Add BooleanParameter

docs/hyperopt.md

@@ -253,7 +253,7 @@ We continue to define hyperoptable parameters:
 class MyAwesomeStrategy(IStrategy):
     buy_adx = DecimalParameter(20, 40, decimals=1, default=30.1, space="buy")
     buy_rsi = IntParameter(20, 40, default=30, space="buy")
-    buy_adx_enabled = CategoricalParameter([True, False], default=True, space="buy")
+    buy_adx_enabled = BooleanParameter(default=True, space="buy")
     buy_rsi_enabled = CategoricalParameter([True, False], default=False, space="buy")
     buy_trigger = CategoricalParameter(["bb_lower", "macd_cross_signal"], default="bb_lower", space="buy")
 ```
@@ -316,6 +316,7 @@ There are four parameter types each suited for different purposes.
 * `DecimalParameter` - defines a floating point parameter with a limited number of decimals (default 3). Should be preferred instead of `RealParameter` in most cases.
 * `RealParameter` - defines a floating point parameter with upper and lower boundaries and no precision limit. Rarely used as it creates a space with a near infinite number of possibilities.
 * `CategoricalParameter` - defines a parameter with a predetermined number of choices.
+* `BooleanParameter` - Shorthand for `CategoricalParameter([True, False])` - great for "enable" parameters.
 
 !!! Tip "Disabling parameter optimization"
     Each parameter takes two boolean parameters:
@@ -336,8 +337,8 @@ from functools import reduce
 
 import talib.abstract as ta
 
-from freqtrade.strategy import IStrategy
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, 
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+                                IStrategy, IntParameter)
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 class MyAwesomeStrategy(IStrategy):
@@ -425,8 +426,8 @@ from functools import reduce
 
 import talib.abstract as ta
 
-from freqtrade.strategy import IStrategy
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, 
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+                                IStrategy, IntParameter)
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 class MyAwesomeStrategy(IStrategy):
@@ -435,7 +436,7 @@ class MyAwesomeStrategy(IStrategy):
     # Define the parameter spaces
     cooldown_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
     stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
-    use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
+    use_stop_protection = BooleanParameter(default=True, space="protection", optimize=True)
 
 
     @property

freqtrade/plugins/protections/iprotection.py

@@ -25,6 +25,9 @@ class IProtection(LoggingMixin, ABC):
     def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
         self._config = config
         self._protection_config = protection_config
+        self._stop_duration_candles: Optional[int] = None
+        self._lookback_period_candles: Optional[int] = None
+
         tf_in_min = timeframe_to_minutes(config['timeframe'])
         if 'stop_duration_candles' in protection_config:
             self._stop_duration_candles = int(protection_config.get('stop_duration_candles', 1))

freqtrade/strategy/__init__.py

@@ -1,7 +1,7 @@
 # flake8: noqa: F401
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
                                 timeframe_to_prev_date, timeframe_to_seconds)
-from freqtrade.strategy.hyper import (CategoricalParameter, DecimalParameter, IntParameter,
+from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
-                                      RealParameter)
+                                      IntParameter, RealParameter)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open

freqtrade/strategy/hyper.py

@@ -270,6 +270,28 @@ class CategoricalParameter(BaseParameter):
             return [self.value]
 
 
+class BooleanParameter(CategoricalParameter):
+
+    def __init__(self, *, default: Optional[Any] = None,
+                 space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
+        """
+        Initialize hyperopt-optimizable Boolean Parameter.
+        It's a shortcut to `CategoricalParameter([True, False])`.
+        :param default: A default value. If not specified, first item from specified space will be
+         used.
+        :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+         parameter field
+         name is prefixed with 'buy_' or 'sell_'.
+        :param optimize: Include parameter in hyperopt optimizations.
+        :param load: Load parameter value from {space}_params.
+        :param kwargs: Extra parameters to skopt.space.Categorical.
+        """
+
+        categories = [True, False]
+        super().__init__(categories=categories, default=default, space=space, optimize=optimize,
+                         load=load, **kwargs)
+
+
 class HyperStrategyMixin(object):
     """
     A helper base class which allows HyperOptAuto class to reuse implementations of buy/sell

freqtrade/templates/base_strategy.py.j2

@@ -6,8 +6,8 @@ import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
 
-from freqtrade.strategy import IStrategy
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+                                IStrategy, IntParameter)
 
 # --------------------------------
 # Add your lib to import here

freqtrade/templates/sample_strategy.py

@@ -6,8 +6,8 @@ import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
 
-from freqtrade.strategy import IStrategy
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+                                IStrategy, IntParameter)
 
 # --------------------------------
 # Add your lib to import here

tests/strategy/strats/hyperoptable_strategy.py

@@ -4,7 +4,8 @@ import talib.abstract as ta
 from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.strategy import DecimalParameter, IntParameter, IStrategy, RealParameter
+from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
+                                RealParameter)
 
 
 class HyperoptableStrategy(IStrategy):
@@ -64,12 +65,13 @@ class HyperoptableStrategy(IStrategy):
     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',
                                     load=False)
+    protection_enabled = BooleanParameter(default=True)
     protection_cooldown_lookback = IntParameter([0, 50], default=30)
 
     @property
     def protections(self):
         prot = []
-
+        if self.protection_enabled.value:
             prot.append({
                 "method": "CooldownPeriod",
                 "stop_duration_candles": self.protection_cooldown_lookback.value

tests/strategy/test_interface.py

@@ -16,8 +16,8 @@ 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 (BaseParameter, CategoricalParameter, DecimalParameter,
+from freqtrade.strategy.hyper import (BaseParameter, BooleanParameter, CategoricalParameter,
-                                      IntParameter, RealParameter)
+                                      DecimalParameter, IntParameter, RealParameter)
 from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
@@ -717,6 +717,17 @@ def test_hyperopt_parameters():
     assert len(list(catpar.range)) == 3
     assert list(catpar.range) == ['buy_rsi', 'buy_macd', 'buy_none']
 
+    boolpar = BooleanParameter(default=True, space='buy')
+    assert boolpar.value is True
+    assert isinstance(boolpar.get_space(''), Categorical)
+    assert isinstance(boolpar.range, list)
+    assert len(list(boolpar.range)) == 1
+
+    boolpar.in_space = True
+    assert len(list(boolpar.range)) == 2
+
+    assert list(boolpar.range) == [True, False]
+
 
 def test_auto_hyperopt_interface(default_conf):
     default_conf.update({'strategy': 'HyperoptableStrategy'})
@@ -734,7 +745,8 @@ def test_auto_hyperopt_interface(default_conf):
     assert isinstance(all_params, dict)
     assert len(all_params['buy']) == 2
     assert len(all_params['sell']) == 2
-    assert all_params['count'] == 5
+    # Number of Hyperoptable parameters
+    assert all_params['count'] == 6
 
     strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')