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Merge pull request #511 from gcarq/hyperopt_selectable_spaces

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Allow selecting Hyperopt search space
This commit is contained in:
Samuel Husso
2018-02-12 08:28:24 +02:00
committed by GitHub
parent 1134c81aad 3e07d41fa9
commit e3d222912d
4 changed files with 82 additions and 28 deletions
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36
freqtrade/optimize/hyperopt.py
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@@ -312,8 +312,21 @@ def indicator_space() -> Dict[str, Any]:
}
def hyperopt_space() -> Dict[str, Any]:
return {**indicator_space(), **roi_space(), **stoploss_space()}
def has_space(spaces, space):
if space in spaces or 'all' in spaces:
return True
return False
def hyperopt_space(selected_spaces: str) -> Dict[str, Any]:
spaces = {}
if has_space(selected_spaces, 'buy'):
spaces = {**spaces, **indicator_space()}
if has_space(selected_spaces, 'roi'):
spaces = {**spaces, **roi_space()}
if has_space(selected_spaces, 'stoploss'):
spaces = {**spaces, **stoploss_space()}
return spaces
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
@@ -393,15 +406,21 @@ def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
def optimizer(params):
global _CURRENT_TRIES
strategy = Strategy()
if 'roi_t1' in params:
strategy = Strategy()
strategy.minimal_roi = generate_roi_table(params)
backtesting.populate_buy_trend = buy_strategy_generator(params)
if 'trigger' in params:
backtesting.populate_buy_trend = buy_strategy_generator(params)
if 'stoploss' in params:
stoploss = params['stoploss']
else:
stoploss = strategy.stoploss
results = backtest({'stake_amount': OPTIMIZE_CONFIG['stake_amount'],
'processed': PROCESSED,
'stoploss': params['stoploss']})
'stoploss': stoploss})
result_explanation = format_results(results)
total_profit = results.profit_percent.sum()
@@ -475,7 +494,8 @@ def start(args):
data = optimize.load_data(args.datadir, pairs=pairs,
ticker_interval=strategy.ticker_interval,
timerange=timerange)
optimize.populate_indicators = populate_indicators
if has_space(args.spaces, 'buy'):
optimize.populate_indicators = populate_indicators
PROCESSED = optimize.tickerdata_to_dataframe(data)
if args.mongodb:
@@ -500,7 +520,7 @@ def start(args):
try:
best_parameters = fmin(
fn=optimizer,
space=hyperopt_space(),
space=hyperopt_space(args.spaces),
algo=tpe.suggest,
max_evals=TOTAL_TRIES,
trials=TRIALS
@@ -517,7 +537,7 @@ def start(args):
# Improve best parameter logging display
if best_parameters:
best_parameters = space_eval(
hyperopt_space(),
hyperopt_space(args.spaces),
best_parameters
)