mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
Improve documentation regarding loading methods from hyperopt
This commit is contained in:
parent
12e86ee4bd
commit
3287cdd47a
|
@ -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:
|
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 `buy_strategy_generator` - for buy signal optimization
|
||||||
* fill `indicator_space` - for buy signal optimzation
|
* fill `indicator_space` - for buy signal optimzation
|
||||||
* fill `sell_strategy_generator` - for sell signal optimization
|
* fill `sell_strategy_generator` - for sell signal optimization
|
||||||
* fill `sell_indicator_space` - for sell signal optimzation
|
* 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_buy_trend` from your strategy - otherwise default-strategy will be used
|
||||||
* copy `populate_sell_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:
|
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)
|
* `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.
|
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
|
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
|
## 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
|
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
|
### Running Hyperopt with Smaller Search Space
|
||||||
|
|
||||||
Use the `--spaces` argument to limit the search space used by hyperopt.
|
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)
|
(dataframe['rsi'] < 29.0)
|
||||||
```
|
```
|
||||||
|
|
||||||
Translating your whole hyperopt result as the new buy-signal
|
Translating your whole hyperopt result as the new buy-signal would then look like:
|
||||||
would then look like:
|
|
||||||
|
|
||||||
```python
|
```python
|
||||||
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
|
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
|
||||||
|
|
|
@ -37,6 +37,9 @@ class AdvancedSampleHyperOpts(IHyperOpt):
|
||||||
"""
|
"""
|
||||||
@staticmethod
|
@staticmethod
|
||||||
def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
|
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)
|
dataframe['adx'] = ta.ADX(dataframe)
|
||||||
macd = ta.MACD(dataframe)
|
macd = ta.MACD(dataframe)
|
||||||
dataframe['macd'] = macd['macd']
|
dataframe['macd'] = macd['macd']
|
||||||
|
@ -229,8 +232,9 @@ class AdvancedSampleHyperOpts(IHyperOpt):
|
||||||
|
|
||||||
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||||
"""
|
"""
|
||||||
Based on TA indicators. Should be a copy of from strategy
|
Based on TA indicators.
|
||||||
must align to populate_indicators in this file
|
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
|
Only used when --spaces does not include buy
|
||||||
"""
|
"""
|
||||||
dataframe.loc[
|
dataframe.loc[
|
||||||
|
@ -246,8 +250,9 @@ class AdvancedSampleHyperOpts(IHyperOpt):
|
||||||
|
|
||||||
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||||
"""
|
"""
|
||||||
Based on TA indicators. Should be a copy of from strategy
|
Based on TA indicators.
|
||||||
must align to populate_indicators in this file
|
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
|
Only used when --spaces does not include sell
|
||||||
"""
|
"""
|
||||||
dataframe.loc[
|
dataframe.loc[
|
||||||
|
|
Loading…
Reference in New Issue
Block a user