fixed some more line alignments

This commit is contained in:
Yazeed Al Oyoun 2020-01-31 22:37:05 +01:00
parent 2396f35586
commit d038bcedb0
2 changed files with 21 additions and 20 deletions

View File

@ -404,12 +404,12 @@ class Backtesting:
) )
# Execute backtest and print results # Execute backtest and print results
all_results[self.strategy.get_strategy_name()] = self.backtest( all_results[self.strategy.get_strategy_name()] = self.backtest(
processed=preprocessed, processed=preprocessed,
stake_amount=self.config['stake_amount'], stake_amount=self.config['stake_amount'],
start_date=min_date, start_date=min_date,
end_date=max_date, end_date=max_date,
max_open_trades=max_open_trades, max_open_trades=max_open_trades,
position_stacking=position_stacking, position_stacking=position_stacking,
) )
for strategy, results in all_results.items(): for strategy, results in all_results.items():

View File

@ -59,6 +59,7 @@ class Hyperopt:
hyperopt = Hyperopt(config) hyperopt = Hyperopt(config)
hyperopt.start() hyperopt.start()
""" """
def __init__(self, config: Dict[str, Any]) -> None: def __init__(self, config: Dict[str, Any]) -> None:
self.config = config self.config = config
@ -90,13 +91,13 @@ class Hyperopt:
# Populate functions here (hasattr is slow so should not be run during "regular" operations) # Populate functions here (hasattr is slow so should not be run during "regular" operations)
if hasattr(self.custom_hyperopt, 'populate_indicators'): if hasattr(self.custom_hyperopt, 'populate_indicators'):
self.backtesting.strategy.advise_indicators = \ self.backtesting.strategy.advise_indicators = \
self.custom_hyperopt.populate_indicators # type: ignore self.custom_hyperopt.populate_indicators # type: ignore
if hasattr(self.custom_hyperopt, 'populate_buy_trend'): if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
self.backtesting.strategy.advise_buy = \ self.backtesting.strategy.advise_buy = \
self.custom_hyperopt.populate_buy_trend # type: ignore self.custom_hyperopt.populate_buy_trend # type: ignore
if hasattr(self.custom_hyperopt, 'populate_sell_trend'): if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
self.backtesting.strategy.advise_sell = \ self.backtesting.strategy.advise_sell = \
self.custom_hyperopt.populate_sell_trend # type: ignore self.custom_hyperopt.populate_sell_trend # type: ignore
# Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
if self.config.get('use_max_market_positions', True): if self.config.get('use_max_market_positions', True):
@ -345,15 +346,15 @@ class Hyperopt:
if self.has_space('roi'): if self.has_space('roi'):
self.backtesting.strategy.minimal_roi = \ self.backtesting.strategy.minimal_roi = \
self.custom_hyperopt.generate_roi_table(params_dict) self.custom_hyperopt.generate_roi_table(params_dict)
if self.has_space('buy'): if self.has_space('buy'):
self.backtesting.strategy.advise_buy = \ self.backtesting.strategy.advise_buy = \
self.custom_hyperopt.buy_strategy_generator(params_dict) self.custom_hyperopt.buy_strategy_generator(params_dict)
if self.has_space('sell'): if self.has_space('sell'):
self.backtesting.strategy.advise_sell = \ self.backtesting.strategy.advise_sell = \
self.custom_hyperopt.sell_strategy_generator(params_dict) self.custom_hyperopt.sell_strategy_generator(params_dict)
if self.has_space('stoploss'): if self.has_space('stoploss'):
self.backtesting.strategy.stoploss = params_dict['stoploss'] self.backtesting.strategy.stoploss = params_dict['stoploss']
@ -372,12 +373,12 @@ class Hyperopt:
min_date, max_date = get_timerange(processed) min_date, max_date = get_timerange(processed)
backtesting_results = self.backtesting.backtest( backtesting_results = self.backtesting.backtest(
processed=processed, processed=processed,
stake_amount=self.config['stake_amount'], stake_amount=self.config['stake_amount'],
start_date=min_date, start_date=min_date,
end_date=max_date, end_date=max_date,
max_open_trades=self.max_open_trades, max_open_trades=self.max_open_trades,
position_stacking=self.position_stacking, position_stacking=self.position_stacking,
) )
return self._get_results_dict(backtesting_results, min_date, max_date, return self._get_results_dict(backtesting_results, min_date, max_date,
params_dict, params_details) params_dict, params_details)
@ -469,8 +470,8 @@ class Hyperopt:
trials = Hyperopt._read_trials(trials_file) trials = Hyperopt._read_trials(trials_file)
if trials[0].get('is_best') is None: if trials[0].get('is_best') is None:
raise OperationalException( raise OperationalException(
"The file with Hyperopt results is incompatible with this version " "The file with Hyperopt results is incompatible with this version "
"of Freqtrade and cannot be loaded.") "of Freqtrade and cannot be loaded.")
logger.info(f"Loaded {len(trials)} previous evaluations from disk.") logger.info(f"Loaded {len(trials)} previous evaluations from disk.")
return trials return trials