adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into data_handler

Browse Source
This commit is contained in:
Matthias
2020-02-09 15:16:43 +01:00
parent 1b9af9d2d8 f41de38498
commit d65a06947d
74 changed files with 1078 additions and 408 deletions
Download Patch File Download Diff File Expand all files Collapse all files

47
freqtrade/optimize/hyperopt.py
View File

@@ -60,6 +60,7 @@ class Hyperopt:
hyperopt = Hyperopt(config)
hyperopt.start()
"""
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
@@ -91,13 +92,13 @@ class Hyperopt:
# Populate functions here (hasattr is slow so should not be run during "regular" operations)
if hasattr(self.custom_hyperopt, 'populate_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'):
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'):
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
if self.config.get('use_max_market_positions', True):
@@ -118,11 +119,11 @@ class Hyperopt:
self.print_json = self.config.get('print_json', False)
@staticmethod
def get_lock_filename(config) -> str:
def get_lock_filename(config: Dict[str, Any]) -> str:
return str(config['user_data_dir'] / 'hyperopt.lock')
def clean_hyperopt(self):
def clean_hyperopt(self) -> None:
"""
Remove hyperopt pickle files to restart hyperopt.
"""
@@ -159,7 +160,7 @@ class Hyperopt:
f"saved to '{self.trials_file}'.")
@staticmethod
def _read_trials(trials_file) -> List:
def _read_trials(trials_file: Path) -> List:
"""
Read hyperopt trials file
"""
@@ -190,7 +191,7 @@ class Hyperopt:
return result
@staticmethod
def print_epoch_details(results, total_epochs, print_json: bool,
def print_epoch_details(results, total_epochs: int, print_json: bool,
no_header: bool = False, header_str: str = None) -> None:
"""
Display details of the hyperopt result
@@ -219,7 +220,7 @@ class Hyperopt:
Hyperopt._params_pretty_print(params, 'trailing', "Trailing stop:")
@staticmethod
def _params_update_for_json(result_dict, params, space: str):
def _params_update_for_json(result_dict, params, space: str) -> None:
if space in params:
space_params = Hyperopt._space_params(params, space)
if space in ['buy', 'sell']:
@@ -236,7 +237,7 @@ class Hyperopt:
result_dict.update(space_params)
@staticmethod
def _params_pretty_print(params, space: str, header: str):
def _params_pretty_print(params, space: str, header: str) -> None:
if space in params:
space_params = Hyperopt._space_params(params, space, 5)
if space == 'stoploss':
@@ -252,7 +253,7 @@ class Hyperopt:
return round_dict(d, r) if r else d
@staticmethod
def is_best_loss(results, current_best_loss) -> bool:
def is_best_loss(results, current_best_loss: float) -> bool:
return results['loss'] < current_best_loss
def print_results(self, results) -> None:
@@ -346,15 +347,15 @@ class Hyperopt:
if self.has_space('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'):
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'):
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'):
self.backtesting.strategy.stoploss = params_dict['stoploss']
@@ -373,12 +374,12 @@ class Hyperopt:
min_date, max_date = get_timerange(processed)
backtesting_results = self.backtesting.backtest(
processed=processed,
stake_amount=self.config['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=self.max_open_trades,
position_stacking=self.position_stacking,
processed=processed,
stake_amount=self.config['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=self.max_open_trades,
position_stacking=self.position_stacking,
)
return self._get_results_dict(backtesting_results, min_date, max_date,
params_dict, params_details)
@@ -439,7 +440,7 @@ class Hyperopt:
random_state=self.random_state,
)
def fix_optimizer_models_list(self):
def fix_optimizer_models_list(self) -> None:
"""
WORKAROUND: Since skopt is not actively supported, this resolves problems with skopt
memory usage, see also: https://github.com/scikit-optimize/scikit-optimize/pull/746
@@ -461,7 +462,7 @@ class Hyperopt:
wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked)
@staticmethod
def load_previous_results(trials_file) -> List:
def load_previous_results(trials_file: Path) -> List:
"""
Load data for epochs from the file if we have one
"""
@@ -470,8 +471,8 @@ class Hyperopt:
trials = Hyperopt._read_trials(trials_file)
if trials[0].get('is_best') is None:
raise OperationalException(
"The file with Hyperopt results is incompatible with this version "
"of Freqtrade and cannot be loaded.")
"The file with Hyperopt results is incompatible with this version "
"of Freqtrade and cannot be loaded.")
logger.info(f"Loaded {len(trials)} previous evaluations from disk.")
return trials