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extract has_space to Hyperopt-Tools

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This commit is contained in:
Matthias 2021-05-01 16:36:35 +02:00
parent e050ea8dfa
commit e381df9098
3 changed files with 33 additions and 30 deletions
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44
freqtrade/optimize/hyperopt.py
View File

@ -114,7 +114,7 @@ class Hyperopt:
self.max_open_trades = 0
self.position_stacking = self.config.get('position_stacking', False)
if self.has_space('sell'):
if HyperoptTools.has_space(self.config, 'sell'):
# Make sure use_sell_signal is enabled
if 'ask_strategy' not in self.config:
self.config['ask_strategy'] = {}
@ -175,18 +175,18 @@ class Hyperopt:
"""
result: Dict = {}
if self.has_space('buy'):
if HyperoptTools.has_space(self.config, 'buy'):
result['buy'] = {p.name: params.get(p.name)
for p in self.hyperopt_space('buy')}
if self.has_space('sell'):
if HyperoptTools.has_space(self.config, 'sell'):
result['sell'] = {p.name: params.get(p.name)
for p in self.hyperopt_space('sell')}
if self.has_space('roi'):
if HyperoptTools.has_space(self.config, 'roi'):
result['roi'] = self.custom_hyperopt.generate_roi_table(params)
if self.has_space('stoploss'):
if HyperoptTools.has_space(self.config, 'stoploss'):
result['stoploss'] = {p.name: params.get(p.name)
for p in self.hyperopt_space('stoploss')}
if self.has_space('trailing'):
if HyperoptTools.has_space(self.config, 'trailing'):
result['trailing'] = self.custom_hyperopt.generate_trailing_params(params)
return result
@ -208,16 +208,6 @@ class Hyperopt:
)
self.hyperopt_table_header = 2
def has_space(self, space: str) -> bool:
"""
Tell if the space value is contained in the configuration
"""
# The 'trailing' space is not included in the 'default' set of spaces
if space == 'trailing':
return any(s in self.config['spaces'] for s in [space, 'all'])
else:
return any(s in self.config['spaces'] for s in [space, 'all', 'default'])
def hyperopt_space(self, space: Optional[str] = None) -> List[Dimension]:
"""
Return the dimensions in the hyperoptimization space.
@ -227,23 +217,25 @@ class Hyperopt:
"""
spaces: List[Dimension] = []
if space == 'buy' or (space is None and self.has_space('buy')):
if space == 'buy' or (space is None and HyperoptTools.has_space(self.config, 'buy')):
logger.debug("Hyperopt has 'buy' space")
spaces += self.custom_hyperopt.indicator_space()
if space == 'sell' or (space is None and self.has_space('sell')):
if space == 'sell' or (space is None and HyperoptTools.has_space(self.config, 'sell')):
logger.debug("Hyperopt has 'sell' space")
spaces += self.custom_hyperopt.sell_indicator_space()
if space == 'roi' or (space is None and self.has_space('roi')):
if space == 'roi' or (space is None and HyperoptTools.has_space(self.config, 'roi')):
logger.debug("Hyperopt has 'roi' space")
spaces += self.custom_hyperopt.roi_space()
if space == 'stoploss' or (space is None and self.has_space('stoploss')):
if space == 'stoploss' or (space is None
and HyperoptTools.has_space(self.config, 'stoploss')):
logger.debug("Hyperopt has 'stoploss' space")
spaces += self.custom_hyperopt.stoploss_space()
if space == 'trailing' or (space is None and self.has_space('trailing')):
if space == 'trailing' or (space is None
and HyperoptTools.has_space(self.config, 'trailing')):
logger.debug("Hyperopt has 'trailing' space")
spaces += self.custom_hyperopt.trailing_space()
@ -257,22 +249,22 @@ class Hyperopt:
params_dict = self._get_params_dict(raw_params)
params_details = self._get_params_details(params_dict)
if self.has_space('roi'):
if HyperoptTools.has_space(self.config, 'roi'):
self.backtesting.strategy.minimal_roi = ( # type: ignore
self.custom_hyperopt.generate_roi_table(params_dict))
if self.has_space('buy'):
if HyperoptTools.has_space(self.config, 'buy'):
self.backtesting.strategy.advise_buy = ( # type: ignore
self.custom_hyperopt.buy_strategy_generator(params_dict))
if self.has_space('sell'):
if HyperoptTools.has_space(self.config, 'sell'):
self.backtesting.strategy.advise_sell = ( # type: ignore
self.custom_hyperopt.sell_strategy_generator(params_dict))
if self.has_space('stoploss'):
if HyperoptTools.has_space(self.config, 'stoploss'):
self.backtesting.strategy.stoploss = params_dict['stoploss']
if self.has_space('trailing'):
if HyperoptTools.has_space(self.config, 'trailing'):
d = self.custom_hyperopt.generate_trailing_params(params_dict)
self.backtesting.strategy.trailing_stop = d['trailing_stop']
self.backtesting.strategy.trailing_stop_positive = d['trailing_stop_positive']

13
freqtrade/optimize/hyperopt_tools.py
View File

@ -4,7 +4,7 @@ import logging
from collections import OrderedDict
from pathlib import Path
from pprint import pformat
from typing import Dict, List
from typing import Any, Dict, List
import rapidjson
import tabulate
@ -21,6 +21,17 @@ logger = logging.getLogger(__name__)
class HyperoptTools():
@staticmethod
def has_space(config: Dict[str, Any], space: str) -> bool:
"""
Tell if the space value is contained in the configuration
"""
# The 'trailing' space is not included in the 'default' set of spaces
if space == 'trailing':
return any(s in config['spaces'] for s in [space, 'all'])
else:
return any(s in config['spaces'] for s in [space, 'all', 'default'])
@staticmethod
def _read_results(results_file: Path) -> List:
"""

6
tests/optimize/test_hyperopt.py
View File

@ -503,10 +503,10 @@ def test_format_results(hyperopt):
(['default', 'buy'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
])
def test_has_space(hyperopt, spaces, expected_results):
def test_has_space(hyperopt_conf, spaces, expected_results):
for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
hyperopt.config.update({'spaces': spaces})
assert hyperopt.has_space(s) == expected_results[s]
hyperopt_conf.update({'spaces': spaces})
assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
def test_populate_indicators(hyperopt, testdatadir) -> None: