Disable defaulting to DefaultHyperOpts and DefaultHyperOptLoss

2019-10-10 04:37:32 +03:00 · 2019-10-10 04:37:32 +03:00 · c4105436eb
commit c4105436eb
parent 95299d94c4
6 changed files with 96 additions and 31 deletions
--- a/.travis.yml
+++ b/.travis.yml
@ -32,7 +32,7 @@ jobs:
      name: backtest
    - script:
      - cp config.json.example config.json
-      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy
+      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --customhyperopt DefaultHyperOpts --hyperopt-loss DefaultHyperOptLoss
      name: hyperopt
    - script: flake8
      name: flake8
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@ -285,8 +285,8 @@ optional arguments:
  --stake_amount STAKE_AMOUNT
                        Specify stake_amount.
  --customhyperopt NAME
-                        Specify hyperopt class name (default:
-                        `DefaultHyperOpts`).
+                        Specify hyperopt class name which will be used by the
+                        bot.
  --hyperopt-path PATH  Specify additional lookup path for Hyperopts and
                        Hyperopt Loss functions.
  --eps, --enable-position-stacking
@ -322,8 +322,8 @@ optional arguments:
                        generate completely different results, since the
                        target for optimization is different. Built-in
                        Hyperopt-loss-functions are: DefaultHyperOptLoss,
-                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss.(default:
-                        `DefaultHyperOptLoss`).
+                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss.
+

 Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@ -153,9 +153,8 @@ AVAILABLE_CLI_OPTIONS = {
    # Hyperopt
    "hyperopt": Arg(
        '--customhyperopt',
-        help='Specify hyperopt class name (default: `%(default)s`).',
+        help='Specify hyperopt class name which will be used by the bot.',
        metavar='NAME',
-        default=constants.DEFAULT_HYPEROPT,
    ),
    "hyperopt_path": Arg(
        '--hyperopt-path',
@ -232,10 +231,8 @@ AVAILABLE_CLI_OPTIONS = {
        help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
        'Different functions can generate completely different results, '
        'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
-        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.'
-        '(default: `%(default)s`).',
+        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.',
        metavar='NAME',
-        default=constants.DEFAULT_HYPEROPT_LOSS,
    ),
    # List exchanges
    "print_one_column": Arg(
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@ -9,8 +9,6 @@ PROCESS_THROTTLE_SECS = 5  # sec
 DEFAULT_TICKER_INTERVAL = 5  # min
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
-DEFAULT_HYPEROPT = 'DefaultHyperOpts'
-DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite://'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@ -8,7 +8,6 @@ from pathlib import Path
 from typing import Optional, Dict

 from freqtrade import OperationalException
-from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_HYPEROPT_LOSS
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
@ -20,17 +19,21 @@ class HyperOptResolver(IResolver):
    """
    This class contains all the logic to load custom hyperopt class
    """
-
    __slots__ = ['hyperopt']

-    def __init__(self, config: Dict) -> None:
+    def __init__(self, config: Dict = None) -> None:
        """
        Load the custom class from config parameter
        :param config: configuration dictionary
        """
+        config = config or {}
+
+        if not config.get('hyperopt'):
+            raise OperationalException("No Hyperopt set. Please use `--customhyperopt` to specify "
+                                       "the Hyperopt class to use.")
+
+        hyperopt_name = config['hyperopt']

-        # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
-        hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
        self.hyperopt = self._load_hyperopt(hyperopt_name, config,
                                            extra_dir=config.get('hyperopt_path'))

@ -75,7 +78,6 @@ class HyperOptLossResolver(IResolver):
    """
    This class contains all the logic to load custom hyperopt loss class
    """
-
    __slots__ = ['hyperoptloss']

    def __init__(self, config: Dict = None) -> None:
@ -85,17 +87,22 @@ class HyperOptLossResolver(IResolver):
        """
        config = config or {}

-        # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
-        hyperopt_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
+        if not config.get('hyperopt_loss'):
+            raise OperationalException("No Hyperopt Loss Function set. Please use "
+                                       "`--hyperopt-loss` to specify "
+                                       "the Hyperopt Loss Function class to use.")
+
+        hyperoptloss_name = config['hyperopt_loss']
+
        self.hyperoptloss = self._load_hyperoptloss(
-            hyperopt_name, config, extra_dir=config.get('hyperopt_path'))
+            hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))

        # Assign ticker_interval to be used in hyperopt
        self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])

        if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
            raise OperationalException(
-                f"Found hyperopt {hyperopt_name} does not implement `hyperopt_loss_function`.")
+                f"Found hyperopt {hyperoptloss_name} does not implement `hyperopt_loss_function`.")

    def _load_hyperoptloss(
            self, hyper_loss_name: str, config: Dict,
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@ -25,7 +25,11 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,

@pytest.fixture(scope='function')
 def hyperopt(default_conf, mocker):
-    default_conf.update({'spaces': ['all']})
+    default_conf.update({
+        'spaces': ['all'],
+        'hyperopt': 'DefaultHyperOpts',
+        'hyperopt_loss': 'DefaultHyperOptLoss',
+    })
    patch_exchange(mocker)
    return Hyperopt(default_conf)

