Remove new-hyperopt command
This commit is contained in:
Matthias
parent
432c3df17e
commit
ebb0b8aa3f
@ -111,41 +111,6 @@ Using the advanced template (populates all optional functions and methods)
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freqtrade new-strategy --strategy AwesomeStrategy --template advanced
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```
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## Create new hyperopt
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Creates a new hyperopt from a template similar to SampleHyperopt.
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The file will be named inline with your class name, and will not overwrite existing files.
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Results will be located in `user_data/hyperopts/<classname>.py`.
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``` output
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usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME]
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[--template {full,minimal,advanced}]
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optional arguments:
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-h, --help show this help message and exit
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--userdir PATH, --user-data-dir PATH
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Path to userdata directory.
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--hyperopt NAME Specify hyperopt class name which will be used by the
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bot.
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--template {full,minimal,advanced}
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Use a template which is either `minimal`, `full`
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(containing multiple sample indicators) or `advanced`.
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Default: `full`.
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```
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### Sample usage of new-hyperopt
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```bash
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freqtrade new-hyperopt --hyperopt AwesomeHyperopt
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```
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With custom user directory
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```bash
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freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
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```
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## List Strategies and List Hyperopts
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Use the `list-strategies` subcommand to see all strategies in one particular directory and the `list-hyperopts` subcommand to list custom Hyperopts.
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@ -11,7 +11,7 @@ from freqtrade.commands.build_config_commands import start_new_config
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from freqtrade.commands.data_commands import (start_convert_data, start_download_data,
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start_list_data)
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from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
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start_new_hyperopt, start_new_strategy)
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start_new_strategy)
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from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
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from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts,
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start_list_markets, start_list_strategies,
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@ -55,8 +55,6 @@ ARGS_BUILD_CONFIG = ["config"]
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ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
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ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
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ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
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ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
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@ -95,7 +93,7 @@ NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list
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"list-hyperopts", "hyperopt-list", "hyperopt-show",
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"plot-dataframe", "plot-profit", "show-trades"]
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NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
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NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
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class Arguments:
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@ -176,10 +174,9 @@ class Arguments:
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start_hyperopt_list, start_hyperopt_show, start_install_ui,
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start_list_data, start_list_exchanges, start_list_hyperopts,
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start_list_markets, start_list_strategies,
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start_list_timeframes, start_new_config, start_new_hyperopt,
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start_new_strategy, start_plot_dataframe, start_plot_profit,
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start_show_trades, start_test_pairlist, start_trading,
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start_webserver)
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start_list_timeframes, start_new_config, start_new_strategy,
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start_plot_dataframe, start_plot_profit, start_show_trades,
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start_test_pairlist, start_trading, start_webserver)
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subparsers = self.parser.add_subparsers(dest='command',
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# Use custom message when no subhandler is added
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@ -206,12 +203,6 @@ class Arguments:
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build_config_cmd.set_defaults(func=start_new_config)
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self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
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# add new-hyperopt subcommand
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build_hyperopt_cmd = subparsers.add_parser('new-hyperopt',
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help="Create new hyperopt")
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build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
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self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
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# add new-strategy subcommand
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build_strategy_cmd = subparsers.add_parser('new-strategy',
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help="Create new strategy")
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@ -7,7 +7,7 @@ import requests
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from freqtrade.configuration import setup_utils_configuration
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from freqtrade.configuration.directory_operations import copy_sample_files, create_userdata_dir
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from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
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from freqtrade.constants import USERPATH_STRATEGIES
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from freqtrade.enums import RunMode
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from freqtrade.exceptions import OperationalException
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from freqtrade.misc import render_template, render_template_with_fallback
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@ -87,56 +87,6 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
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raise OperationalException("`new-strategy` requires --strategy to be set.")
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def deploy_new_hyperopt(hyperopt_name: str, hyperopt_path: Path, subtemplate: str) -> None:
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"""
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Deploys a new hyperopt template to hyperopt_path
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"""
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fallback = 'full'
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buy_guards = render_template_with_fallback(
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templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",
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templatefallbackfile=f"subtemplates/hyperopt_buy_guards_{fallback}.j2",
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)
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sell_guards = render_template_with_fallback(
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templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",
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templatefallbackfile=f"subtemplates/hyperopt_sell_guards_{fallback}.j2",
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)
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buy_space = render_template_with_fallback(
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templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",
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templatefallbackfile=f"subtemplates/hyperopt_buy_space_{fallback}.j2",
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)
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sell_space = render_template_with_fallback(
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templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",
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templatefallbackfile=f"subtemplates/hyperopt_sell_space_{fallback}.j2",
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)
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strategy_text = render_template(templatefile='base_hyperopt.py.j2',
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arguments={"hyperopt": hyperopt_name,
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"buy_guards": buy_guards,
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"sell_guards": sell_guards,
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"buy_space": buy_space,
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"sell_space": sell_space,
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})
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logger.info(f"Writing hyperopt to `{hyperopt_path}`.")
