stable/freqtrade/optimize/hyperopt_auto.py
2021-08-04 06:50:14 +02:00

93 lines
3.5 KiB
Python

"""
HyperOptAuto class.
This module implements a convenience auto-hyperopt class, which can be used together with strategies
that implement IHyperStrategy interface.
"""
from contextlib import suppress
from typing import Any, Callable, Dict, List
from pandas import DataFrame
with suppress(ImportError):
from skopt.space import Dimension
from freqtrade.optimize.hyperopt_interface import IHyperOpt
class HyperOptAuto(IHyperOpt):
"""
This class delegates functionality to Strategy(IHyperStrategy) and Strategy.HyperOpt classes.
Most of the time Strategy.HyperOpt class would only implement indicator_space and
sell_indicator_space methods, but other hyperopt methods can be overridden as well.
"""
def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
def populate_buy_trend(dataframe: DataFrame, metadata: dict):
for attr_name, attr in self.strategy.enumerate_parameters('buy'):
if attr.optimize:
# noinspection PyProtectedMember
attr.value = params[attr_name]
return self.strategy.populate_buy_trend(dataframe, metadata)
return populate_buy_trend
def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
def populate_sell_trend(dataframe: DataFrame, metadata: dict):
for attr_name, attr in self.strategy.enumerate_parameters('sell'):
if attr.optimize:
# noinspection PyProtectedMember
attr.value = params[attr_name]
return self.strategy.populate_sell_trend(dataframe, metadata)
return populate_sell_trend
def _get_func(self, name) -> Callable:
"""
Return a function defined in Strategy.HyperOpt class, or one defined in super() class.
:param name: function name.
:return: a requested function.
"""
hyperopt_cls = getattr(self.strategy, 'HyperOpt', None)
default_func = getattr(super(), name)
if hyperopt_cls:
return getattr(hyperopt_cls, name, default_func)
else:
return default_func
def _generate_indicator_space(self, category):
for attr_name, attr in self.strategy.enumerate_parameters(category):
if attr.optimize:
yield attr.get_space(attr_name)
def _get_indicator_space(self, category, fallback_method_name):
indicator_space = list(self._generate_indicator_space(category))
if len(indicator_space) > 0:
return indicator_space
else:
return self._get_func(fallback_method_name)()
def indicator_space(self) -> List['Dimension']:
return self._get_indicator_space('buy', 'indicator_space')
def sell_indicator_space(self) -> List['Dimension']:
return self._get_indicator_space('sell', 'sell_indicator_space')
def protection_space(self) -> List['Dimension']:
return self._get_indicator_space('protection', 'indicator_space')
def generate_roi_table(self, params: Dict) -> Dict[int, float]:
return self._get_func('generate_roi_table')(params)
def roi_space(self) -> List['Dimension']:
return self._get_func('roi_space')()
def stoploss_space(self) -> List['Dimension']:
return self._get_func('stoploss_space')()
def generate_trailing_params(self, params: Dict) -> Dict:
return self._get_func('generate_trailing_params')(params)
def trailing_space(self) -> List['Dimension']:
return self._get_func('trailing_space')()