@ -70,6 +74,8 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
    args = [
        'hyperopt',
        '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
+        '--hyperopt-loss', 'DefaultHyperOptLoss',
    ]

    config = setup_configuration(get_args(args), RunMode.HYPEROPT)
@ -101,6 +107,8 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
    args = [
        'hyperopt',
        '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
+        '--hyperopt-loss', 'DefaultHyperOptLoss',
        '--datadir', '/foo/bar',
        '--ticker-interval', '1m',
        '--timerange', ':100',
@ -155,7 +163,9 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
        'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt',
        MagicMock(return_value=hyperopts(default_conf))
    )
-    x = HyperOptResolver(default_conf, ).hyperopt
+    default_conf.update({'hyperopt': 'DefaultHyperOpts'})
+    default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
+    x = HyperOptResolver(default_conf).hyperopt
    assert not hasattr(x, 'populate_buy_trend')
    assert not hasattr(x, 'populate_sell_trend')
    assert log_has("Hyperopt class does not provide populate_sell_trend() method. "
@ -169,7 +179,15 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
    default_conf.update({'hyperopt': "NonExistingHyperoptClass"})

    with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
-        HyperOptResolver(default_conf, ).hyperopt
+        HyperOptResolver(default_conf).hyperopt
+
+
+def test_hyperoptresolver_noname(default_conf):
+    default_conf['hyperopt'] = ''
+    with pytest.raises(OperationalException,
+                       match="No Hyperopt set. Please use `--customhyperopt` to specify "
+                             "the Hyperopt class to use."):
+        HyperOptResolver(default_conf)


 def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
@ -179,7 +197,8 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
        'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
        MagicMock(return_value=hl)
    )
-    x = HyperOptLossResolver(default_conf, ).hyperoptloss
+    default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
+    x = HyperOptLossResolver(default_conf).hyperoptloss
    assert hasattr(x, "hyperopt_loss_function")


@ -187,7 +206,17 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
    default_conf.update({'hyperopt_loss': "NonExistingLossClass"})

    with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
-        HyperOptLossResolver(default_conf, ).hyperopt
+        HyperOptLossResolver(default_conf).hyperopt
+
+
+def test_hyperoptlossresolver_noname(default_conf):
+    default_conf.update({'hyperopt': 'DefaultHyperOpts'})
+    default_conf['hyperopt_loss'] = ''
+    with pytest.raises(OperationalException,
+                       match="No Hyperopt Loss Function set. Please use "
+                             "`--hyperopt-loss` to specify "
+                             "the Hyperopt Loss Function class to use."):
+        HyperOptLossResolver(default_conf)


 def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
@ -200,6 +229,8 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
    args = [
        'hyperopt',
        '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
+        '--hyperopt-loss', 'DefaultHyperOptLoss',
        '--epochs', '5'
    ]
    args = get_args(args)
@ -217,6 +248,8 @@ def test_start(mocker, default_conf, caplog) -> None:
    args = [
        'hyperopt',
        '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
+        '--hyperopt-loss', 'DefaultHyperOptLoss',
        '--epochs', '5'
    ]
    args = get_args(args)
@ -239,6 +272,8 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
    args = [
        'hyperopt',
        '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
+        '--hyperopt-loss', 'DefaultHyperOptLoss',
        '--epochs', '5'
    ]
    args = get_args(args)
@ -256,6 +291,8 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
    args = [
        'hyperopt',
        '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
+        '--hyperopt-loss', 'DefaultHyperOptLoss',
        '--epochs', '5'
    ]
    args = get_args(args)
@ -264,6 +301,7 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:


 def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
+    default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
    hl = HyperOptLossResolver(default_conf).hyperoptloss
    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
    over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
@ -276,6 +314,7 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
    resultsb = hyperopt_results.copy()
    resultsb.loc[1, 'trade_duration'] = 20

+    default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
    hl = HyperOptLossResolver(default_conf).hyperoptloss
    longer = hl.hyperopt_loss_function(hyperopt_results, 100)
    shorter = hl.hyperopt_loss_function(resultsb, 100)
@ -288,6 +327,7 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
    results_under = hyperopt_results.copy()
    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2

+    default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'})
    hl = HyperOptLossResolver(default_conf).hyperoptloss
    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
    over = hl.hyperopt_loss_function(results_over, 600)
@ -407,6 +447,8 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
    patch_exchange(mocker)

    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'all',
@ -510,10 +552,13 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:


 def test_generate_optimizer(mocker, default_conf) -> None:
-    default_conf.update({'config': 'config.json.example'})
-    default_conf.update({'timerange': None})
-    default_conf.update({'spaces': 'all'})
-    default_conf.update({'hyperopt_min_trades': 1})
+    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_min_trades': 1,
+                         })

    trades = [
        ('POWR/BTC', 0.023117, 0.000233, 100)
@ -576,6 +621,8 @@ def test_generate_optimizer(mocker, default_conf) -> None:
 def test_clean_hyperopt(mocker, default_conf, caplog):
    patch_exchange(mocker)
    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'all',
@ -592,6 +639,8 @@ def test_clean_hyperopt(mocker, default_conf, caplog):
 def test_continue_hyperopt(mocker, default_conf, caplog):
    patch_exchange(mocker)
    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'all',
@ -621,6 +670,8 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
    patch_exchange(mocker)

    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'all',
@ -658,6 +709,8 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
    patch_exchange(mocker)

    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'roi stoploss',
@ -696,6 +749,8 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
    patch_exchange(mocker)

    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'roi stoploss',
@ -737,6 +792,8 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
    patch_exchange(mocker)

    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'all',
@ -770,6 +827,8 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
    patch_exchange(mocker)

    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'buy',
@ -815,6 +874,8 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
    patch_exchange(mocker)

    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': 'sell',
@ -862,6 +923,8 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho
    patch_exchange(mocker)

    default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
+                         'hyperopt_loss': 'DefaultHyperOptLoss',
                         'epochs': 1,
                         'timerange': None,
                         'spaces': space,