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make args available for optimizer and use them instead of guessing from params

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This commit is contained in:
Janne Sinivirta 2018-02-16 14:00:12 +02:00
parent ec8bf82695
commit bf72b5bc37
1 changed files with 44 additions and 39 deletions
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15
freqtrade/optimize/hyperopt.py
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@ -403,24 +403,27 @@ def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
return populate_buy_trend return populate_buy_trend
def generate_optimizer(args):
def optimizer(params): def optimizer(params):
global _CURRENT_TRIES global _CURRENT_TRIES
strategy = Strategy() strategy = Strategy()
if 'roi_t1' in params: if has_space(args.spaces, 'roi'):
strategy.minimal_roi = generate_roi_table(params) strategy.minimal_roi = generate_roi_table(params)
if 'trigger' in params: if has_space(args.spaces, 'buy'):
backtesting.populate_buy_trend = buy_strategy_generator(params) backtesting.populate_buy_trend = buy_strategy_generator(params)
if 'stoploss' in params: if has_space(args.spaces, 'stoploss'):
stoploss = params['stoploss'] stoploss = params['stoploss']
else: else:
stoploss = strategy.stoploss stoploss = strategy.stoploss
results = backtest({'stake_amount': OPTIMIZE_CONFIG['stake_amount'], results = backtest({'stake_amount': OPTIMIZE_CONFIG['stake_amount'],
'processed': PROCESSED, 'processed': PROCESSED,
'stoploss': stoploss}) 'stoploss': stoploss,
'realistic': args.realistic_simulation,
})
result_explanation = format_results(results) result_explanation = format_results(results)
total_profit = results.profit_percent.sum() total_profit = results.profit_percent.sum()
@ -451,6 +454,8 @@ def optimizer(params):
'result': result_explanation, 'result': result_explanation,
} }
return optimizer
def format_results(results: DataFrame): def format_results(results: DataFrame):
return ('{:6d} trades. Avg profit {: 5.2f}%. ' return ('{:6d} trades. Avg profit {: 5.2f}%. '
@ -519,7 +524,7 @@ def start(args):
try: try:
best_parameters = fmin( best_parameters = fmin(
fn=optimizer, fn=generate_optimizer(args),
space=hyperopt_space(args.spaces), space=hyperopt_space(args.spaces),
algo=tpe.suggest, algo=tpe.suggest,
max_evals=TOTAL_TRIES, max_evals=TOTAL_TRIES,