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

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Disable defaulting to DefaultHyperOpts and DefaultHyperOptLoss
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Matthias 2019-10-13 09:42:48 +02:00 committed by GitHub
commit 2c200873c1
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6 changed files with 61 additions and 29 deletions
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2
.travis.yml
View File

@ -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

7
docs/bot-usage.md
View File

@ -285,8 +285,8 @@ optional arguments:
--stake_amount STAKE_AMOUNT
Specify stake_amount.
--customhyperopt NAME
Specify hyperopt class name (default:
`DefaultHyperOpts`).
Specify hyperopt class name which will be used by the
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.

5
freqtrade/configuration/cli_options.py
View File

@ -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,

1
freqtrade/constants.py
View File

@ -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://'

27
freqtrade/resolvers/hyperopt_resolver.py
View File

@ -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
hyperopt_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
# Verify the hyperopt_loss is in the configuration, otherwise fallback to the
# 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,

48
tests/optimize/test_hyperopt.py
View File

@ -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({'timerange': None})
default_conf.update({'spaces': 'all'})
default_conf.update({'hyperopt_min_trades': 1})
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpts',
'timerange': None,
'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,