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Move hyperoptresolver to resolvers package

This commit is contained in:
Matthias 2018-11-24 20:14:08 +01:00
parent 2c0d0946e6
commit cc7b820978
7 changed files with 75 additions and 114 deletions
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2
freqtrade/optimize/hyperopt.py
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@ -22,7 +22,7 @@ from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
from freqtrade.optimize import load_data
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.optimize.hyperopt_resolver import HyperOptResolver
from freqtrade.resolvers import HyperOptResolver
logger = logging.getLogger(__name__)

104
freqtrade/optimize/hyperopt_resolver.py
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@ -1,104 +0,0 @@
# pragma pylint: disable=attribute-defined-outside-init
"""
This module load custom hyperopts
"""
import importlib.util
import inspect
import logging
import os
from typing import Optional, Dict, Type
from freqtrade.constants import DEFAULT_HYPEROPT
from freqtrade.optimize.hyperopt_interface import IHyperOpt
logger = logging.getLogger(__name__)
class HyperOptResolver(object):
"""
This class contains all the logic to load custom hyperopt class
"""
__slots__ = ['hyperopt']
def __init__(self, config: Optional[Dict] = None) -> None:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
"""
config = config or {}
# 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, extra_dir=config.get('hyperopt_path'))
def _load_hyperopt(
self, hyperopt_name: str, extra_dir: Optional[str] = None) -> IHyperOpt:
"""
Search and loads the specified hyperopt.
:param hyperopt_name: name of the module to import
:param extra_dir: additional directory to search for the given hyperopt
:return: HyperOpt instance or None
"""
current_path = os.path.dirname(os.path.realpath(__file__))
abs_paths = [
os.path.join(current_path, '..', '..', 'user_data', 'hyperopts'),
current_path,
]
if extra_dir:
# Add extra hyperopt directory on top of search paths
abs_paths.insert(0, extra_dir)
for path in abs_paths:
hyperopt = self._search_hyperopt(path, hyperopt_name)
if hyperopt:
logger.info('Using resolved hyperopt %s from \'%s\'', hyperopt_name, path)
return hyperopt
raise ImportError(
"Impossible to load Hyperopt '{}'. This class does not exist"
" or contains Python code errors".format(hyperopt_name)
)
@staticmethod
def _get_valid_hyperopts(module_path: str, hyperopt_name: str) -> Optional[Type[IHyperOpt]]:
"""
Returns a list of all possible hyperopts for the given module_path
:param module_path: absolute path to the module
:param hyperopt_name: Class name of the hyperopt
:return: Tuple with (name, class) or None
"""
# Generate spec based on absolute path
spec = importlib.util.spec_from_file_location('user_data.hyperopts', module_path)
module = importlib.util.module_from_spec(spec)
spec.loader.exec_module(module) # type: ignore # importlib does not use typehints
valid_hyperopts_gen = (
obj for name, obj in inspect.getmembers(module, inspect.isclass)
if hyperopt_name == name and IHyperOpt in obj.__bases__
)
return next(valid_hyperopts_gen, None)
@staticmethod
def _search_hyperopt(directory: str, hyperopt_name: str) -> Optional[IHyperOpt]:
"""
Search for the hyperopt_name in the given directory
:param directory: relative or absolute directory path
:return: name of the hyperopt class
"""
logger.debug('Searching for hyperopt %s in \'%s\'', hyperopt_name, directory)
for entry in os.listdir(directory):
# Only consider python files
if not entry.endswith('.py'):
logger.debug('Ignoring %s', entry)
continue
hyperopt = HyperOptResolver._get_valid_hyperopts(
os.path.abspath(os.path.join(directory, entry)), hyperopt_name
)
if hyperopt:
return hyperopt()
return None

3
freqtrade/resolvers/__init__.py
View File

@ -1,2 +1,3 @@
from freqtrade.resolvers.iresolver import IResolver # noqa: F401
from freqtrade.resolvers.strategyresolver import StrategyResolver # noqa: F401
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver # noqa: F401
from freqtrade.resolvers.strategy_resolver import StrategyResolver # noqa: F401

