Merge pull request #2360 from hroff-1902/no-default-hyperopt

Disable defaulting to DefaultHyperOpts and DefaultHyperOptLoss

.travis.yml

@@ -32,7 +32,7 @@ jobs:
       name: backtest
     - script:
       - cp config.json.example config.json
-      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy
+      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --customhyperopt DefaultHyperOpts
       name: hyperopt
     - script: flake8
       name: flake8

docs/bot-usage.md

@@ -285,8 +285,8 @@ optional arguments:
   --stake_amount STAKE_AMOUNT
                         Specify stake_amount.
   --customhyperopt NAME
-                        Specify hyperopt class name (default:
+                        Specify hyperopt class name which will be used by the
-                        `DefaultHyperOpts`).
+                        bot.
   --hyperopt-path PATH  Specify additional lookup path for Hyperopts and
                         Hyperopt Loss functions.
   --eps, --enable-position-stacking
@@ -322,9 +322,10 @@ optional arguments:
                         generate completely different results, since the
                         target for optimization is different. Built-in
                         Hyperopt-loss-functions are: DefaultHyperOptLoss,
-                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss.(default:
+                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss (default:
                         `DefaultHyperOptLoss`).
 
+
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
   --logfile FILE        Log to the file specified.

freqtrade/configuration/cli_options.py

@@ -153,9 +153,8 @@ AVAILABLE_CLI_OPTIONS = {
     # Hyperopt
     "hyperopt": Arg(
         '--customhyperopt',
-        help='Specify hyperopt class name (default: `%(default)s`).',
+        help='Specify hyperopt class name which will be used by the bot.',
         metavar='NAME',
-        default=constants.DEFAULT_HYPEROPT,
     ),
     "hyperopt_path": Arg(
         '--hyperopt-path',
@@ -232,7 +231,7 @@ AVAILABLE_CLI_OPTIONS = {
         help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
         'Different functions can generate completely different results, '
         'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
-        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.'
+        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss '
         '(default: `%(default)s`).',
         metavar='NAME',
         default=constants.DEFAULT_HYPEROPT_LOSS,

freqtrade/constants.py

@@ -9,7 +9,6 @@ PROCESS_THROTTLE_SECS = 5  # sec
 DEFAULT_TICKER_INTERVAL = 5  # min
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
-DEFAULT_HYPEROPT = 'DefaultHyperOpts'
 DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite://'

freqtrade/resolvers/hyperopt_resolver.py

@@ -8,7 +8,7 @@ from pathlib import Path
 from typing import Optional, Dict
 
 from freqtrade import OperationalException
-from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_HYPEROPT_LOSS
+from freqtrade.constants import DEFAULT_HYPEROPT_LOSS
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
@@ -20,7 +20,6 @@ class HyperOptResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt class
     """
-
     __slots__ = ['hyperopt']
 
     def __init__(self, config: Dict) -> None:
@@ -28,9 +27,12 @@ class HyperOptResolver(IResolver):
         Load the custom class from config parameter
         :param config: configuration dictionary
         """
+        if not config.get('hyperopt'):
+            raise OperationalException("No Hyperopt set. Please use `--customhyperopt` to specify "
+                                       "the Hyperopt class to use.")
+
+        hyperopt_name = config['hyperopt']
 
-        # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
-        hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
         self.hyperopt = self._load_hyperopt(hyperopt_name, config,
                                             extra_dir=config.get('hyperopt_path'))
 
@@ -75,27 +77,28 @@ class HyperOptLossResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt loss class
     """
-
     __slots__ = ['hyperoptloss']
 
-    def __init__(self, config: Dict = None) -> None:
+    def __init__(self, config: Dict) -> None:
         """
         Load the custom class from config parameter
-        :param config: configuration dictionary or None
+        :param config: configuration dictionary
         """
-        config = config or {}
 
-        # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
+        # Verify the hyperopt_loss is in the configuration, otherwise fallback to the
-        hyperopt_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
+        # default hyperopt loss
+        hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
+
         self.hyperoptloss = self._load_hyperoptloss(
-            hyperopt_name, config, extra_dir=config.get('hyperopt_path'))
+            hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
 
         # Assign ticker_interval to be used in hyperopt
         self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
 
         if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
             raise OperationalException(
-                f"Found hyperopt {hyperopt_name} does not implement `hyperopt_loss_function`.")
+                f"Found HyperoptLoss class {hyperoptloss_name} does not "
+                "implement `hyperopt_loss_function`.")
 