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hyperopt_path.write_text(strategy_text)
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def start_new_hyperopt(args: Dict[str, Any]) -> None:
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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if 'hyperopt' in args and args['hyperopt']:
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new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
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if new_path.exists():
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raise OperationalException(f"`{new_path}` already exists. "
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"Please choose another Hyperopt Name.")
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deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
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else:
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raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
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def clean_ui_subdir(directory: Path):
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if directory.is_dir():
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logger.info("Removing UI directory content.")
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@ -1,137 +0,0 @@
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# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
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# --- Do not remove these libs ---
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from functools import reduce
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from typing import Any, Callable, Dict, List
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import numpy as np # noqa
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import pandas as pd # noqa
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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 freqtrade.optimize.hyperopt_interface import IHyperOpt
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# --------------------------------
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# Add your lib to import here
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import talib.abstract as ta # noqa
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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class {{ hyperopt }}(IHyperOpt):
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"""
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This is a Hyperopt template to get you started.
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More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
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You should:
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- Add any lib you need to build your hyperopt.
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You must keep:
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- The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
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The methods roi_space, generate_roi_table and stoploss_space are not required
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and are provided by default.
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However, you may override them if you need 'roi' and 'stoploss' spaces that
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differ from the defaults offered by Freqtrade.
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Sample implementation of these methods will be copied to `user_data/hyperopts` when
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creating the user-data directory using `freqtrade create-userdir --userdir user_data`,
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or is available online under the following URL:
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https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py.
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"""
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@staticmethod
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def indicator_space() -> List[Dimension]:
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"""
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Define your Hyperopt space for searching buy strategy parameters.
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"""
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return [
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{{ buy_space | indent(12) }}
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]
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@staticmethod
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def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
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"""
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Define the buy strategy parameters to be used by Hyperopt.
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"""
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def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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Buy strategy Hyperopt will build and use.
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"""
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conditions = []
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# GUARDS AND TRENDS
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{{ buy_guards | indent(12) }}
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# TRIGGERS
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if 'trigger' in params:
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if params['trigger'] == 'bb_lower':
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conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
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if params['trigger'] == 'macd_cross_signal':
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conditions.append(qtpylib.crossed_above(
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dataframe['macd'], dataframe['macdsignal']
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))
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if params['trigger'] == 'sar_reversal':
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conditions.append(qtpylib.crossed_above(
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dataframe['close'], dataframe['sar']
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))
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# Check that the candle had volume
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conditions.append(dataframe['volume'] > 0)
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if conditions:
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dataframe.loc[
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reduce(lambda x, y: x & y, conditions),
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'buy'] = 1
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return dataframe
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return populate_buy_trend
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@staticmethod
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def sell_indicator_space() -> List[Dimension]:
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"""
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Define your Hyperopt space for searching sell strategy parameters.
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"""
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return [
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{{ sell_space | indent(12) }}
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]
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@staticmethod
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def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
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"""
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Define the sell strategy parameters to be used by Hyperopt.
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"""
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def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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Sell strategy Hyperopt will build and use.
