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Combine Legacy and advanced hyperopt sections

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Matthias
2021-04-03 16:08:08 +02:00
parent 32a503491d
commit c2d43a526c
3 changed files with 282 additions and 340 deletions
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docs/hyperopt.md
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@@ -15,7 +15,7 @@ To learn how to get data for the pairs and exchange you're interested in, head o
!!! Note
Since 2021.4 release you no longer have to write a separate hyperopt class, but can configure the parameters directly in the strategy.
The legacy method is still supported, but it is no longer the recommended way of setting up hyperopt.
The legacy documentation is available at [Legacy Hyperopt](hyperopt_legacy.md).
The legacy documentation is available at [Legacy Hyperopt](advanced-hyperopt.md#legacy-hyperopt).
## Install hyperopt dependencies
@@ -247,12 +247,11 @@ class MyAwesomeStrategy(IStrategy):
buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal']),
```
Above definition says: I have five parameters I want you to randomly combine
to find the best combination. Two of them are integer values (`buy_adx`
and `buy_rsi`) and I want you test in the range of values 20 to 40.
Above definition says: I have five parameters I want to randomly combine to find the best combination.
Two of them are integer values (`buy_adx` and `buy_rsi`) and I want you test in the range of values 20 to 40.
Then we have three category variables. First two are either `True` or `False`.
We use these to either enable or disable the ADX and RSI guards. The last
one we call `trigger` and use it to decide which buy trigger we want to use.
We use these to either enable or disable the ADX and RSI guards.
The last one we call `trigger` and use it to decide which buy trigger we want to use.
So let's write the buy strategy using these values:
@@ -349,8 +348,7 @@ The `--spaces all` option determines that all possible parameters should be opti
### Execute Hyperopt with different historical data source
If you would like to hyperopt parameters using an alternate historical data set that
you have on-disk, use the `--datadir PATH` option. By default, hyperopt
uses data from directory `user_data/data`.
you have on-disk, use the `--datadir PATH` option. By default, hyperopt uses data from directory `user_data/data`.
### Running Hyperopt with a smaller test-set