extract has_space to Hyperopt-Tools
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@ -114,7 +114,7 @@ class Hyperopt:
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self.max_open_trades = 0
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self.max_open_trades = 0
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self.position_stacking = self.config.get('position_stacking', False)
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self.position_stacking = self.config.get('position_stacking', False)
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if self.has_space('sell'):
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if HyperoptTools.has_space(self.config, 'sell'):
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# Make sure use_sell_signal is enabled
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# Make sure use_sell_signal is enabled
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if 'ask_strategy' not in self.config:
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if 'ask_strategy' not in self.config:
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self.config['ask_strategy'] = {}
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self.config['ask_strategy'] = {}
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@ -175,18 +175,18 @@ class Hyperopt:
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"""
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"""
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result: Dict = {}
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result: Dict = {}
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if self.has_space('buy'):
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if HyperoptTools.has_space(self.config, 'buy'):
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result['buy'] = {p.name: params.get(p.name)
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result['buy'] = {p.name: params.get(p.name)
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for p in self.hyperopt_space('buy')}
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for p in self.hyperopt_space('buy')}
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if self.has_space('sell'):
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if HyperoptTools.has_space(self.config, 'sell'):
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result['sell'] = {p.name: params.get(p.name)
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result['sell'] = {p.name: params.get(p.name)
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for p in self.hyperopt_space('sell')}
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for p in self.hyperopt_space('sell')}
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if self.has_space('roi'):
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if HyperoptTools.has_space(self.config, 'roi'):
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result['roi'] = self.custom_hyperopt.generate_roi_table(params)
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result['roi'] = self.custom_hyperopt.generate_roi_table(params)
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if self.has_space('stoploss'):
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if HyperoptTools.has_space(self.config, 'stoploss'):
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result['stoploss'] = {p.name: params.get(p.name)
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result['stoploss'] = {p.name: params.get(p.name)
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for p in self.hyperopt_space('stoploss')}
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for p in self.hyperopt_space('stoploss')}
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if self.has_space('trailing'):
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if HyperoptTools.has_space(self.config, 'trailing'):
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result['trailing'] = self.custom_hyperopt.generate_trailing_params(params)
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result['trailing'] = self.custom_hyperopt.generate_trailing_params(params)
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return result
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return result
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@ -208,16 +208,6 @@ class Hyperopt:
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)
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)
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self.hyperopt_table_header = 2
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self.hyperopt_table_header = 2
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def has_space(self, space: str) -> bool:
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"""
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Tell if the space value is contained in the configuration
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"""
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# The 'trailing' space is not included in the 'default' set of spaces
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if space == 'trailing':
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return any(s in self.config['spaces'] for s in [space, 'all'])
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else:
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return any(s in self.config['spaces'] for s in [space, 'all', 'default'])
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def hyperopt_space(self, space: Optional[str] = None) -> List[Dimension]:
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def hyperopt_space(self, space: Optional[str] = None) -> List[Dimension]:
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"""
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"""
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Return the dimensions in the hyperoptimization space.
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Return the dimensions in the hyperoptimization space.
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@ -227,23 +217,25 @@ class Hyperopt:
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"""
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"""
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spaces: List[Dimension] = []
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spaces: List[Dimension] = []
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if space == 'buy' or (space is None and self.has_space('buy')):
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if space == 'buy' or (space is None and HyperoptTools.has_space(self.config, 'buy')):
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logger.debug("Hyperopt has 'buy' space")
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logger.debug("Hyperopt has 'buy' space")
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spaces += self.custom_hyperopt.indicator_space()
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spaces += self.custom_hyperopt.indicator_space()
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if space == 'sell' or (space is None and self.has_space('sell')):
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if space == 'sell' or (space is None and HyperoptTools.has_space(self.config, 'sell')):
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logger.debug("Hyperopt has 'sell' space")
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logger.debug("Hyperopt has 'sell' space")
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spaces += self.custom_hyperopt.sell_indicator_space()
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spaces += self.custom_hyperopt.sell_indicator_space()
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if space == 'roi' or (space is None and self.has_space('roi')):
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if space == 'roi' or (space is None and HyperoptTools.has_space(self.config, 'roi')):
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logger.debug("Hyperopt has 'roi' space")
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logger.debug("Hyperopt has 'roi' space")
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spaces += self.custom_hyperopt.roi_space()
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spaces += self.custom_hyperopt.roi_space()
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if space == 'stoploss' or (space is None and self.has_space('stoploss')):
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if space == 'stoploss' or (space is None
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and HyperoptTools.has_space(self.config, 'stoploss')):
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logger.debug("Hyperopt has 'stoploss' space")
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logger.debug("Hyperopt has 'stoploss' space")
