allow selecting hyperopt searchspace

freqtrade/misc.py

@@ -280,6 +280,14 @@ def hyperopt_options(parser: argparse.ArgumentParser) -> None:
         type=str,
         dest='timerange',
     )
+    parser.add_argument(
+        '-s', '--spaces',
+        help='Specify which parameters to hyperopt. Comma separate list. \
+              Allowed values: all, buy, sell, roi, stoploss. Default: $(default)s',
+        default='all',
+        type=str,
+        dest='spaces',
+    )
 
 
 def parse_timerange(text):

freqtrade/optimize/hyperopt.py

@@ -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') or has_space(args.spaces, 'sell'):
+        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
         )
 

freqtrade/tests/optimize/test_hyperopt.py

@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
 import pandas as pd
 
 from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \
-    log_results, save_trials, read_trials, generate_roi_table
+    log_results, save_trials, read_trials, generate_roi_table, has_space
 
 import freqtrade.optimize.hyperopt as hyperopt
 
@@ -71,7 +71,7 @@ def test_start_calls_fmin(mocker):
     mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
 
     args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False,
-                       timerange=None)
+                       timerange=None, spaces='all')
     start(args)
 
     mock_fmin.assert_called_once()
@@ -85,7 +85,7 @@ def test_start_uses_mongotrials(mocker):
     mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
 
     args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True,
-                       timerange=None)
+                       timerange=None, spaces='all')
     start(args)
 
     mock_mongotrials.assert_called_once()
@@ -148,7 +148,7 @@ def test_fmin_best_results(mocker, caplog):
     mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
 
     args = mocker.Mock(epochs=1, config='config.json.example',
-                       timerange=None)
+                       timerange=None, spaces='all')
     start(args)
 
     exists = [
@@ -172,7 +172,7 @@ def test_fmin_throw_value_error(mocker, caplog):
     mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
 
     args = mocker.Mock(epochs=1, config='config.json.example',
-                       timerange=None)
+                       timerange=None, spaces='all')
     start(args)
 
     exists = [
@@ -207,7 +207,8 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker):
     args = mocker.Mock(epochs=1,
                        config='config.json.example',
                        mongodb=False,
-                       timerange=None)
+                       timerange=None,
+                       spaces='all')
 
     start(args)
 
@@ -279,3 +280,10 @@ def test_signal_handler(mocker):
     mocker.patch('freqtrade.optimize.hyperopt.log_trials_result', m)
     hyperopt.signal_handler(9, None)
     assert m.call_count == 3
+
+
+def test_has_space():
+    assert has_space('buy,roi', 'roi')
+    assert has_space('buy,roi', 'buy')
+    assert not has_space('buy,roi', 'stoploss')
+    assert has_space('all', 'buy')