Simplify "no-space-configured" error handling by moving it to hyperopt_auto
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@ -32,7 +32,7 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
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"print_colorized", "print_json", "hyperopt_jobs",
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"print_colorized", "print_json", "hyperopt_jobs",
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"hyperopt_random_state", "hyperopt_min_trades",
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"hyperopt_random_state", "hyperopt_min_trades",
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"hyperopt_loss", "disableparamexport",
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"hyperopt_loss", "disableparamexport",
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"hyperopt_ignore_unparam_space"]
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"hyperopt_ignore_missing_space"]
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ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
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ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
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@ -552,8 +552,8 @@ AVAILABLE_CLI_OPTIONS = {
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help='Do not print epoch details header.',
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help='Do not print epoch details header.',
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action='store_true',
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action='store_true',
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),
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),
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"hyperopt_ignore_unparam_space": Arg(
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"hyperopt_ignore_missing_space": Arg(
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"-u", "--ignore-unparameterized-spaces",
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"--ignore-missing-spaces", "--ignore-unparameterized-spaces",
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help="Suppress errors for any requested Hyperopt spaces that do not contain any parameters",
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help="Suppress errors for any requested Hyperopt spaces that do not contain any parameters",
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action="store_true",
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action="store_true",
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),
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),
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@ -369,8 +369,8 @@ class Configuration:
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self._args_to_config(config, argname='hyperopt_show_no_header',
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self._args_to_config(config, argname='hyperopt_show_no_header',
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logstring='Parameter --no-header detected: {}')
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logstring='Parameter --no-header detected: {}')
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self._args_to_config(config, argname="hyperopt_ignore_unparam_space",
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self._args_to_config(config, argname="hyperopt_ignore_missing_space",
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logstring="Paramter --ignore-unparameterized-spaces detected: {}")
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logstring="Paramter --ignore-missing-space detected: {}")
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def _process_plot_options(self, config: Dict[str, Any]) -> None:
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def _process_plot_options(self, config: Dict[str, Any]) -> None:
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@ -237,63 +237,28 @@ class Hyperopt:
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logger.debug("Hyperopt has 'protection' space")
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logger.debug("Hyperopt has 'protection' space")
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# Enable Protections if protection space is selected.
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# Enable Protections if protection space is selected.
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self.config['enable_protections'] = True
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self.config['enable_protections'] = True
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try:
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self.protection_space = self.custom_hyperopt.protection_space()
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self.protection_space = self.custom_hyperopt.protection_space()
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except OperationalException as e:
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if self.config["hyperopt_ignore_unparam_space"]:
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logger.warning(e)
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else:
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raise
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if HyperoptTools.has_space(self.config, 'buy'):
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if HyperoptTools.has_space(self.config, 'buy'):
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logger.debug("Hyperopt has 'buy' space")
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logger.debug("Hyperopt has 'buy' space")
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try:
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self.buy_space = self.custom_hyperopt.buy_indicator_space()
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self.buy_space = self.custom_hyperopt.buy_indicator_space()
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except OperationalException as e:
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if self.config["hyperopt_ignore_unparam_space"]:
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logger.warning(e)
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else:
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raise
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if HyperoptTools.has_space(self.config, 'sell'):
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if HyperoptTools.has_space(self.config, 'sell'):
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logger.debug("Hyperopt has 'sell' space")
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logger.debug("Hyperopt has 'sell' space")
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try:
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self.sell_space = self.custom_hyperopt.sell_indicator_space()
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self.sell_space = self.custom_hyperopt.sell_indicator_space()
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except OperationalException as e:
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if self.config["hyperopt_ignore_unparam_space"]:
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logger.warning(e)
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else:
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raise
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if HyperoptTools.has_space(self.config, 'roi'):
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if HyperoptTools.has_space(self.config, 'roi'):
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logger.debug("Hyperopt has 'roi' space")
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logger.debug("Hyperopt has 'roi' space")
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try:
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self.roi_space = self.custom_hyperopt.roi_space()
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self.roi_space = self.custom_hyperopt.roi_space()
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except OperationalException as e:
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if self.config["hyperopt_ignore_unparam_space"]:
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logger.warning(e)
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else:
