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Fix hyperopt exchange name

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This commit is contained in:
Ramon Bastiaans 2018-02-02 01:10:01 +01:00
parent 9ca61389cb
commit c819d73cb0
1 changed files with 18 additions and 10 deletions
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28
freqtrade/optimize/hyperopt.py
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@ -19,10 +19,10 @@ from hyperopt.mongoexp import MongoTrials
from pandas import DataFrame
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade import OperationalException
# Monkey patch config
from freqtrade import main # noqa; noqa
from freqtrade import exchange, misc, optimize
from freqtrade.exchange import Bittrex
from freqtrade.misc import load_config
from freqtrade.optimize import backtesting
from freqtrade.optimize.backtesting import backtest
@ -401,7 +401,8 @@ def optimizer(params):
results = backtest({'stake_amount': OPTIMIZE_CONFIG['stake_amount'],
'processed': PROCESSED,
'stoploss': params['stoploss']})
'stoploss': params['stoploss'],
'exchange_name': _CONFIG['exchange']['name']})
result_explanation = format_results(results)
total_profit = results.profit_percent.sum()
@ -445,12 +446,10 @@ def format_results(results: DataFrame):
def start(args):
global TOTAL_TRIES, PROCESSED, TRIALS, _CURRENT_TRIES
global TOTAL_TRIES, PROCESSED, TRIALS, _CURRENT_TRIES, _CONFIG
TOTAL_TRIES = args.epochs
exchange._API = Bittrex({'key': '', 'secret': ''})
# Initialize logger
logging.basicConfig(
level=args.loglevel,
@ -458,18 +457,27 @@ def start(args):
)
logger.info('Using config: %s ...', args.config)
config = load_config(args.config)
pairs = config['exchange']['pair_whitelist']
_CONFIG = load_config(args.config)
pairs = _CONFIG['exchange']['pair_whitelist']
exchange_name = _CONFIG['exchange']['name']
try:
exchange_class = exchange.Exchanges[exchange_name.upper()].value
except KeyError:
raise OperationalException('Exchange {} is not supported'.format(
exchange_name))
exchange._API = exchange_class({'key': '', 'secret': ''})
# If -i/--ticker-interval is use we override the configuration parameter
# (that will override the strategy configuration)
if args.ticker_interval:
config.update({'ticker_interval': args.ticker_interval})
_CONFIG.update({'ticker_interval': args.ticker_interval})
# init the strategy to use
config.update({'strategy': args.strategy})
_CONFIG.update({'strategy': args.strategy})
strategy = Strategy()
strategy.init(config)
strategy.init(_CONFIG)
timerange = misc.parse_timerange(args.timerange)
data = optimize.load_data(args.datadir, pairs=pairs,