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merged with feat/short

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Sam Germain
2021-09-15 22:28:10 -06:00
parent 8e83cb4d64
commit 98b00e8daf
93 changed files with 673 additions and 2067 deletions
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41
freqtrade/optimize/hyperopt_interface.py
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@@ -5,11 +5,10 @@ This module defines the interface to apply for hyperopt
import logging
import math
from abc import ABC
from typing import Any, Callable, Dict, List
from typing import Dict, List
from skopt.space import Categorical, Dimension, Integer
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import round_dict
from freqtrade.optimize.space import SKDecimal
@@ -19,13 +18,6 @@ from freqtrade.strategy import IStrategy
logger = logging.getLogger(__name__)
def _format_exception_message(method: str, space: str) -> str:
return (f"The '{space}' space is included into the hyperoptimization "
f"but {method}() method is not found in your "
f"custom Hyperopt class. You should either implement this "
f"method or remove the '{space}' space from hyperoptimization.")
class IHyperOpt(ABC):
"""
Interface for freqtrade hyperopt
@@ -45,37 +37,6 @@ class IHyperOpt(ABC):
IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
IHyperOpt.timeframe = str(config['timeframe'])
def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
"""
Create a buy strategy generator.
"""
raise OperationalException(_format_exception_message('buy_strategy_generator', 'buy'))
def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
"""
Create a sell strategy generator.
"""
raise OperationalException(_format_exception_message('sell_strategy_generator', 'sell'))
def protection_space(self) -> List[Dimension]:
"""
Create a protection space.
Only supported by the Parameter interface.
"""
raise OperationalException(_format_exception_message('indicator_space', 'protection'))
def indicator_space(self) -> List[Dimension]:
"""
Create an indicator space.
"""
raise OperationalException(_format_exception_message('indicator_space', 'buy'))
def sell_indicator_space(self) -> List[Dimension]:
"""
Create a sell indicator space.
"""
raise OperationalException(_format_exception_message('sell_indicator_space', 'sell'))
def generate_roi_table(self, params: Dict) -> Dict[int, float]:
"""
Create a ROI table.