diff --git a/user_data/hyperopts/BinHV45HyperOpt.py b/user_data/hyperopts/BinHV45HyperOpt.py new file mode 100644 index 0000000..eafb3b2 --- /dev/null +++ b/user_data/hyperopts/BinHV45HyperOpt.py @@ -0,0 +1,97 @@ +# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement + +# --- Do not remove these libs --- +from functools import reduce +from typing import Any, Callable, Dict, List + +import numpy as np # noqa +import pandas as pd # noqa +from pandas import DataFrame +from skopt.space import Categorical, Dimension, Integer, Real # noqa + +from freqtrade.optimize.hyperopt_interface import IHyperOpt + +# -------------------------------- +# Add your lib to import here +import talib.abstract as ta # noqa +import freqtrade.vendor.qtpylib.indicators as qtpylib + + +class BinHV45HyperOpt(IHyperOpt): + """ + Hyperopt file for optimizing BinHV45Strategy. + Uses ranges to find best parameter combination for bbdelta, closedelta and tail + of the buy strategy. + + Sell strategy is ignored, because it's ignored in BinHV45Strategy as well. + This strategy therefor works without explicit sell signal therefor hyperopting + for 'roi' is recommend as well + + Also, this is just ONE way to optimize this strategy - others might also include + disabling certain conditions completely. This file is just a starting point, feel free + to improve and PR. + """ + + @staticmethod + def buy_strategy_generator(params: Dict[str, Any]) -> Callable: + """ + Define the buy strategy parameters to be used by Hyperopt. + """ + def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame: + """ + Buy strategy Hyperopt will build and use. + """ + conditions = [] + + conditions.append(dataframe['lower'].shift().gt(0)) + conditions.append(dataframe['bbdelta'].gt( + dataframe['close'] * params['bbdelta'] / 1000)) + conditions.append(dataframe['closedelta'].gt( + dataframe['close'] * params['closedelta'] / 1000)) + conditions.append(dataframe['tail'].lt(dataframe['bbdelta'] * params['tail'] / 1000)) + conditions.append(dataframe['close'].lt(dataframe['lower'].shift())) + conditions.append(dataframe['close'].le(dataframe['close'].shift())) + + # Check that the candle had volume + conditions.append(dataframe['volume'] > 0) + + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'buy'] = 1 + + return dataframe + + return populate_buy_trend + + @staticmethod + def indicator_space() -> List[Dimension]: + """ + Define your Hyperopt space for searching buy strategy parameters. + """ + return [ + Integer(1, 15, name='bbdelta'), + Integer(15, 20, name='closedelta'), + Integer(20, 30, name='tail'), + ] + + @staticmethod + def sell_strategy_generator(params: Dict[str, Any]) -> Callable: + """ + Define the sell strategy parameters to be used by Hyperopt. + """ + def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame: + """ + no sell signal + """ + dataframe['sell'] = 0 + return dataframe + + return populate_sell_trend + + @staticmethod + def sell_indicator_space() -> List[Dimension]: + """ + Define your Hyperopt space for searching sell strategy parameters. + """ + return []