     def _load_hyperoptloss(
             self, hyper_loss_name: str, config: Dict,

tests/optimize/test_hyperopt.py

@@ -25,7 +25,10 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
 
 @pytest.fixture(scope='function')
 def hyperopt(default_conf, mocker):
-    default_conf.update({'spaces': ['all']})
+    default_conf.update({
+        'spaces': ['all'],
+        'hyperopt': 'DefaultHyperOpts',
+    })
     patch_exchange(mocker)
     return Hyperopt(default_conf)
 
@@ -70,6 +73,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'hyperopt',
         '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
     ]
 
     config = setup_configuration(get_args(args), RunMode.HYPEROPT)
@@ -101,6 +105,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     args = [
         'hyperopt',
         '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
         '--datadir', '/foo/bar',
         '--ticker-interval', '1m',
         '--timerange', ':100',
@@ -155,7 +160,8 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
         'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt',
         MagicMock(return_value=hyperopts(default_conf))
     )
-    x = HyperOptResolver(default_conf, ).hyperopt
+    default_conf.update({'hyperopt': 'DefaultHyperOpts'})
+    x = HyperOptResolver(default_conf).hyperopt
     assert not hasattr(x, 'populate_buy_trend')
     assert not hasattr(x, 'populate_sell_trend')
     assert log_has("Hyperopt class does not provide populate_sell_trend() method. "
@@ -169,7 +175,15 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
     default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
 
     with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
-        HyperOptResolver(default_conf, ).hyperopt
+        HyperOptResolver(default_conf).hyperopt
+
+
+def test_hyperoptresolver_noname(default_conf):
+    default_conf['hyperopt'] = ''
+    with pytest.raises(OperationalException,
+                       match="No Hyperopt set. Please use `--customhyperopt` to specify "
+                             "the Hyperopt class to use."):
+        HyperOptResolver(default_conf)
 
 
 def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
@@ -179,7 +193,7 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
         'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
         MagicMock(return_value=hl)
     )
-    x = HyperOptLossResolver(default_conf, ).hyperoptloss
+    x = HyperOptLossResolver(default_conf).hyperoptloss
     assert hasattr(x, "hyperopt_loss_function")
 
 
@@ -187,7 +201,7 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
     default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
 
     with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
-        HyperOptLossResolver(default_conf, ).hyperopt
+        HyperOptLossResolver(default_conf).hyperopt
 
 
 def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
@@ -200,6 +214,7 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
     args = [
         'hyperopt',
         '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
         '--epochs', '5'
     ]
     args = get_args(args)
@@ -217,6 +232,7 @@ def test_start(mocker, default_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
         '--epochs', '5'
     ]
     args = get_args(args)
@@ -239,6 +255,7 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
         '--epochs', '5'
     ]
     args = get_args(args)
@@ -256,6 +273,7 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
+        '--customhyperopt', 'DefaultHyperOpts',
         '--epochs', '5'
     ]
     args = get_args(args)
@@ -407,6 +425,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'all',
@@ -510,10 +529,12 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
 
 
 def test_generate_optimizer(mocker, default_conf) -> None:
-    default_conf.update({'config': 'config.json.example'})
+    default_conf.update({'config': 'config.json.example',
-    default_conf.update({'timerange': None})
+                         'hyperopt': 'DefaultHyperOpts',
-    default_conf.update({'spaces': 'all'})
+                         'timerange': None,
-    default_conf.update({'hyperopt_min_trades': 1})
+                         'spaces': 'all',
+                         'hyperopt_min_trades': 1,
+                         })
 
     trades = [
         ('POWR/BTC', 0.023117, 0.000233, 100)
@@ -576,6 +597,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
 def test_clean_hyperopt(mocker, default_conf, caplog):
     patch_exchange(mocker)
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'all',
@@ -592,6 +614,7 @@ def test_clean_hyperopt(mocker, default_conf, caplog):
 def test_continue_hyperopt(mocker, default_conf, caplog):
     patch_exchange(mocker)
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'all',
@@ -621,6 +644,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'all',
@@ -658,6 +682,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'roi stoploss',
@@ -696,6 +721,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'roi stoploss',
@@ -737,6 +763,7 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'all',
@@ -770,6 +797,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'buy',
@@ -815,6 +843,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'sell',
@@ -862,6 +891,7 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpts',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': space,