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Move unnecessary things out of generate_optimizer

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This commit is contained in:
Matthias 2019-07-15 20:28:55 +02:00
parent b1b4048f97
commit 2fedae6060
2 changed files with 23 additions and 12 deletions
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31
freqtrade/optimize/hyperopt.py
View File

@ -69,6 +69,20 @@ class Hyperopt(Backtesting):
self.trials_file = TRIALSDATA_PICKLE
self.trials: List = []
# Populate functions here (hasattr is slow so should not be run during "regular" operations)
if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
self.advise_buy = self.custom_hyperopt.populate_buy_trend # type: ignore
if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
self.advise_sell = self.custom_hyperopt.populate_sell_trend # type: ignore
# Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
if self.config.get('use_max_market_positions', True):
self.max_open_trades = self.config['max_open_trades']
else:
logger.debug('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
self.max_open_trades = 0
def clean_hyperopt(self):
"""
Remove hyperopt pickle files to restart hyperopt.
@ -184,39 +198,32 @@ class Hyperopt(Backtesting):
return spaces
def generate_optimizer(self, _params: Dict) -> Dict:
"""
Used Optimize function. Called once per epoch to optimize whatever is configured.
Keep this function as optimized as possible!
"""
params = self.get_args(_params)
if self.has_space('roi'):
self.strategy.minimal_roi = self.custom_hyperopt.generate_roi_table(params)
if self.has_space('buy'):
self.advise_buy = self.custom_hyperopt.buy_strategy_generator(params)
elif hasattr(self.custom_hyperopt, 'populate_buy_trend'):
self.advise_buy = self.custom_hyperopt.populate_buy_trend # type: ignore
if self.has_space('sell'):
self.advise_sell = self.custom_hyperopt.sell_strategy_generator(params)
elif hasattr(self.custom_hyperopt, 'populate_sell_trend'):
self.advise_sell = self.custom_hyperopt.populate_sell_trend # type: ignore
if self.has_space('stoploss'):
self.strategy.stoploss = params['stoploss']
processed = load(TICKERDATA_PICKLE)
# Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
if self.config.get('use_max_market_positions', True):
max_open_trades = self.config['max_open_trades']
else:
logger.debug('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
max_open_trades = 0
min_date, max_date = get_timeframe(processed)
results = self.backtest(
{
'stake_amount': self.config['stake_amount'],
'processed': processed,
'max_open_trades': max_open_trades,
'max_open_trades': self.max_open_trades,
'position_stacking': self.config.get('position_stacking', False),
'start_date': min_date,
'end_date': max_date,

4
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -371,6 +371,10 @@ def test_start_calls_optimizer(mocker, default_conf, caplog) -> None:
assert dumper.called
# Should be called twice, once for tickerdata, once to save evaluations
assert dumper.call_count == 2
assert hasattr(hyperopt, "advise_sell")
assert hasattr(hyperopt, "advise_buy")
assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == default_conf['max_open_trades']
def test_format_results(hyperopt):