full automation(build-hyperopt) prototype of strategy->hyperopt done

freqtrade/commands/__init__.py

@@ -12,7 +12,7 @@ from freqtrade.commands.data_commands import (start_convert_data, start_download
                                               start_list_data)
 from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
                                                 start_new_hyperopt, start_new_strategy)
-from freqtrade.commands.automation_commands import (start_custom_hyperopt, start_extract_strategy)
+from freqtrade.commands.automation_commands import (start_build_hyperopt, start_custom_hyperopt, start_extract_strategy)
 from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
 from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts,
                                               start_list_markets, start_list_strategies,

freqtrade/commands/arguments.py

@@ -60,6 +60,8 @@ ARGS_BUILD_CUSTOM_HYPEROPT = ["buy_indicators", "sell_indicators", "hyperopt"]
 
 ARGS_EXTRACT_STRATEGY = ["strategy", "extract_name"]
 
+ARGS_BUILD_BUILD_HYPEROPT = ["strategy", "hyperopt"]
+
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
@@ -178,7 +180,7 @@ class Arguments:
                                         start_list_data, start_list_exchanges, start_list_hyperopts,
                                         start_list_markets, start_list_strategies,
                                         start_list_timeframes, start_new_config, start_new_hyperopt,
-                                        start_custom_hyperopt, start_extract_strategy,
+                                        start_build_hyperopt, start_custom_hyperopt, start_extract_strategy,
                                         start_new_strategy, start_plot_dataframe, start_plot_profit,
                                         start_show_trades, start_test_pairlist, start_trading)
 
@@ -213,18 +215,24 @@ class Arguments:
         build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
         self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
 
-        # add build-hyperopt subcommand
+        # add custom-hyperopt subcommand
         build_custom_hyperopt_cmd = subparsers.add_parser('custom-hyperopt',
                                                           help="Build a custom hyperopt")
         build_custom_hyperopt_cmd.set_defaults(func=start_custom_hyperopt)
         self._build_args(optionlist=ARGS_BUILD_CUSTOM_HYPEROPT, parser=build_custom_hyperopt_cmd)
 
-        # add build-hyperopt subcommand
+        # add extract-strategy subcommand
         extract_strategy_cmd = subparsers.add_parser('extract-strategy',
-                                                     help="Extract data dictionaries for build-hyperopt from strategy")
+                                                     help="Extract data dictionaries for custom-hyperopt from strategy")
         extract_strategy_cmd.set_defaults(func=start_extract_strategy)
         self._build_args(optionlist=ARGS_EXTRACT_STRATEGY, parser=extract_strategy_cmd)
 
+        # add build-hyperopt subcommand
+        build_extracted_hyperopt_cmd = subparsers.add_parser('build-hyperopt',
+                                                     help="Create a hyperopt for a strategy")
+        build_extracted_hyperopt_cmd.set_defaults(func=start_build_hyperopt)
+        self._build_args(optionlist=ARGS_BUILD_BUILD_HYPEROPT, parser=build_extracted_hyperopt_cmd)
+
         # add new-strategy subcommand
         build_strategy_cmd = subparsers.add_parser('new-strategy',
                                                    help="Create new strategy")

freqtrade/commands/automation_commands.py

@@ -17,6 +17,13 @@ logger = logging.getLogger(__name__)
 
 
 # ---------------------------------------------------extract-strategy------------------------------------------------------
+'''
+    TODO
+    - get the stoploss value to optimize
+    - get the values from the guards to specify the optimzation range (cooperation with custom-hyperopt)
+'''
+
+
 def extract_dicts(strategypath: Path):
     # store the file in a list for reference
     stored_file = []
@@ -117,11 +124,11 @@ def start_extract_strategy(args: Dict[str, Any]) -> None:
 '''
     TODO
     -make the code below more dynamic with a large list of indicators and aims
-    -buy_space integer values variation based on aim(later deep learning)
+    -buy_space integer values variation based on aim and input value form extract-strategy(later deep learning)
-    -add --mode , see notes
+    -add --mode , see notes (denk hierbij ook aan value range bij guards)
-    -when making the strategy reading tool, make sure that the populate indicators gets copied to here
+    -Custom stoploss and roi (based on input from extract-strategy)
-    -Custom stoploss and roi
     -cli option to read extracted strategies files (--extraction)
+    -code cleanup (maybe the two elements functions can be combined)
 '''
 
 
@@ -144,20 +151,20 @@ def custom_hyperopt_buyelements(buy_indicators: Dict[str, str]):
         # If the indicator is a guard
         elif indicator in POSSIBLE_GUARDS:
             # get the symbol corrosponding to the value
-            aim = POSSIBLE_AIMS[buy_indicators[indicator]]
+            aim = buy_indicators[indicator]
 
             # add the guard to its argument
-            buy_guards += f"if '{indicator}-enabled' in params and params['{indicator}-enabled']: conditions.append(dataframe['{indicator}'] {aim} params['{indicator}-value'])"
+            buy_guards += f"if '{indicator}-enabled' in params and params['{indicator}-enabled']:\n    conditions.append(dataframe['{indicator}'] {aim} params['{indicator}-value'])\n"
 
