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Hyperoptable parameters can be instance attributes

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This commit is contained in:
Matthias 2022-05-30 07:07:47 +02:00
parent 386d3e0353
commit eaa656f859
3 changed files with 8 additions and 11 deletions
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4
freqtrade/optimize/backtesting.py
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@ -187,9 +187,7 @@ class Backtesting:
# since a "perfect" stoploss-exit is assumed anyway # since a "perfect" stoploss-exit is assumed anyway
# And the regular "stoploss" function would not apply to that case # And the regular "stoploss" function would not apply to that case
self.strategy.order_types['stoploss_on_exchange'] = False self.strategy.order_types['stoploss_on_exchange'] = False
if self.dataprovider.runmode == RunMode.BACKTEST:
# in hyperopt mode - don't re-init params
self.strategy.ft_load_hyper_params(False)
self.strategy.ft_bot_start() self.strategy.ft_bot_start()
def _load_protections(self, strategy: IStrategy): def _load_protections(self, strategy: IStrategy):

12
freqtrade/strategy/hyper.py
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@ -6,7 +6,6 @@ import logging
from pathlib import Path from pathlib import Path
from typing import Any, Dict, Iterator, List, Tuple from typing import Any, Dict, Iterator, List, Tuple
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.misc import deep_merge_dicts, json_load from freqtrade.misc import deep_merge_dicts, json_load
from freqtrade.optimize.hyperopt_tools import HyperoptTools from freqtrade.optimize.hyperopt_tools import HyperoptTools
@ -34,9 +33,7 @@ class HyperStrategyMixin:
params = self.load_params_from_file() params = self.load_params_from_file()
params = params.get('params', {}) params = params.get('params', {})
self._ft_params_from_file = params self._ft_params_from_file = params
# Init/loading of parameters is done as part of ft_bot_start().
if config.get('runmode') != RunMode.BACKTEST:
self.ft_load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]: def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
""" """
@ -56,12 +53,11 @@ class HyperStrategyMixin:
for par in params: for par in params:
yield par.name, par yield par.name, par
@classmethod def detect_parameters(self, category: str) -> Iterator[Tuple[str, BaseParameter]]:
def detect_parameters(cls, category: str) -> Iterator[Tuple[str, BaseParameter]]:
""" Detect all parameters for 'category' """ """ Detect all parameters for 'category' """
for attr_name in dir(cls): for attr_name in dir(self):
if not attr_name.startswith('__'): # Ignore internals, not strictly necessary. if not attr_name.startswith('__'): # Ignore internals, not strictly necessary.
attr = getattr(cls, attr_name) attr = getattr(self, attr_name)
if issubclass(attr.__class__, BaseParameter): if issubclass(attr.__class__, BaseParameter):
if (attr_name.startswith(category + '_') if (attr_name.startswith(category + '_')
and attr.category is not None and attr.category != category): and attr.category is not None and attr.category != category):

3
freqtrade/strategy/interface.py
View File

@ -14,6 +14,7 @@ from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, SignalTagType, from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, SignalTagType,
SignalType, TradingMode) SignalType, TradingMode)
from freqtrade.enums.runmode import RunMode
from freqtrade.exceptions import OperationalException, StrategyError from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
from freqtrade.persistence import Order, PairLocks, Trade from freqtrade.persistence import Order, PairLocks, Trade
@ -151,6 +152,8 @@ class IStrategy(ABC, HyperStrategyMixin):
""" """
strategy_safe_wrapper(self.bot_start)() strategy_safe_wrapper(self.bot_start)()
self.ft_load_hyper_params(self.config.get('runmode') == RunMode.HYPEROPT)
@abstractmethod @abstractmethod
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
""" """