diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2 index ec787cbb6..f6ca1477a 100644 --- a/freqtrade/templates/base_hyperopt.py.j2 +++ b/freqtrade/templates/base_hyperopt.py.j2 @@ -39,6 +39,15 @@ class {{ hyperopt }}(IHyperOpt): https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py. """ + @staticmethod + def indicator_space() -> List[Dimension]: + """ + Define your Hyperopt space for searching buy strategy parameters. + """ + return [ + {{ buy_space | indent(12) }} + ] + @staticmethod def buy_strategy_generator(params: Dict[str, Any]) -> Callable: """ @@ -79,12 +88,12 @@ class {{ hyperopt }}(IHyperOpt): return populate_buy_trend @staticmethod - def indicator_space() -> List[Dimension]: + def sell_indicator_space() -> List[Dimension]: """ - Define your Hyperopt space for searching buy strategy parameters. + Define your Hyperopt space for searching sell strategy parameters. """ return [ - {{ buy_space | indent(12) }} + {{ sell_space | indent(12) }} ] @staticmethod @@ -126,11 +135,3 @@ class {{ hyperopt }}(IHyperOpt): return populate_sell_trend - @staticmethod - def sell_indicator_space() -> List[Dimension]: - """ - Define your Hyperopt space for searching sell strategy parameters. - """ - return [ - {{ sell_space | indent(12) }} - ] diff --git a/freqtrade/templates/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py index 10743e911..ed1af7718 100644 --- a/freqtrade/templates/sample_hyperopt.py +++ b/freqtrade/templates/sample_hyperopt.py @@ -45,6 +45,23 @@ class SampleHyperOpt(IHyperOpt): https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py. """ + @staticmethod + def indicator_space() -> List[Dimension]: + """ + Define your Hyperopt space for searching buy strategy parameters. + """ + return [ + Integer(10, 25, name='mfi-value'), + Integer(15, 45, name='fastd-value'), + Integer(20, 50, name='adx-value'), + Integer(20, 40, name='rsi-value'), + Categorical([True, False], name='mfi-enabled'), + Categorical([True, False], name='fastd-enabled'), + Categorical([True, False], name='adx-enabled'), + Categorical([True, False], name='rsi-enabled'), + Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger') + ] + @staticmethod def buy_strategy_generator(params: Dict[str, Any]) -> Callable: """ @@ -92,20 +109,22 @@ class SampleHyperOpt(IHyperOpt): return populate_buy_trend @staticmethod - def indicator_space() -> List[Dimension]: + def sell_indicator_space() -> List[Dimension]: """ - Define your Hyperopt space for searching buy strategy parameters. + Define your Hyperopt space for searching sell strategy parameters. """ return [ - Integer(10, 25, name='mfi-value'), - Integer(15, 45, name='fastd-value'), - Integer(20, 50, name='adx-value'), - Integer(20, 40, name='rsi-value'), - Categorical([True, False], name='mfi-enabled'), - Categorical([True, False], name='fastd-enabled'), - Categorical([True, False], name='adx-enabled'), - Categorical([True, False], name='rsi-enabled'), - Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger') + Integer(75, 100, name='sell-mfi-value'), + Integer(50, 100, name='sell-fastd-value'), + Integer(50, 100, name='sell-adx-value'), + Integer(60, 100, name='sell-rsi-value'), + Categorical([True, False], name='sell-mfi-enabled'), + Categorical([True, False], name='sell-fastd-enabled'), + Categorical([True, False], name='sell-adx-enabled'), + Categorical([True, False], name='sell-rsi-enabled'), + Categorical(['sell-bb_upper', + 'sell-macd_cross_signal', + 'sell-sar_reversal'], name='sell-trigger') ] @staticmethod @@ -153,56 +172,3 @@ class SampleHyperOpt(IHyperOpt): return dataframe return populate_sell_trend - - @staticmethod - def sell_indicator_space() -> List[Dimension]: - """ - Define your Hyperopt space for searching sell strategy parameters. - """ - return [ - Integer(75, 100, name='sell-mfi-value'), - Integer(50, 100, name='sell-fastd-value'), - Integer(50, 100, name='sell-adx-value'), - Integer(60, 100, name='sell-rsi-value'), - Categorical([True, False], name='sell-mfi-enabled'), - Categorical([True, False], name='sell-fastd-enabled'), - Categorical([True, False], name='sell-adx-enabled'), - Categorical([True, False], name='sell-rsi-enabled'), - Categorical(['sell-bb_upper', - 'sell-macd_cross_signal', - 'sell-sar_reversal'], name='sell-trigger') - ] - - def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - """ - Based on TA indicators. Should be a copy of same method from strategy. - Must align to populate_indicators in this file. - Only used when --spaces does not include buy space. - """ - dataframe.loc[ - ( - (dataframe['close'] < dataframe['bb_lowerband']) & - (dataframe['mfi'] < 16) & - (dataframe['adx'] > 25) & - (dataframe['rsi'] < 