             # add the space to its argument
-            buy_space += f"Integer(10, 90, name='{indicator}-value'), Categorical([True, False], name='{indicator}-enabled'),"
+            buy_space += f"Integer(10, 90, name='{indicator}-value'),\nCategorical([True, False], name='{indicator}-enabled'),\n"
         # If the indicator is a trigger
         elif indicator in POSSIBLE_TRIGGERS:
             # get the symbol corrosponding to the value
-            aim = POSSIBLE_AIMS[buy_indicators[indicator]]
+            aim = buy_indicators[indicator]
 
             # add the trigger to its argument
-            buy_triggers += f"if params['trigger'] == '{indicator}': conditions.append(dataframe['{indicator}'] {aim} dataframe['close'])"
+            buy_triggers += f"if params['trigger'] == '{indicator}':\n    conditions.append(dataframe['{indicator}'] {aim} dataframe['close'])\n"
 
     # Final line of indicator space makes all triggers
 
@@ -194,20 +201,20 @@ def custom_hyperopt_sellelements(sell_indicators: Dict[str, str]):
         # If indicator is a guard
         elif indicator in POSSIBLE_GUARDS:
             # get the symbol corrosponding to the value
-            aim = POSSIBLE_AIMS[sell_indicators[indicator]]
+            aim = sell_indicators[indicator]
 
             # add the guard to its argument
-            sell_guards += f"if '{indicator}-enabled' in params and params['sell-{indicator}-enabled']: conditions.append(dataframe['{indicator}'] {aim} params['sell-{indicator}-value'])"
+            sell_guards += f"if '{indicator}-enabled' in params and params['sell-{indicator}-enabled']:\n    conditions.append(dataframe['{indicator}'] {aim} params['sell-{indicator}-value'])\n"
 
             # add the space to its argument
-            sell_space += f"Integer(10, 90, name='sell-{indicator}-value'), Categorical([True, False], name='sell-{indicator}-enabled'),"
+            sell_space += f"Integer(10, 90, name='sell-{indicator}-value'),\nCategorical([True, False], name='sell-{indicator}-enabled'),\n"
         # If the indicator is a trigger
         elif indicator in POSSIBLE_TRIGGERS:
             # get the symbol corrosponding to the value
-            aim = POSSIBLE_AIMS[sell_indicators[indicator]]
+            aim = sell_indicators[indicator]
 
             # add the trigger to its argument
-            sell_triggers += f"if params['sell-trigger'] == 'sell-{indicator}': conditions.append(dataframe['{indicator}'] {aim} dataframe['close'])"
+            sell_triggers += f"if params['sell-trigger'] == 'sell-{indicator}':\n    conditions.append(dataframe['{indicator}'] {aim} dataframe['close'])\n"
 
     # Final line of indicator space makes all triggers
 
@@ -276,4 +283,44 @@ def start_custom_hyperopt(args: Dict[str, Any]) -> None:
         deploy_custom_hyperopt(args['hyperopt'], new_path,
                                buy_indicators, sell_indicators)
 
+
 # --------------------------------------------------build-hyperopt------------------------------------------------------
+'''
+    TODO
+    -hyperopt optional (door bv standaard naming toe te passen)
+'''
+
+
+def start_build_hyperopt(args: Dict[str, Any]) -> None:
+    """
+    Check if the right subcommands where passed and start building the hyperopt
+    """
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    # strategy and hyperopt need to be defined
+    if not 'strategy' in args or not args['strategy']:
+        raise OperationalException("`build-hyperopt` requires --strategy to be set.")
+    if not 'hyperopt' in args or not args['hyperopt']:
+        raise OperationalException("`build-hyperopt` requires --hyperopt to be set.")
+    else:
+        if args['hyperopt'] == 'DefaultHyperopt':
+            raise OperationalException("DefaultHyperopt is not allowed as name.")
+
+        # the path of the chosen strategy
+        strategy_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args['strategy'] + '.py')
+
+        # the path where the hyperopt should be written
+        new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
+        if new_path.exists():
+            raise OperationalException(f"`{new_path}` already exists. "
+                                       "Please choose another Hyperopt Name.")
+
+        # extract the buy and sell indicators as dicts
+        extracted_dicts = extract_dicts(strategy_path)
+
+        buy_indicators = extracted_dicts[0]
+        sell_indicators = extracted_dicts[1]
+
+        # use the dicts to write the hyperopt
+        deploy_custom_hyperopt(args['hyperopt'], new_path,
+                               buy_indicators, sell_indicators)

freqtrade/constants.py

@@ -388,14 +388,18 @@ TradeList = List[List]
 POSSIBLE_GUARDS = [
     "rsi", 
     "mfi", 
-    "fastd"
+    "fastd",
+    "slowk",
+    "CDLHAMMER",
+    "fisher_rsi"
 ]
 POSSIBLE_TRIGGERS = [
+    "sar",
     "bb_lowerband", 
     "bb_upperband"
 ]
-POSSIBLE_AIMS = {
+POSSIBLE_AIMS = [
-    "above": ">", 
+    ">", 
-    "below": "<",
+    "<",
-    "equal": "=="
+    "=="
-}
+]