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"""
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conditions = []
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# GUARDS AND TRENDS
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{{ sell_guards | indent(12) }}
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# TRIGGERS
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if 'sell-trigger' in params:
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if params['sell-trigger'] == 'sell-bb_upper':
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conditions.append(dataframe['close'] > dataframe['bb_upperband'])
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if params['sell-trigger'] == 'sell-macd_cross_signal':
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conditions.append(qtpylib.crossed_above(
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dataframe['macdsignal'], dataframe['macd']
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))
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if params['sell-trigger'] == 'sell-sar_reversal':
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conditions.append(qtpylib.crossed_above(
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dataframe['sar'], dataframe['close']
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))
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# Check that the candle had volume
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conditions.append(dataframe['volume'] > 0)
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if conditions:
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dataframe.loc[
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reduce(lambda x, y: x & y, conditions),
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'sell'] = 1
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return dataframe
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return populate_sell_trend
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@ -1,8 +0,0 @@
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if params.get('mfi-enabled'):
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conditions.append(dataframe['mfi'] < params['mfi-value'])
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if params.get('fastd-enabled'):
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conditions.append(dataframe['fastd'] < params['fastd-value'])
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if params.get('adx-enabled'):
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conditions.append(dataframe['adx'] > params['adx-value'])
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if params.get('rsi-enabled'):
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conditions.append(dataframe['rsi'] < params['rsi-value'])
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@ -1,2 +0,0 @@
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if params.get('rsi-enabled'):
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conditions.append(dataframe['rsi'] < params['rsi-value'])
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@ -1,9 +0,0 @@
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Integer(10, 25, name='mfi-value'),
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Integer(15, 45, name='fastd-value'),
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Integer(20, 50, name='adx-value'),
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Integer(20, 40, name='rsi-value'),
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Categorical([True, False], name='mfi-enabled'),
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Categorical([True, False], name='fastd-enabled'),
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Categorical([True, False], name='adx-enabled'),
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Categorical([True, False], name='rsi-enabled'),
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Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
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@ -1,3 +0,0 @@
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Integer(20, 40, name='rsi-value'),
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Categorical([True, False], name='rsi-enabled'),
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Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
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@ -1,8 +0,0 @@
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if params.get('sell-mfi-enabled'):
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conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
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if params.get('sell-fastd-enabled'):
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conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
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if params.get('sell-adx-enabled'):
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conditions.append(dataframe['adx'] < params['sell-adx-value'])
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if params.get('sell-rsi-enabled'):
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conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
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@ -1,2 +0,0 @@
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if params.get('sell-rsi-enabled'):
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conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
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@ -1,11 +0,0 @@
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Integer(75, 100, name='sell-mfi-value'),
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Integer(50, 100, name='sell-fastd-value'),
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Integer(50, 100, name='sell-adx-value'),
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Integer(60, 100, name='sell-rsi-value'),
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Categorical([True, False], name='sell-mfi-enabled'),
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Categorical([True, False], name='sell-fastd-enabled'),
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Categorical([True, False], name='sell-adx-enabled'),
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Categorical([True, False], name='sell-rsi-enabled'),
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Categorical(['sell-bb_upper',
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'sell-macd_cross_signal',
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'sell-sar_reversal'], name='sell-trigger')
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@ -1,5 +0,0 @@
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Integer(60, 100, name='sell-rsi-value'),
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Categorical([True, False], name='sell-rsi-enabled'),
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Categorical(['sell-bb_upper',
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'sell-macd_cross_signal',
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'sell-sar_reversal'], name='sell-trigger')
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@ -12,7 +12,7 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_
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start_hyperopt_list, start_hyperopt_show, start_install_ui,
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start_list_data, start_list_exchanges, start_list_hyperopts,
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start_list_markets, start_list_strategies, start_list_timeframes,
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start_new_hyperopt, start_new_strategy, start_show_trades,
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start_new_strategy, start_show_trades,
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start_test_pairlist, start_trading, start_webserver)
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from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
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get_ui_download_url, read_ui_version)
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@ -519,37 +519,6 @@ def test_start_new_strategy_no_arg(mocker, caplog):
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start_new_strategy(get_args(args))
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def test_start_new_hyperopt(mocker, caplog):
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wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
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mocker.patch.object(Path, "exists", MagicMock(return_value=False))
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args = [
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"new-hyperopt",
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"--hyperopt",
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"CoolNewhyperopt"
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]
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start_new_hyperopt(get_args(args))
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assert wt_mock.call_count == 1
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assert "CoolNewhyperopt" in wt_mock.call_args_list[0][0][0]
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assert log_has_re("Writing hyperopt to .*", caplog)
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mocker.patch('freqtrade.commands.deploy_commands.setup_utils_configuration')
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mocker.patch.object(Path, "exists", MagicMock(return_value=True))
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with pytest.raises(OperationalException,
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match=r".* already exists. Please choose another Hyperopt Name\."):
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start_new_hyperopt(get_args(args))
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def test_start_new_hyperopt_no_arg(mocker):
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args = [
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"new-hyperopt",
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]
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with pytest.raises(OperationalException,
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match="`new-hyperopt` requires --hyperopt to be set."):
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start_new_hyperopt(get_args(args))
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def test_start_install_ui(mocker):
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clean_mock = mocker.patch('freqtrade.commands.deploy_commands.clean_ui_subdir')
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get_url_mock = mocker.patch('freqtrade.commands.deploy_commands.get_ui_download_url',
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