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raise
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if HyperoptTools.has_space(self.config, 'stoploss'):
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if HyperoptTools.has_space(self.config, 'stoploss'):
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logger.debug("Hyperopt has 'stoploss' space")
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logger.debug("Hyperopt has 'stoploss' space")
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try:
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self.stoploss_space = self.custom_hyperopt.stoploss_space()
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self.stoploss_space = self.custom_hyperopt.stoploss_space()
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except OperationalException as e:
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if self.config["hyperopt_ignore_unparam_space"]:
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logger.warning(e)
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else:
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raise
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if HyperoptTools.has_space(self.config, 'trailing'):
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if HyperoptTools.has_space(self.config, 'trailing'):
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logger.debug("Hyperopt has 'trailing' space")
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logger.debug("Hyperopt has 'trailing' space")
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try:
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self.trailing_space = self.custom_hyperopt.trailing_space()
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self.trailing_space = self.custom_hyperopt.trailing_space()
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except OperationalException as e:
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if self.config["hyperopt_ignore_unparam_space"]:
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logger.warning(e)
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else:
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raise
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self.dimensions = (self.buy_space + self.sell_space + self.protection_space
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self.dimensions = (self.buy_space + self.sell_space + self.protection_space
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+ self.roi_space + self.stoploss_space + self.trailing_space)
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+ self.roi_space + self.stoploss_space + self.trailing_space)
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@ -3,6 +3,7 @@ HyperOptAuto class.
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This module implements a convenience auto-hyperopt class, which can be used together with strategies
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This module implements a convenience auto-hyperopt class, which can be used together with strategies
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that implement IHyperStrategy interface.
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that implement IHyperStrategy interface.
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"""
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"""
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import logging
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from contextlib import suppress
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from contextlib import suppress
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from typing import Callable, Dict, List
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from typing import Callable, Dict, List
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@ -15,11 +16,18 @@ with suppress(ImportError):
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from freqtrade.optimize.hyperopt_interface import EstimatorType, IHyperOpt
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from freqtrade.optimize.hyperopt_interface import EstimatorType, IHyperOpt
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def _format_exception_message(space: str) -> str:
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logger = logging.getLogger(__name__)
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raise OperationalException(
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f"The '{space}' space is included into the hyperoptimization "
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def _format_exception_message(space: str, ignore_missing_space: bool) -> None:
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msg = (f"The '{space}' space is included into the hyperoptimization "
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f"but no parameter for this space was not found in your Strategy. "
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f"but no parameter for this space was not found in your Strategy. "
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f"Please make sure to have parameters for this space enabled for optimization "
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)
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if ignore_missing_space:
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logger.warning(msg + "This space will be ignored.")
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else:
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raise OperationalException(
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msg + f"Please make sure to have parameters for this space enabled for optimization "
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f"or remove the '{space}' space from hyperoptimization.")
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f"or remove the '{space}' space from hyperoptimization.")
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@ -48,13 +56,16 @@ class HyperOptAuto(IHyperOpt):
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if attr.optimize:
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if attr.optimize:
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yield attr.get_space(attr_name)
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yield attr.get_space(attr_name)
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def _get_indicator_space(self, category):
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def _get_indicator_space(self, category) -> List:
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# TODO: is this necessary, or can we call "generate_space" directly?
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# TODO: is this necessary, or can we call "generate_space" directly?
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indicator_space = list(self._generate_indicator_space(category))
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indicator_space = list(self._generate_indicator_space(category))
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if len(indicator_space) > 0:
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if len(indicator_space) > 0:
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return indicator_space
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return indicator_space
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else:
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else:
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_format_exception_message(category)
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_format_exception_message(
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category,
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self.config.get("hyperopt_ignore_missing_space", False))
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return []
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def buy_indicator_space(self) -> List['Dimension']:
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def buy_indicator_space(self) -> List['Dimension']:
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return self._get_indicator_space('buy')
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return self._get_indicator_space('buy')
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