Add trailing stoploss hyperspace

freqtrade/optimize/hyperopt.py

@@ -149,7 +149,7 @@ class Hyperopt:
         self.trials_file.unlink()
         return trials
 
-    def log_trials_result(self) -> None:
+    def log_trials_result(self) -> None:  # noqa: C901
         """
         Display Best hyperopt result
         """
@@ -161,14 +161,16 @@ class Hyperopt:
 
         if self.config.get('print_json'):
             result_dict: Dict = {}
+
             if self.has_space('buy') or self.has_space('sell'):
                 result_dict['params'] = {}
+
             if self.has_space('buy'):
-                result_dict['params'].update({p.name: params.get(p.name)
-                                             for p in self.hyperopt_space('buy')})
+                result_dict['params'].update(self.space_params(params, 'buy'))
+
             if self.has_space('sell'):
-                result_dict['params'].update({p.name: params.get(p.name)
-                                             for p in self.hyperopt_space('sell')})
+                result_dict['params'].update(self.space_params(params, 'sell'))
+
             if self.has_space('roi'):
                 # Convert keys in min_roi dict to strings because
                 # rapidjson cannot dump dicts with integer keys...
@@ -177,25 +179,35 @@ class Hyperopt:
                 result_dict['minimal_roi'] = OrderedDict(
                     (str(k), v) for k, v in self.custom_hyperopt.generate_roi_table(params).items()
                 )
+
             if self.has_space('stoploss'):
-                result_dict['stoploss'] = params.get('stoploss')
+                result_dict.update(self.space_params(params, 'stoploss'))
+
+            if self.has_space('trailing'):
+                result_dict.update(self.space_params(params, 'trailing'))
+
             print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
         else:
             if self.has_space('buy'):
                 print('Buy hyperspace params:')
-                pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')},
-                       indent=4)
+                pprint(self.space_params(params, 'buy', 5), indent=4)
+
             if self.has_space('sell'):
                 print('Sell hyperspace params:')
-                pprint({p.name: params.get(p.name) for p in self.hyperopt_space('sell')},
-                       indent=4)
+                pprint(self.space_params(params, 'sell', 5), indent=4)
+
             if self.has_space('roi'):
                 print("ROI table:")
                 # Round printed values to 5 digits after the decimal point
                 pprint(round_dict(self.custom_hyperopt.generate_roi_table(params), 5), indent=4)
+
             if self.has_space('stoploss'):
-                # Also round to 5 digits after the decimal point
-                print(f"Stoploss: {round(params.get('stoploss'), 5)}")
+                print(f"Stoploss:")
+                pprint(self.space_params(params, 'stoploss', 5), indent=4)
+
+            if self.has_space('trailing'):
+                print('Trailing stop:')
+                pprint(self.space_params(params, 'trailing', 5), indent=4)
 
     def log_results(self, results) -> None:
         """
@@ -233,9 +245,13 @@ class Hyperopt:
 
     def has_space(self, space: str) -> bool:
         """
-        Tell if a space value is contained in the configuration
+        Tell if the space value is contained in the configuration
         """
-        return any(s in self.config['spaces'] for s in [space, 'all'])
+        # The 'trailing' space is not included in the 'default' set of spaces
+        if space == 'trailing':
+            return any(s in self.config['spaces'] for s in [space, 'all'])
+        else:
+            return any(s in self.config['spaces'] for s in [space, 'all', 'default'])
 
     def hyperopt_space(self, space: Optional[str] = None) -> List[Dimension]:
         """
@@ -245,20 +261,34 @@ class Hyperopt:
         for all hyperspaces used.
         """
         spaces: List[Dimension] = []
+
         if space == 'buy' or (space is None and self.has_space('buy')):
             logger.debug("Hyperopt has 'buy' space")
             spaces += self.custom_hyperopt.indicator_space()
+
         if space == 'sell' or (space is None and self.has_space('sell')):
             logger.debug("Hyperopt has 'sell' space")
             spaces += self.custom_hyperopt.sell_indicator_space()
+
         if space == 'roi' or (space is None and self.has_space('roi')):
             logger.debug("Hyperopt has 'roi' space")
             spaces += self.custom_hyperopt.roi_space()
+
         if space == 'stoploss' or (space is None and self.has_space('stoploss')):
             logger.debug("Hyperopt has 'stoploss' space")
             spaces += self.custom_hyperopt.stoploss_space()
+
+        if space == 'trailing' or (space is None and self.has_space('trailing')):
+            logger.debug("Hyperopt has 'trailing' space")
+            spaces += self.custom_hyperopt.trailing_space()
+
         return spaces
 
+    def space_params(self, params, space: str, r: int = None) -> Dict:
+        d = {p.name: params.get(p.name) for p in self.hyperopt_space(space)}
+        # Round floats to `r` digits after the decimal point if requested
+        return round_dict(d, r) if r else d
+
     def generate_optimizer(self, _params: Dict, iteration=None) -> Dict:
         """
         Used Optimize function. Called once per epoch to optimize whatever is configured.
@@ -281,6 +311,15 @@ class Hyperopt:
         if self.has_space('stoploss'):
             self.backtesting.strategy.stoploss = params['stoploss']
 
+        if self.has_space('trailing'):
+            self.backtesting.strategy.trailing_stop = params['trailing_stop']
+            self.backtesting.strategy.trailing_stop_positive = \
+                params['trailing_stop_positive']
+            self.backtesting.strategy.trailing_stop_positive_offset = \
+                params['trailing_stop_positive_offset']
+            self.backtesting.strategy.trailing_only_offset_is_reached = \
+                params['trailing_only_offset_is_reached']
+
         processed = load(self.tickerdata_pickle)
 
         min_date, max_date = get_timeframe(processed)