""" IHyperStrategy interface, hyperoptable Parameter class. This module defines a base class for auto-hyperoptable strategies. """ import logging from pathlib import Path from typing import Any, Dict, Iterator, List, Tuple from freqtrade.enums import RunMode from freqtrade.exceptions import OperationalException from freqtrade.misc import deep_merge_dicts, json_load from freqtrade.optimize.hyperopt_tools import HyperoptTools from freqtrade.strategy.parameters import BaseParameter logger = logging.getLogger(__name__) class HyperStrategyMixin: """ A helper base class which allows HyperOptAuto class to reuse implementations of buy/sell strategy logic. """ def __init__(self, config: Dict[str, Any], *args, **kwargs): """ Initialize hyperoptable strategy mixin. """ self.config = config self.ft_buy_params: List[BaseParameter] = [] self.ft_sell_params: List[BaseParameter] = [] self.ft_protection_params: List[BaseParameter] = [] params = self.load_params_from_file() params = params.get('params', {}) self._ft_params_from_file = params 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]]: """ Find all optimizable parameters and return (name, attr) iterator. :param category: :return: """ if category not in ('buy', 'sell', 'protection', None): raise OperationalException( 'Category must be one of: "buy", "sell", "protection", None.') if category is None: params = self.ft_buy_params + self.ft_sell_params + self.ft_protection_params else: params = getattr(self, f"ft_{category}_params") for par in params: yield par.name, par @classmethod def detect_parameters(cls, category: str) -> Iterator[Tuple[str, BaseParameter]]: """ Detect all parameters for 'category' """ for attr_name in dir(cls): if not attr_name.startswith('__'): # Ignore internals, not strictly necessary. attr = getattr(cls, attr_name) if issubclass(attr.__class__, BaseParameter): if (attr_name.startswith(category + '_') and attr.category is not None and attr.category != category): raise OperationalException( f'Inconclusive parameter name {attr_name}, category: {attr.category}.') if (category == attr.category or (attr_name.startswith(category + '_') and attr.category is None)): yield attr_name, attr @classmethod def detect_all_parameters(cls) -> Dict: """ Detect all parameters and return them as a list""" params: Dict[str, Any] = { 'buy': list(cls.detect_parameters('buy')), 'sell': list(cls.detect_parameters('sell')), 'protection': list(cls.detect_parameters('protection')), } params.update({ 'count': len(params['buy'] + params['sell'] + params['protection']) }) return params def ft_load_hyper_params(self, hyperopt: bool = False) -> None: """ Load Hyperoptable parameters Prevalence: * Parameters from parameter file * Parameters defined in parameters objects (buy_params, sell_params, ...) * Parameter defaults """ buy_params = deep_merge_dicts(self._ft_params_from_file.get('buy', {}), getattr(self, 'buy_params', {})) sell_params = deep_merge_dicts(self._ft_params_from_file.get('sell', {}), getattr(self, 'sell_params', {})) protection_params = deep_merge_dicts(self._ft_params_from_file.get('protection', {}), getattr(self, 'protection_params', {})) self._ft_load_params(buy_params, 'buy', hyperopt) self._ft_load_params(sell_params, 'sell', hyperopt) self._ft_load_params(protection_params, 'protection', hyperopt) def load_params_from_file(self) -> Dict: filename_str = getattr(self, '__file__', '') if not filename_str: return {} filename = Path(filename_str).with_suffix('.json') if filename.is_file(): logger.info(f"Loading parameters from file {filename}") try: with filename.open('r') as f: params = json_load(f) if params.get('strategy_name') != self.__class__.__name__: raise OperationalException('Invalid parameter file provided.') return params except ValueError: logger.warning("Invalid parameter file format.") return {} logger.info("Found no parameter file.") return {} def _ft_load_params(self, params: Dict, space: str, hyperopt: bool = False) -> None: """ Set optimizable parameter values. :param params: Dictionary with new parameter values. """ if not params: logger.info(f"No params for {space} found, using default values.") param_container: List[BaseParameter] = getattr(self, f"ft_{space}_params") for attr_name, attr in self.detect_parameters(space): attr.name = attr_name attr.in_space = hyperopt and HyperoptTools.has_space(self.config, space) if not attr.category: attr.category = space param_container.append(attr) if params and attr_name in params: if attr.load: attr.value = params[attr_name] logger.info(f'Strategy Parameter: {attr_name} = {attr.value}') else: logger.warning(f'Parameter "{attr_name}" exists, but is disabled. ' f'Default value "{attr.value}" used.') else: logger.info(f'Strategy Parameter(default): {attr_name} = {attr.value}') def get_no_optimize_params(self): """ Returns list of Parameters that are not part of the current optimize job """ params: Dict[str, Dict] = { 'buy': {}, 'sell': {}, 'protection': {}, } for name, p in self.enumerate_parameters(): if not p.optimize or not p.in_space: params[p.category][name] = p.value return params