diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py index 2714ffb43..7dee47d87 100644 --- a/freqtrade/strategy/hyper.py +++ b/freqtrade/strategy/hyper.py @@ -5,7 +5,7 @@ This module defines a base class for auto-hyperoptable strategies. import logging from abc import ABC, abstractmethod from contextlib import suppress -from typing import Any, Dict, Iterator, Optional, Sequence, Tuple, Union +from typing import Any, Dict, Iterator, List, Optional, Sequence, Tuple, Union from freqtrade.optimize.hyperopt_tools import HyperoptTools @@ -29,6 +29,7 @@ class BaseParameter(ABC): default: Any value: Any in_space: bool = False + name: str def __init__(self, *, default: Any, space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs): @@ -250,6 +251,9 @@ class HyperStrategyMixin(object): Initialize hyperoptable strategy mixin. """ self.config = config + self.ft_buy_params: List[BaseParameter] = [] + self.ft_sell_params: List[BaseParameter] = [] + self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT) def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]: @@ -260,15 +264,26 @@ class HyperStrategyMixin(object): """ if category not in ('buy', 'sell', None): raise OperationalException('Category must be one of: "buy", "sell", None.') + + if category is None: + params = self.ft_buy_params + self.ft_sell_params + else: + params = getattr(self, f"ft_{category}_params") + + for par in params: + yield par.name, par + + def _detect_parameters(self, category: str) -> Iterator[Tuple[str, BaseParameter]]: + """ Detect all parameters for 'category' """ for attr_name in dir(self): if not attr_name.startswith('__'): # Ignore internals, not strictly necessary. attr = getattr(self, attr_name) if issubclass(attr.__class__, BaseParameter): - if (category and attr_name.startswith(category + '_') + if (attr_name.startswith(category + '_') and attr.category is not None and attr.category != category): raise OperationalException( f'Inconclusive parameter name {attr_name}, category: {attr.category}.') - if (category is None or category == attr.category or + if (category == attr.category or (attr_name.startswith(category + '_') and attr.category is None)): yield attr_name, attr @@ -286,9 +301,16 @@ class HyperStrategyMixin(object): """ if not params: logger.info(f"No params for {space} found, using default values.") + param_container: List[BaseParameter] = getattr(self, f"ft_{space}_params") - for attr_name, attr in self.enumerate_parameters(space): + for attr_name, attr in self._detect_parameters(space): + attr.name = attr_name attr.in_space = hyperopt and HyperoptTools.has_space(self.config, space) + if not attr.category: + attr.category = space + + param_container.append(attr) + if params and attr_name in params: if attr.load: attr.value = params[attr_name] @@ -298,3 +320,16 @@ class HyperStrategyMixin(object): f'Default value "{attr.value}" used.') else: logger.info(f'Strategy Parameter(default): {attr_name} = {attr.value}') + + def get_params_dict(self): + """ + Returns list of Parameters that are not part of the current optimize job + """ + params = { + 'buy': {}, + 'sell': {} + } + for name, p in self.enumerate_parameters(): + if not p.optimize or not p.in_space: + params[p.category][name] = p.value + return params diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 4ca514349..a241d7f43 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -671,4 +671,4 @@ def test_auto_hyperopt_interface(default_conf): strategy.sell_rsi = IntParameter([0, 10], default=5, space='buy') with pytest.raises(OperationalException, match=r"Inconclusive parameter.*"): - [x for x in strategy.enumerate_parameters('sell')] + [x for x in strategy._detect_parameters('sell')]