# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # --- Do not remove these libs --- from functools import reduce from typing import Any, Callable, Dict, List import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from skopt.space import Categorical, Dimension, Integer, Real # noqa from freqtrade.optimize.hyperopt_interface import IHyperOpt # -------------------------------- # Add your lib to import here import talib.abstract as ta # noqa import freqtrade.vendor.qtpylib.indicators as qtpylib class {{ hyperopt }}(IHyperOpt): """ This is a Hyperopt template to get you started. More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/ You should: - Add any lib you need to build your hyperopt. You must keep: - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator. The methods roi_space, generate_roi_table and stoploss_space are not required and are provided by default. However, you may override them if you need 'roi' and 'stoploss' spaces that differ from the defaults offered by Freqtrade. Sample implementation of these methods will be copied to `user_data/hyperopts` when creating the user-data directory using `freqtrade create-userdir --userdir user_data`, or is available online under the following URL: https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py. """ @staticmethod def buy_strategy_generator(params: Dict[str, Any]) -> Callable: """ Define the buy strategy parameters to be used by Hyperopt. """ def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame: """ Buy strategy Hyperopt will build and use. """ conditions = [] # GUARDS AND TRENDS {{ buy_guards | indent(12) }} # TRIGGERS if 'trigger' in params: {{ buy_triggers | indent(16) }} # Check that the candle had volume conditions.append(dataframe['volume'] > 0) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'buy'] = 1 return dataframe return populate_buy_trend @staticmethod def indicator_space() -> List[Dimension]: """ Define your Hyperopt space for searching buy strategy parameters. """ return [ {{ buy_space | indent(12) }} ] @staticmethod def sell_strategy_generator(params: Dict[str, Any]) -> Callable: """ Define the sell strategy parameters to be used by Hyperopt. """ def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame: """ Sell strategy Hyperopt will build and use. """ conditions = [] # GUARDS AND TRENDS {{ sell_guards | indent(12) }} # TRIGGERS if 'sell-trigger' in params: {{ sell_triggers | indent(16) }} # Check that the candle had volume conditions.append(dataframe['volume'] > 0) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'sell'] = 1 return dataframe return populate_sell_trend @staticmethod def sell_indicator_space() -> List[Dimension]: """ Define your Hyperopt space for searching sell strategy parameters. """ return [ {{ sell_space | indent(12) }} ] @ staticmethod def generate_roi_table(params: Dict) -> Dict[int, float]: """ Generate the ROI table that will be used by Hyperopt This implementation generates the default legacy Freqtrade ROI tables. Change it if you need different number of steps in the generated ROI tables or other structure of the ROI tables. Please keep it aligned with parameters in the 'roi' optimization hyperspace defined by the roi_space method. """ roi_table = {} roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3'] roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2'] roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1'] roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0 return roi_table @ staticmethod def roi_space() -> List[Dimension]: """ Values to search for each ROI steps Override it if you need some different ranges for the parameters in the 'roi' optimization hyperspace. Please keep it aligned with the implementation of the generate_roi_table method. """ return [ Integer(10, 120, name='roi_t1'), Integer(10, 60, name='roi_t2'), Integer(10, 40, name='roi_t3'), Real(0.01, 0.04, name='roi_p1'), Real(0.01, 0.07, name='roi_p2'), Real(0.01, 0.20, name='roi_p3'), ] @ staticmethod def stoploss_space() -> List[Dimension]: """ Stoploss Value to search Override it if you need some different range for the parameter in the 'stoploss' optimization hyperspace. """ return [ Real(-0.35, -0.02, name='stoploss'), ]