21) - ), - 'buy'] = 1 - - return dataframe - - def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - """ - Based on TA indicators. Should be a copy of same method from strategy. - Must align to populate_indicators in this file. - Only used when --spaces does not include sell space. - """ - dataframe.loc[ - ( - (qtpylib.crossed_above( - dataframe['macdsignal'], dataframe['macd'] - )) & - (dataframe['fastd'] > 54) - ), - 'sell'] = 1 - - return dataframe diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py index 52e397466..7736570f7 100644 --- a/freqtrade/templates/sample_hyperopt_advanced.py +++ b/freqtrade/templates/sample_hyperopt_advanced.py @@ -60,6 +60,23 @@ class AdvancedSampleHyperOpt(IHyperOpt): dataframe['sar'] = ta.SAR(dataframe) return dataframe + @staticmethod + def indicator_space() -> List[Dimension]: + """ + Define your Hyperopt space for searching buy strategy parameters. + """ + return [ + Integer(10, 25, name='mfi-value'), + Integer(15, 45, name='fastd-value'), + Integer(20, 50, name='adx-value'), + Integer(20, 40, name='rsi-value'), + Categorical([True, False], name='mfi-enabled'), + Categorical([True, False], name='fastd-enabled'), + Categorical([True, False], name='adx-enabled'), + Categorical([True, False], name='rsi-enabled'), + Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger') + ] + @staticmethod def buy_strategy_generator(params: Dict[str, Any]) -> Callable: """ @@ -106,20 +123,22 @@ class AdvancedSampleHyperOpt(IHyperOpt): return populate_buy_trend @staticmethod - def indicator_space() -> List[Dimension]: + def sell_indicator_space() -> List[Dimension]: """ - Define your Hyperopt space for searching strategy parameters + Define your Hyperopt space for searching sell strategy parameters. """ return [ - Integer(10, 25, name='mfi-value'), - Integer(15, 45, name='fastd-value'), - Integer(20, 50, name='adx-value'), - Integer(20, 40, name='rsi-value'), - Categorical([True, False], name='mfi-enabled'), - Categorical([True, False], name='fastd-enabled'), - Categorical([True, False], name='adx-enabled'), - Categorical([True, False], name='rsi-enabled'), - Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger') + Integer(75, 100, name='sell-mfi-value'), + Integer(50, 100, name='sell-fastd-value'), + Integer(50, 100, name='sell-adx-value'), + Integer(60, 100, name='sell-rsi-value'), + Categorical([True, False], name='sell-mfi-enabled'), + Categorical([True, False], name='sell-fastd-enabled'), + Categorical([True, False], name='sell-adx-enabled'), + Categorical([True, False], name='sell-rsi-enabled'), + Categorical(['sell-bb_upper', + 'sell-macd_cross_signal', + 'sell-sar_reversal'], name='sell-trigger') ] @staticmethod @@ -168,25 +187,6 @@ class AdvancedSampleHyperOpt(IHyperOpt): return populate_sell_trend - @staticmethod - def sell_indicator_space() -> List[Dimension]: - """ - Define your Hyperopt space for searching sell strategy parameters - """ - return [ - Integer(75, 100, name='sell-mfi-value'), - Integer(50, 100, name='sell-fastd-value'), - Integer(50, 100, name='sell-adx-value'), - Integer(60, 100, name='sell-rsi-value'), - Categorical([True, False], name='sell-mfi-enabled'), - Categorical([True, False], name='sell-fastd-enabled'), - Categorical([True, False], name='sell-adx-enabled'), - Categorical([True, False], name='sell-rsi-enabled'), - Categorical(['sell-bb_upper', - 'sell-macd_cross_signal', - 'sell-sar_reversal'], name='sell-trigger') - ] - @staticmethod def generate_roi_table(params: Dict) -> Dict[int, float]: """ @@ -267,40 +267,3 @@ class AdvancedSampleHyperOpt(IHyperOpt): Categorical([True, False], name='trailing_only_offset_is_reached'), ] - - def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - """ - Based on TA indicators. - Can be a copy of the corresponding method from the strategy, - or will be loaded from the strategy. - Must align to populate_indicators used (either from this File, or from the strategy) - Only used when --spaces does not include buy - """ - dataframe.loc[ - ( - (dataframe['close'] < dataframe['bb_lowerband']) & - (dataframe['mfi'] < 16) & - (dataframe['adx'] > 25) & - (dataframe['rsi'] < 21) - ), - 'buy'] = 1 - - return dataframe - - def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - """ - Based on TA indicators. - Can be a copy of the corresponding method from the strategy, - or will be loaded from the strategy. - Must align to populate_indicators used (either from this File, or from the strategy) - Only used when --spaces does not include sell - """ - dataframe.loc[ - ( - (qtpylib.crossed_above( - dataframe['macdsignal'], dataframe['macd'] - )) & - (dataframe['fastd'] > 54) - ), - 'sell'] = 1 - return dataframe