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spaces += self.custom_hyperopt.stoploss_space()
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spaces += self.custom_hyperopt.stoploss_space()
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if space == 'trailing' or (space is None and self.has_space('trailing')):
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if space == 'trailing' or (space is None
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and HyperoptTools.has_space(self.config, 'trailing')):
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logger.debug("Hyperopt has 'trailing' space")
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logger.debug("Hyperopt has 'trailing' space")
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spaces += self.custom_hyperopt.trailing_space()
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spaces += self.custom_hyperopt.trailing_space()
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@ -257,22 +249,22 @@ class Hyperopt:
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params_dict = self._get_params_dict(raw_params)
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params_dict = self._get_params_dict(raw_params)
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params_details = self._get_params_details(params_dict)
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params_details = self._get_params_details(params_dict)
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if self.has_space('roi'):
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if HyperoptTools.has_space(self.config, 'roi'):
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self.backtesting.strategy.minimal_roi = ( # type: ignore
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self.backtesting.strategy.minimal_roi = ( # type: ignore
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self.custom_hyperopt.generate_roi_table(params_dict))
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self.custom_hyperopt.generate_roi_table(params_dict))
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if self.has_space('buy'):
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if HyperoptTools.has_space(self.config, 'buy'):
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self.backtesting.strategy.advise_buy = ( # type: ignore
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self.backtesting.strategy.advise_buy = ( # type: ignore
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self.custom_hyperopt.buy_strategy_generator(params_dict))
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self.custom_hyperopt.buy_strategy_generator(params_dict))
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if self.has_space('sell'):
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if HyperoptTools.has_space(self.config, 'sell'):
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self.backtesting.strategy.advise_sell = ( # type: ignore
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self.backtesting.strategy.advise_sell = ( # type: ignore
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self.custom_hyperopt.sell_strategy_generator(params_dict))
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self.custom_hyperopt.sell_strategy_generator(params_dict))
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if self.has_space('stoploss'):
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if HyperoptTools.has_space(self.config, 'stoploss'):
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self.backtesting.strategy.stoploss = params_dict['stoploss']
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self.backtesting.strategy.stoploss = params_dict['stoploss']
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if self.has_space('trailing'):
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if HyperoptTools.has_space(self.config, 'trailing'):
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d = self.custom_hyperopt.generate_trailing_params(params_dict)
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d = self.custom_hyperopt.generate_trailing_params(params_dict)
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self.backtesting.strategy.trailing_stop = d['trailing_stop']
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self.backtesting.strategy.trailing_stop = d['trailing_stop']
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self.backtesting.strategy.trailing_stop_positive = d['trailing_stop_positive']
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self.backtesting.strategy.trailing_stop_positive = d['trailing_stop_positive']
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@ -4,7 +4,7 @@ import logging
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from collections import OrderedDict
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from collections import OrderedDict
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from pathlib import Path
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from pathlib import Path
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from pprint import pformat
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from pprint import pformat
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from typing import Dict, List
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from typing import Any, Dict, List
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import rapidjson
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import rapidjson
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import tabulate
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import tabulate
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@ -21,6 +21,17 @@ logger = logging.getLogger(__name__)
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class HyperoptTools():
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class HyperoptTools():
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@staticmethod
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def has_space(config: Dict[str, Any], space: str) -> bool:
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"""
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Tell if the space value is contained in the configuration
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"""
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# The 'trailing' space is not included in the 'default' set of spaces
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if space == 'trailing':
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return any(s in config['spaces'] for s in [space, 'all'])
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else:
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return any(s in config['spaces'] for s in [space, 'all', 'default'])
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@staticmethod
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@staticmethod
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def _read_results(results_file: Path) -> List:
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def _read_results(results_file: Path) -> List:
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"""
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"""
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@ -503,10 +503,10 @@ def test_format_results(hyperopt):
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(['default', 'buy'],
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(['default', 'buy'],
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
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{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
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])
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])
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def test_has_space(hyperopt, spaces, expected_results):
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def test_has_space(hyperopt_conf, spaces, expected_results):
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for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
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for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
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hyperopt.config.update({'spaces': spaces})
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hyperopt_conf.update({'spaces': spaces})
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assert hyperopt.has_space(s) == expected_results[s]
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assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
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def test_populate_indicators(hyperopt, testdatadir) -> None:
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def test_populate_indicators(hyperopt, testdatadir) -> None:
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