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Update hyperopt-loss to use resolver

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This commit is contained in:
Matthias
2019-07-16 06:27:23 +02:00
parent 7d62bb8c53
commit d23179e25c
9 changed files with 177 additions and 120 deletions
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22
freqtrade/optimize/hyperopt.py
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@@ -18,12 +18,10 @@ from pandas import DataFrame
from skopt import Optimizer
from skopt.space import Dimension
from freqtrade import OperationalException
from freqtrade.configuration import Arguments
from freqtrade.data.history import load_data, get_timeframe
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
from freqtrade.optimize.hyperopt_loss import hyperopt_loss_legacy, hyperopt_loss_sharpe
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver, HyperOptLossResolver
logger = logging.getLogger(__name__)
@@ -48,6 +46,9 @@ class Hyperopt(Backtesting):
super().__init__(config)
self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
# set TARGET_TRADES to suit your number concurrent trades so its realistic
# to the number of days
self.target_trades = 600
@@ -74,21 +75,6 @@ class Hyperopt(Backtesting):
self.trials_file = TRIALSDATA_PICKLE
self.trials: List = []
# Assign loss function
if self.config.get('loss_function', 'legacy') == 'legacy':
self.calculate_loss = hyperopt_loss_legacy # type: ignore
elif self.config.get('loss_function', 'sharpe') == 'sharpe':
self.calculate_loss = hyperopt_loss_sharpe # type: ignore
elif (self.config['loss_function'] == 'custom' and
hasattr(self.custom_hyperopt, 'hyperopt_loss_custom')):
self.calculate_loss = self.custom_hyperopt.hyperopt_loss_custom # type: ignore
# Implement fallback to avoid odd crashes when custom-hyperopt fails to load.
if not hasattr(self.custom_hyperopt, 'hyperopt_loss_custom'):
logger.warning("Could not load hyperopt configuration. "
"Falling back to legacy configuration.")
raise OperationalException("Could not load hyperopt loss function.")
# Populate functions here (hasattr is slow so should not be run during "regular" operations)
if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
self.advise_buy = self.custom_hyperopt.populate_buy_trend # type: ignore