From c40e6a12d1ca4f302f876c10a3a107dcb5aae1c9 Mon Sep 17 00:00:00 2001
From: gcarq <michael.egger@tsn.at>
Date: Sat, 23 Jun 2018 11:13:49 +0200
Subject: [PATCH] move logic from hyperopt to freqtrade.strategy

---
 freqtrade/optimize/hyperopt.py | 19 -------------------
 freqtrade/strategy/__init__.py | 32 ++++++++++++++++++++++++++++++++
 freqtrade/strategy/resolver.py |  5 +++--
 3 files changed, 35 insertions(+), 21 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index e52581491..7a313a3ac 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -11,7 +11,6 @@ import pickle
 import signal
 import sys
 from argparse import Namespace
-from copy import deepcopy
 from functools import reduce
 from math import exp
 from operator import itemgetter
@@ -27,25 +26,10 @@ from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
 from freqtrade.optimize import load_data
 from freqtrade.optimize.backtesting import Backtesting
-from freqtrade.strategy.interface import IStrategy
 
 logger = logging.getLogger(__name__)
 
 
-HyperoptStrategy = None
-
-
-def wrap_strategy(strategy: IStrategy) -> Optional[HyperoptStrategy]:
-    """Wraps a given Strategy instance to HyperoptStrategy"""
-    global HyperoptStrategy
-
-    attr = deepcopy(dict(strategy.__class__.__dict__))
-    # Patch module name to make it compatible with pickle
-    attr['__module__'] = 'freqtrade.optimize.hyperopt'
-    HyperoptStrategy = type('HyperoptStrategy', (IStrategy,), attr)
-    return HyperoptStrategy()
-
-
 class Hyperopt(Backtesting):
     """
     Hyperopt class, this class contains all the logic to run a hyperopt simulation
@@ -72,9 +56,6 @@ class Hyperopt(Backtesting):
         # check that the reported Σ% values do not exceed this!
         self.expected_max_profit = 3.0
 
-        # Wrap strategy to make it compatible with pickle
-        self.analyze.strategy = wrap_strategy(self.analyze.strategy)
-
         # Configuration and data used by hyperopt
         self.processed: Optional[Dict[str, Any]] = None
 
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index e69de29bb..e1dc7bb3f 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -0,0 +1,32 @@
+import logging
+from copy import deepcopy
+
+from freqtrade.strategy.interface import IStrategy
+
+
+logger = logging.getLogger(__name__)
+
+
+def import_strategy(strategy: IStrategy) -> IStrategy:
+    """
+    Imports given Strategy instance to global scope
+    of freqtrade.strategy and returns an instance of it
+    """
+    # Copy all attributes from base class and class
+    attr = deepcopy({**strategy.__class__.__dict__, **strategy.__dict__})
+    # Adjust module name
+    attr['__module__'] = 'freqtrade.strategy'
+
+    name = strategy.__class__.__name__
+    clazz = type(name, (IStrategy,), attr)
+
+    logger.debug(
+        'Imported strategy %s.%s as %s.%s',
+        strategy.__module__, strategy.__class__.__name__,
+        clazz.__module__, strategy.__class__.__name__,
+    )
+
+    # Modify global scope to declare class
+    globals()[name] = clazz
+
+    return clazz()
diff --git a/freqtrade/strategy/resolver.py b/freqtrade/strategy/resolver.py
index 3fd39bca3..3c7836291 100644
--- a/freqtrade/strategy/resolver.py
+++ b/freqtrade/strategy/resolver.py
@@ -11,6 +11,7 @@ from collections import OrderedDict
 from typing import Optional, Dict, Type
 
 from freqtrade import constants
+from freqtrade.strategy import import_strategy
 from freqtrade.strategy.interface import IStrategy
 
 
@@ -83,7 +84,7 @@ class StrategyResolver(object):
             strategy = self._search_strategy(path, strategy_name)
             if strategy:
                 logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
-                return strategy
+                return import_strategy(strategy)
 
         raise ImportError(
             "Impossible to load Strategy '{}'. This class does not exist"
@@ -100,7 +101,7 @@ class StrategyResolver(object):
         """
 
         # Generate spec based on absolute path
-        spec = importlib.util.spec_from_file_location('user_data.strategies', module_path)
+        spec = importlib.util.spec_from_file_location('unknown', module_path)
         module = importlib.util.module_from_spec(spec)
         spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints