

@@ -151,6 +151,7 @@ def start(args):
print('Using max_open_trades: {} ...'.format(config['max_open_trades']))
max_open_trades = config['max_open_trades']
# Monkey patch config
from freqtrade import main
main._CONF = config

View File

@@ -16,8 +16,7 @@ from freqtrade.vendor.qtpylib.indicators import crossed_above
# set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
TARGET_TRADES = 1100
TOTAL_TRIES = 4
# pylint: disable=C0103
current_tries = 0
_CURRENT_TRIES = 0
# Configuration and data used by hyperopt
PROCESSED = optimize.preprocess(optimize.load_data())
@@ -85,6 +84,8 @@ SPACE = {
def optimizer(params):
global _CURRENT_TRIES
from freqtrade.optimize import backtesting
backtesting.populate_buy_trend = buy_strategy_generator(params)
@@ -98,10 +99,8 @@ def optimizer(params):
trade_loss = 1 - 0.35 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2)
profit_loss = max(0, 1 - total_profit / 10000) # max profit 10000
# pylint: disable=W0603
global current_tries
current_tries += 1
print('{:5d}/{}: {}'.format(current_tries, TOTAL_TRIES, result))
_CURRENT_TRIES += 1
print('{:5d}/{}: {}'.format(_CURRENT_TRIES, TOTAL_TRIES, result))
return {
'loss': trade_loss + profit_loss,
@@ -166,7 +165,12 @@ def buy_strategy_generator(params):
def start(args):
# TODO: parse args
global TOTAL_TRIES
TOTAL_TRIES = args.epochs
# Monkey patch config
from freqtrade import main
main._CONF = OPTIMIZE_CONFIG
exchange._API = Bittrex({'key': '', 'secret': ''})