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Merge pull request #1795 from hroff-1902/hyperopt-opt-params

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hyperopt: --random-state for optimizer to get reproducible results
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Matthias 2019-04-24 07:10:02 +02:00 committed by GitHub
commit bced53966e
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3 changed files with 28 additions and 18 deletions
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20
freqtrade/arguments.py
View File

@ -306,6 +306,14 @@ class Arguments(object):
dest='print_all',
default=False
)
parser.add_argument(
'--random-state',
help='Set random state to some positive integer for reproducible hyperopt results.',
dest='hyperopt_random_state',
default=None,
type=Arguments.check_int_positive,
metavar='INT',
)
def _build_subcommands(self) -> None:
"""
@ -376,6 +384,18 @@ class Arguments(object):
return TimeRange(stype[0], stype[1], start, stop)
raise Exception('Incorrect syntax for timerange "%s"' % text)
@staticmethod
def check_int_positive(value) -> int:
try:
uint = int(value)
if uint <= 0:
raise ValueError
except ValueError:
raise argparse.ArgumentTypeError(
f"{value} is invalid for this parameter, should be a positive integer value"
)
return uint
def scripts_options(self) -> None:
"""
Parses given arguments for scripts.

23
freqtrade/configuration.py
View File

@ -201,24 +201,20 @@ class Configuration(object):
:return: configuration as dictionary
"""
# If -i/--ticker-interval is used we override the configuration parameter
# (that will override the strategy configuration)
# This will override the strategy configuration
if 'ticker_interval' in self.args and self.args.ticker_interval:
config.update({'ticker_interval': self.args.ticker_interval})
logger.info('Parameter -i/--ticker-interval detected ...')
logger.info('Using ticker_interval: %s ...', config.get('ticker_interval'))
# If -l/--live is used we add it to the configuration
if 'live' in self.args and self.args.live:
config.update({'live': True})
logger.info('Parameter -l/--live detected ...')
# If --enable-position-stacking is used we add it to the configuration
if 'position_stacking' in self.args and self.args.position_stacking:
config.update({'position_stacking': True})
logger.info('Parameter --enable-position-stacking detected ...')
# If --disable-max-market-positions or --max_open_trades is used we update configuration
if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions:
config.update({'use_max_market_positions': False})
logger.info('Parameter --disable-max-market-positions detected ...')
@ -230,25 +226,21 @@ class Configuration(object):
else:
logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
# If --stake_amount is used we update configuration
if 'stake_amount' in self.args and self.args.stake_amount:
config.update({'stake_amount': self.args.stake_amount})
logger.info('Parameter --stake_amount detected, overriding stake_amount to: %s ...',
config.get('stake_amount'))
# If --timerange is used we add it to the configuration
if 'timerange' in self.args and self.args.timerange:
config.update({'timerange': self.args.timerange})
logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
# If --datadir is used we add it to the configuration
if 'datadir' in self.args and self.args.datadir:
config.update({'datadir': self._create_datadir(config, self.args.datadir)})
else:
config.update({'datadir': self._create_datadir(config, None)})
logger.info('Using data folder: %s ...', config.get('datadir'))
# If -r/--refresh-pairs-cached is used we add it to the configuration
if 'refresh_pairs' in self.args and self.args.refresh_pairs:
config.update({'refresh_pairs': True})
logger.info('Parameter -r/--refresh-pairs-cached detected ...')
@ -261,12 +253,10 @@ class Configuration(object):
config.update({'ticker_interval': self.args.ticker_interval})
logger.info('Overriding ticker interval with Command line argument')
# If --export is used we add it to the configuration
if 'export' in self.args and self.args.export:
config.update({'export': self.args.export})
logger.info('Parameter --export detected: %s ...', self.args.export)
# If --export-filename is used we add it to the configuration
if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename:
config.update({'exportfilename': self.args.exportfilename})
logger.info('Storing backtest results to %s ...', self.args.exportfilename)
@ -279,12 +269,10 @@ class Configuration(object):
:return: configuration as dictionary
"""
# If --timerange is used we add it to the configuration
if 'timerange' in self.args and self.args.timerange:
config.update({'timerange': self.args.timerange})
logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
# If --timerange is used we add it to the configuration
if 'stoploss_range' in self.args and self.args.stoploss_range:
txt_range = eval(self.args.stoploss_range)
config['edge'].update({'stoploss_range_min': txt_range[0]})
@ -292,7 +280,6 @@ class Configuration(object):
config['edge'].update({'stoploss_range_step': txt_range[2]})
logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range)
# If -r/--refresh-pairs-cached is used we add it to the configuration
if 'refresh_pairs' in self.args and self.args.refresh_pairs:
config.update({'refresh_pairs': True})
logger.info('Parameter -r/--refresh-pairs-cached detected ...')
@ -309,13 +296,11 @@ class Configuration(object):
# Add the hyperopt file to use
config.update({'hyperopt': self.args.hyperopt})
# If --epochs is used we add it to the configuration
if 'epochs' in self.args and self.args.epochs:
config.update({'epochs': self.args.epochs})
logger.info('Parameter --epochs detected ...')
logger.info('Will run Hyperopt with for %s epochs ...', config.get('epochs'))
# If --spaces is used we add it to the configuration
if 'spaces' in self.args and self.args.spaces:
config.update({'spaces': self.args.spaces})
logger.info('Parameter -s/--spaces detected: %s', config.get('spaces'))
@ -324,11 +309,15 @@ class Configuration(object):
config.update({'print_all': self.args.print_all})
logger.info('Parameter --print-all detected: %s', config.get('print_all'))
# If -r/--refresh-pairs-cached is used we add it to the configuration
if 'refresh_pairs' in self.args and self.args.refresh_pairs:
config.update({'refresh_pairs': True})
logger.info('Parameter -r/--refresh-pairs-cached detected ...')
if 'hyperopt_random_state' in self.args and self.args.hyperopt_random_state is not None:
config.update({'hyperopt_random_state': self.args.hyperopt_random_state})
logger.info("Parameter --random-state detected: %s",
config.get('hyperopt_random_state'))
return config
def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]:

3
freqtrade/optimize/hyperopt.py
View File

@ -236,7 +236,8 @@ class Hyperopt(Backtesting):
base_estimator="ET",
acq_optimizer="auto",
n_initial_points=30,
acq_optimizer_kwargs={'n_jobs': cpu_count}
acq_optimizer_kwargs={'n_jobs': cpu_count},
random_state=self.config.get('hyperopt_random_state', None)
)
def run_optimizer_parallel(self, parallel, asked) -> List: