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Disable defaulting to DefaultHyperOpts and DefaultHyperOptLoss

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This commit is contained in:
hroff-1902
2019-10-10 04:37:32 +03:00
parent 95299d94c4
commit c4105436eb
6 changed files with 96 additions and 31 deletions
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7
freqtrade/configuration/cli_options.py
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@@ -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(

2
freqtrade/constants.py
View File

@@ -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'

27
freqtrade/resolvers/hyperopt_resolver.py
View File

@@ -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,