64
freqtrade/resolvers/hyperopt_resolver.py Normal file
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@ -0,0 +1,64 @@
# pragma pylint: disable=attribute-defined-outside-init
"""
This module load custom hyperopts
"""
import logging
from os import path
from typing import Optional, Dict
from freqtrade.constants import DEFAULT_HYPEROPT
from freqtrade.optimize.hyperopt_interface import IHyperOpt
from freqtrade.resolvers import IResolver
logger = logging.getLogger(__name__)
class HyperOptResolver(IResolver):
"""
This class contains all the logic to load custom hyperopt class
"""
__slots__ = ['hyperopt']
def __init__(self, config: Optional[Dict] = None) -> None:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
"""
config = config or {}
# 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, extra_dir=config.get('hyperopt_path'))
def _load_hyperopt(
self, hyperopt_name: str, extra_dir: Optional[str] = None) -> IHyperOpt:
"""
Search and loads the specified hyperopt.
:param hyperopt_name: name of the module to import
:param extra_dir: additional directory to search for the given hyperopt
:return: HyperOpt instance or None
"""
current_path = path.join(path.dirname(path.dirname(path.realpath(__file__))), 'optimize')
abs_paths = [
path.join(current_path, '..', '..', 'user_data', 'hyperopts'),
current_path,
]
if extra_dir:
# Add extra hyperopt directory on top of search paths
abs_paths.insert(0, extra_dir)
for _path in abs_paths:
hyperopt = self._search_object(directory=_path, object_type=IHyperOpt,
object_name=hyperopt_name)
if hyperopt:
logger.info('Using resolved hyperopt %s from \'%s\'', hyperopt_name, _path)
return hyperopt
raise ImportError(
"Impossible to load Hyperopt '{}'. This class does not exist"
" or contains Python code errors".format(hyperopt_name)
)

2
freqtrade/resolvers/iresolver.py
View File

@ -48,7 +48,7 @@ class IResolver(object):
@staticmethod
def _search_object(directory: str, object_type, object_name: str,
kwargs: dict) -> Optional[Any]:
kwargs: dict = {}) -> Optional[Any]:
"""
Search for the objectname in the given directory
:param directory: relative or absolute directory path

2
freqtrade/resolvers/strategyresolver.py → freqtrade/resolvers/strategy_resolver.py
View File

@ -145,7 +145,7 @@ class StrategyResolver(IResolver):
return import_strategy(strategy, config=config)
except FileNotFoundError:
logger.warning('Path "%s" does not exist', path)
logger.warning('Path "%s" does not exist', _path)
raise ImportError(
"Impossible to load Strategy '{}'. This class does not exist"

12
freqtrade/tests/strategy/test_strategy.py
View File

@ -79,7 +79,7 @@ def test_load_strategy_invalid_directory(result, caplog):
resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
assert (
'freqtrade.resolvers.strategyresolver',
'freqtrade.resolvers.strategy_resolver',
logging.WARNING,
'Path "{}" does not exist'.format(extra_dir),
) in caplog.record_tuples
@ -130,7 +130,7 @@ def test_strategy_override_minimal_roi(caplog):
resolver = StrategyResolver(config)
assert resolver.strategy.minimal_roi[0] == 0.5
assert ('freqtrade.resolvers.strategyresolver',
assert ('freqtrade.resolvers.strategy_resolver',
logging.INFO,
"Override strategy 'minimal_roi' with value in config file: {'0': 0.5}."
) in caplog.record_tuples
@ -145,7 +145,7 @@ def test_strategy_override_stoploss(caplog):
resolver = StrategyResolver(config)
assert resolver.strategy.stoploss == -0.5
assert ('freqtrade.resolvers.strategyresolver',
assert ('freqtrade.resolvers.strategy_resolver',
logging.INFO,
"Override strategy 'stoploss' with value in config file: -0.5."
) in caplog.record_tuples
@ -161,7 +161,7 @@ def test_strategy_override_ticker_interval(caplog):
resolver = StrategyResolver(config)
assert resolver.strategy.ticker_interval == 60
assert ('freqtrade.resolvers.strategyresolver',
assert ('freqtrade.resolvers.strategy_resolver',
logging.INFO,
"Override strategy 'ticker_interval' with value in config file: 60."
) in caplog.record_tuples
@ -177,7 +177,7 @@ def test_strategy_override_process_only_new_candles(caplog):
resolver = StrategyResolver(config)
assert resolver.strategy.process_only_new_candles
assert ('freqtrade.resolvers.strategyresolver',
assert ('freqtrade.resolvers.strategy_resolver',
logging.INFO,
"Override process_only_new_candles 'process_only_new_candles' "
"with value in config file: True."
@ -203,7 +203,7 @@ def test_strategy_override_order_types(caplog):
for method in ['buy', 'sell', 'stoploss']:
assert resolver.strategy.order_types[method] == order_types[method]
assert ('freqtrade.resolvers.strategyresolver',
assert ('freqtrade.resolvers.strategy_resolver',
logging.INFO,
"Override strategy 'order_types' with value in config file:"
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit'}."