Remove unnecessary methods, improve docstring
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@@ -3,12 +3,11 @@
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import talib.abstract as ta
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from pandas import DataFrame
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from typing import Dict, Any, Callable, List
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from functools import reduce
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import numpy
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# import numpy as np
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from skopt.space import Categorical, Dimension, Integer, Real
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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# import freqtrade.vendor.qtpylib.indicators as qtpylib
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from freqtrade.optimize.hyperopt_interface import IHyperOpt
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class_name = 'MACDStrategy_hyperopt'
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@@ -17,20 +16,22 @@ class_name = 'MACDStrategy_hyperopt'
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# This class is a sample. Feel free to customize it.
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class MACDStrategy_hyperopt(IHyperOpt):
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"""
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This is a test hyperopt to inspire you.
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This is an Example hyperopt to inspire you. - corresponding to MACDStrategy in this repository.
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To run this, best use the following command (adjust to your environment
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```
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freqtrade hyperopt --strategy MACDStrategy --hyperopts MACDStrategy_hyperopt --spaces buy sell
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```
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The idea is to optimize only the CCI value.
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- Buy side: CCI between -700 and 0
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- Sell side: CCI between 0 and 700
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More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md
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You can:
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- Rename the class name (Do not forget to update class_name)
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- Add any methods you want to build your hyperopt
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- Add any lib you need to build your hyperopt
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You must keep:
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- the prototype for the methods: populate_indicators, indicator_space, buy_strategy_generator,
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roi_space, generate_roi_table, stoploss_space
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"""
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"""
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@staticmethod
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def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
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macd = ta.MACD(dataframe)
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dataframe['macd'] = macd['macd']
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dataframe['macdsignal'] = macd['macdsignal']
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@@ -97,42 +98,6 @@ class MACDStrategy_hyperopt(IHyperOpt):
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Integer(0, 700, name='sell-cci-value'),
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]
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@staticmethod
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def generate_roi_table(params: Dict) -> Dict[int, float]:
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"""
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Generate the ROI table that will be used by Hyperopt
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"""
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roi_table = {}
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roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
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roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
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roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
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roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
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return roi_table
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@staticmethod
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def stoploss_space() -> List[Dimension]:
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"""
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Stoploss Value to search
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"""
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return [
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Real(-0.5, -0.02, name='stoploss'),
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]
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@staticmethod
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def roi_space() -> List[Dimension]:
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"""
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Values to search for each ROI steps
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"""
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return [
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Integer(10, 120, name='roi_t1'),
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Integer(10, 60, name='roi_t2'),
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Integer(10, 40, name='roi_t3'),
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Real(0.01, 0.04, name='roi_p1'),
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Real(0.01, 0.07, name='roi_p2'),
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Real(0.01, 0.20, name='roi_p3'),
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]
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def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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Based on TA indicators. Should be a copy of from strategy
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