From 3287cdd47ad5fa042f7f82f85c66a47666aa1530 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Nov 2019 13:01:36 +0100 Subject: [PATCH] Improve documentation regarding loading methods from hyperopt --- docs/hyperopt.md | 23 +++++++++++++++---- .../hyperopts/sample_hyperopt_advanced.py | 13 +++++++---- 2 files changed, 27 insertions(+), 9 deletions(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 99331707f..3c42a0428 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -23,17 +23,23 @@ Configuring hyperopt is similar to writing your own strategy, and many tasks wil Depending on the space you want to optimize, only some of the below are required: -* fill `populate_indicators` - probably a copy from your strategy * fill `buy_strategy_generator` - for buy signal optimization * fill `indicator_space` - for buy signal optimzation * fill `sell_strategy_generator` - for sell signal optimization * fill `sell_indicator_space` - for sell signal optimzation -Optional, but recommended: +!!! Note + `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work. +Optional - can also be loaded from a strategy: + +* copy `populate_indicators` from your strategy - otherwise default-strategy will be used * copy `populate_buy_trend` from your strategy - otherwise default-strategy will be used * copy `populate_sell_trend` from your strategy - otherwise default-strategy will be used +!!! Note + Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead. + Rarely you may also need to override: * `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default) @@ -156,7 +162,7 @@ that minimizes the value of the [loss function](#loss-functions). The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators. When you want to test an indicator that isn't used by the bot currently, remember to -add it to the `populate_indicators()` method in `hyperopt.py`. +add it to the `populate_indicators()` method in your custom hyperopt file. ## Loss-functions @@ -270,6 +276,14 @@ For example, to use one month of data, pass the following parameter to the hyper freqtrade hyperopt --timerange 20180401-20180501 ``` +### Running Hyperopt using methods from a strategy + +Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided. + +```bash +freqtrade --strategy SampleStrategy hyperopt --customhyperopt SampleHyperopt +``` + ### Running Hyperopt with Smaller Search Space Use the `--spaces` argument to limit the search space used by hyperopt. @@ -341,8 +355,7 @@ So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that t (dataframe['rsi'] < 29.0) ``` -Translating your whole hyperopt result as the new buy-signal -would then look like: +Translating your whole hyperopt result as the new buy-signal would then look like: ```python def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: diff --git a/user_data/hyperopts/sample_hyperopt_advanced.py b/user_data/hyperopts/sample_hyperopt_advanced.py index 00062a58d..6986854ee 100644 --- a/user_data/hyperopts/sample_hyperopt_advanced.py +++ b/user_data/hyperopts/sample_hyperopt_advanced.py @@ -37,6 +37,9 @@ class AdvancedSampleHyperOpts(IHyperOpt): """ @staticmethod def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame: + """ + This method can also be loaded from the strategy, if it doesn't exist in the hyperopt class. + """ dataframe['adx'] = ta.ADX(dataframe) macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] @@ -229,8 +232,9 @@ class AdvancedSampleHyperOpts(IHyperOpt): def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Based on TA indicators. Should be a copy of from strategy - must align to populate_indicators in this file + Based on TA indicators. + Can be a copy of from the strategy, or will be loaded from the strategy. + must align to populate_indicators used (either from this File, or from the strategy) Only used when --spaces does not include buy """ dataframe.loc[ @@ -246,8 +250,9 @@ class AdvancedSampleHyperOpts(IHyperOpt): def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Based on TA indicators. Should be a copy of from strategy - must align to populate_indicators in this file + Based on TA indicators. + Can be a copy of from the strategy, or will be loaded from the strategy. + must align to populate_indicators used (either from this File, or from the strategy) Only used when --spaces does not include sell """ dataframe.loc[