[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.
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@ -70,10 +70,6 @@ class Hyperopt:
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self.backtesting = Backtesting(self.config)
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self.backtesting = Backtesting(self.config)
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if not self.config.get('hyperopt'):
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if not self.config.get('hyperopt'):
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if not getattr(self.backtesting.strategy, 'HYPER_STRATEGY', False):
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raise OperationalException('Strategy is not auto-hyperoptable. Specify --hyperopt '
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'parameter or add HyperStrategyMixin mixin to your '
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'strategy class.')
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self.custom_hyperopt = HyperOptAuto(self.config)
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self.custom_hyperopt = HyperOptAuto(self.config)
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else:
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else:
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self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
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self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
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@ -7,7 +7,6 @@ from typing import Any, Callable, Dict, List
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from pandas import DataFrame
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from pandas import DataFrame
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from skopt.space import Categorical, Dimension, Integer, Real # noqa
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from skopt.space import Categorical, Dimension, Integer, Real # noqa
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from freqtrade.exceptions import OperationalException
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from freqtrade.optimize.hyperopt_interface import IHyperOpt
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from freqtrade.optimize.hyperopt_interface import IHyperOpt
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@ -19,9 +18,6 @@ class HyperOptAuto(IHyperOpt):
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"""
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"""
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def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
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def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
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if not getattr(self.strategy, 'HYPER_STRATEGY', False):
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raise OperationalException('Strategy must inherit from IHyperStrategy.')
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def populate_buy_trend(dataframe: DataFrame, metadata: dict):
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def populate_buy_trend(dataframe: DataFrame, metadata: dict):
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for attr_name, attr in self.strategy.enumerate_parameters('buy'):
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for attr_name, attr in self.strategy.enumerate_parameters('buy'):
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attr.value = params[attr_name]
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attr.value = params[attr_name]
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@ -30,9 +26,6 @@ class HyperOptAuto(IHyperOpt):
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return populate_buy_trend
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return populate_buy_trend
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def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
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def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
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if not getattr(self.strategy, 'HYPER_STRATEGY', False):
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raise OperationalException('Strategy must inherit from IHyperStrategy.')
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def populate_buy_trend(dataframe: DataFrame, metadata: dict):
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def populate_buy_trend(dataframe: DataFrame, metadata: dict):
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for attr_name, attr in self.strategy.enumerate_parameters('sell'):
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for attr_name, attr in self.strategy.enumerate_parameters('sell'):
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attr.value = params[attr_name]
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attr.value = params[attr_name]
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@ -54,9 +47,6 @@ class HyperOptAuto(IHyperOpt):
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return default_func
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return default_func
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def _generate_indicator_space(self, category):
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def _generate_indicator_space(self, category):
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if not getattr(self.strategy, 'HYPER_STRATEGY', False):
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raise OperationalException('Strategy must inherit from IHyperStrategy.')
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for attr_name, attr in self.strategy.enumerate_parameters(category):
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for attr_name, attr in self.strategy.enumerate_parameters(category):
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yield attr.get_space(attr_name)
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yield attr.get_space(attr_name)
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@ -5,14 +5,14 @@ This module defines the interface to apply for hyperopt
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import logging
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import logging
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import math
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import math
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from abc import ABC
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from abc import ABC
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from typing import Any, Callable, Dict, List, Union
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from typing import Any, Callable, Dict, List
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from skopt.space import Categorical, Dimension, Integer, Real
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from skopt.space import Categorical, Dimension, Integer, Real
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from freqtrade.exceptions import OperationalException
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange import timeframe_to_minutes
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from freqtrade.exchange import timeframe_to_minutes
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from freqtrade.misc import round_dict
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from freqtrade.misc import round_dict
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from freqtrade.strategy import IStrategy, HyperStrategyMixin
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from freqtrade.strategy import IStrategy
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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@ -34,7 +34,7 @@ class IHyperOpt(ABC):
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"""
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"""
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ticker_interval: str # DEPRECATED
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ticker_interval: str # DEPRECATED
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timeframe: str
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timeframe: str
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strategy: Union[IStrategy, HyperStrategyMixin]
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strategy: IStrategy
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def __init__(self, config: dict) -> None:
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def __init__(self, config: dict) -> None:
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self.config = config
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self.config = config
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@ -2,6 +2,5 @@
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from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
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from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
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timeframe_to_prev_date, timeframe_to_seconds)
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timeframe_to_prev_date, timeframe_to_seconds)
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from freqtrade.strategy.interface import IStrategy
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from freqtrade.strategy.interface import IStrategy
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from freqtrade.strategy.hyper import HyperStrategyMixin, IntParameter, FloatParameter,\
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from freqtrade.strategy.hyper import IntParameter, FloatParameter, CategoricalParameter
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CategoricalParameter
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from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
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from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
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@ -135,13 +135,9 @@ class HyperStrategyMixin(object):
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strategy logic.
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strategy logic.
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"""
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"""
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# Hint that class can be used with HyperOptAuto.
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HYPER_STRATEGY = 1
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def __init__(self):
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def __init__(self):
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"""
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"""
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Initialize hyperoptable strategy mixin.
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Initialize hyperoptable strategy mixin.
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:param config:
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"""
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"""
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self._load_params(getattr(self, 'buy_params', None))
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self._load_params(getattr(self, 'buy_params', None))
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self._load_params(getattr(self, 'sell_params', None))
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self._load_params(getattr(self, 'sell_params', None))
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@ -18,6 +18,7 @@ from freqtrade.exceptions import OperationalException, StrategyError
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
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from freqtrade.exchange.exchange import timeframe_to_next_date
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from freqtrade.exchange.exchange import timeframe_to_next_date
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from freqtrade.persistence import PairLocks, Trade
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from freqtrade.persistence import PairLocks, Trade
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from freqtrade.strategy.hyper import HyperStrategyMixin
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from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
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from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
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from freqtrade.wallets import Wallets
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from freqtrade.wallets import Wallets
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@ -59,7 +60,7 @@ class SellCheckTuple(NamedTuple):
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sell_type: SellType
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sell_type: SellType
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class IStrategy(ABC):
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class IStrategy(ABC, HyperStrategyMixin):
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"""
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"""
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Interface for freqtrade strategies
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Interface for freqtrade strategies
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Defines the mandatory structure must follow any custom strategies
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Defines the mandatory structure must follow any custom strategies
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