""" IHyperOpt interface This module defines the interface to apply for hyperopts """ from abc import ABC, abstractmethod from typing import Dict, Any, Callable, List from pandas import DataFrame from skopt.space import Dimension, Integer, Real class IHyperOpt(ABC): """ Interface for freqtrade hyperopts Defines the mandatory structure must follow any custom strategies Attributes you can use: minimal_roi -> Dict: Minimal ROI designed for the strategy stoploss -> float: optimal stoploss designed for the strategy ticker_interval -> int: value of the ticker interval to use for the strategy """ ticker_interval: str @staticmethod @abstractmethod def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame: """ Populate indicators that will be used in the Buy and Sell strategy. :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe(). :return: A Dataframe with all mandatory indicators for the strategies. """ @staticmethod @abstractmethod def buy_strategy_generator(params: Dict[str, Any]) -> Callable: """ Create a buy strategy generator. """ @staticmethod @abstractmethod def sell_strategy_generator(params: Dict[str, Any]) -> Callable: """ Create a sell strategy generator. """ @staticmethod @abstractmethod def indicator_space() -> List[Dimension]: """ Create an indicator space. """ @staticmethod @abstractmethod def sell_indicator_space() -> List[Dimension]: """ Create a sell indicator space. """ @staticmethod def generate_roi_table(params: Dict) -> Dict[int, float]: """ Create a ROI table. Generates the ROI table that will be used by Hyperopt. You may override it in your custom Hyperopt class. """ 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 stoploss_space() -> List[Dimension]: """ Create a stoploss space. Defines range of stoploss values to search. You may override it in your custom Hyperopt class. """ return [ Real(-0.5, -0.02, name='stoploss'), ] @staticmethod def roi_space() -> List[Dimension]: """ Create a ROI space. Defines values to search for each ROI steps. You may override it in your custom Hyperopt class. """ 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'), ]