freqtrade_origin/freqtrade/optimize/hyperopt_auto.py

85 lines
3.1 KiB
Python

"""
HyperOptAuto class.
This module implements a convenience auto-hyperopt class, which can be used together with strategies
that implement IHyperStrategy interface.
"""
from contextlib import suppress
from typing import Callable, Dict, List
from freqtrade.exceptions import OperationalException
with suppress(ImportError):
from skopt.space import Dimension
from freqtrade.optimize.hyperopt_interface import EstimatorType, IHyperOpt
def _format_exception_message(space: str) -> str:
raise OperationalException(
f"The '{space}' space is included into the hyperoptimization "
f"but no parameter for this space was not found in your Strategy. "
f"Please make sure to have parameters for this space enabled for optimization "
f"or remove the '{space}' space from hyperoptimization.")
class HyperOptAuto(IHyperOpt):
"""
This class delegates functionality to Strategy(IHyperStrategy) and Strategy.HyperOpt classes.
Most of the time Strategy.HyperOpt class would only implement indicator_space and
sell_indicator_space methods, but other hyperopt methods can be overridden as well.
"""
def _get_func(self, name) -> Callable:
"""
Return a function defined in Strategy.HyperOpt class, or one defined in super() class.
:param name: function name.
:return: a requested function.
"""
hyperopt_cls = getattr(self.strategy, 'HyperOpt', None)
default_func = getattr(super(), name)
if hyperopt_cls:
return getattr(hyperopt_cls, name, default_func)
else:
return default_func
def _generate_indicator_space(self, category):
for attr_name, attr in self.strategy.enumerate_parameters(category):
if attr.optimize:
yield attr.get_space(attr_name)
def _get_indicator_space(self, category):
# TODO: is this necessary, or can we call "generate_space" directly?
indicator_space = list(self._generate_indicator_space(category))
if len(indicator_space) > 0:
return indicator_space
else:
_format_exception_message(category)
def buy_indicator_space(self) -> List['Dimension']:
return self._get_indicator_space('buy')
def sell_indicator_space(self) -> List['Dimension']:
return self._get_indicator_space('sell')
def protection_space(self) -> List['Dimension']:
return self._get_indicator_space('protection')
def generate_roi_table(self, params: Dict) -> Dict[int, float]:
return self._get_func('generate_roi_table')(params)
def roi_space(self) -> List['Dimension']:
return self._get_func('roi_space')()
def stoploss_space(self) -> List['Dimension']:
return self._get_func('stoploss_space')()
def generate_trailing_params(self, params: Dict) -> Dict:
return self._get_func('generate_trailing_params')(params)
def trailing_space(self) -> List['Dimension']:
return self._get_func('trailing_space')()
def generate_estimator(self) -> EstimatorType:
return self._get_func('generate_estimator')()