freqtrade_origin/freqtrade/resolvers/hyperopt_resolver.py
2019-07-12 23:45:49 +03:00

80 lines
3.1 KiB
Python

# pragma pylint: disable=attribute-defined-outside-init
"""
This module load custom hyperopts
"""
import logging
from pathlib import Path
from typing import Optional, Dict
from freqtrade import OperationalException
from freqtrade.constants import DEFAULT_HYPEROPT
from freqtrade.optimize.hyperopt_interface import IHyperOpt
from freqtrade.resolvers import IResolver
logger = logging.getLogger(__name__)
class HyperOptResolver(IResolver):
"""
This class contains all the logic to load custom hyperopt class
"""
__slots__ = ['hyperopt']
def __init__(self, config: Optional[Dict] = None) -> None:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
"""
config = config or {}
# 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, extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt
self.hyperopt.__class__.ticker_interval = str(config['ticker_interval'])
if not hasattr(self.hyperopt, 'populate_buy_trend'):
logger.warning("Custom Hyperopt does not provide populate_buy_trend. "
"Using populate_buy_trend from DefaultStrategy.")
if not hasattr(self.hyperopt, 'populate_sell_trend'):
logger.warning("Custom Hyperopt does not provide populate_sell_trend. "
"Using populate_sell_trend from DefaultStrategy.")
def _load_hyperopt(
self, hyperopt_name: str, extra_dir: Optional[str] = None) -> IHyperOpt:
"""
Search and loads the specified hyperopt.
:param hyperopt_name: name of the module to import
:param extra_dir: additional directory to search for the given hyperopt
:return: HyperOpt instance or None
"""
current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
abs_paths = [
current_path.parent.parent.joinpath('user_data/hyperopts'),
current_path,
]
if extra_dir:
# Add extra hyperopt directory on top of search paths
abs_paths.insert(0, Path(extra_dir))
for _path in abs_paths:
try:
(hyperopt, module_path) = self._search_object(directory=_path,
object_type=IHyperOpt,
object_name=hyperopt_name)
if hyperopt:
logger.info(f"Using resolved hyperopt {hyperopt_name} from '{module_path}'...")
return hyperopt
except FileNotFoundError:
logger.warning('Path "%s" does not exist.', _path.relative_to(Path.cwd()))
raise OperationalException(
f"Impossible to load Hyperopt '{hyperopt_name}'. This class does not exist "
"or contains Python code errors."
)