fix hyperopting multi-value categories on AverageHyperopt

This commit is contained in:
Felipe Fernandes
2021-03-10 20:55:12 -03:00
parent fd5fecd1e2
commit 375370b1eb
+12 -8
View File
@@ -43,9 +43,11 @@ class AverageHyperopt(IHyperOpt):
conditions = []
# TRIGGERS
if 'trigger' in params:
trigger = [int(item) for item in params['trigger'].split('-')]
conditions.append(qtpylib.crossed_above(
dataframe[f"maShort({params['trigger'][0]})"],
dataframe[f"maMedium({params['trigger'][1]})"])
dataframe[f"maShort({trigger[0]})"],
dataframe[f"maMedium({trigger[1]})"])
)
# Check that volume is not 0
@@ -70,7 +72,7 @@ class AverageHyperopt(IHyperOpt):
for medium in range(mediumRangeBegin, mediumRangeEnd):
# The output will be (short, long)
buyTriggerList.append(
(short, medium)
'{}-{}'.format(short, medium)
)
return [
Categorical(buyTriggerList, name='trigger')
@@ -90,10 +92,12 @@ class AverageHyperopt(IHyperOpt):
# TRIGGERS
if 'sell-trigger' in params:
trigger = [int(item) for item in params['sell-trigger'].split('-')]
conditions.append(qtpylib.crossed_above(
dataframe[f"maMedium({params['sell-trigger'][1]})"],
dataframe[f"maShort({params['sell-trigger'][0]})"])
)
dataframe[f"maMedium({trigger[1]})"],
dataframe[f"maShort({trigger[0]})"])
)
if conditions:
dataframe.loc[
@@ -114,7 +118,7 @@ class AverageHyperopt(IHyperOpt):
for medium in range(mediumRangeBegin, mediumRangeEnd):
# The output will be (short, long)
sellTriggerList.append(
(short, medium)
'{}-{}'.format(short, medium)
)
return [
@@ -151,4 +155,4 @@ class AverageHyperopt(IHyperOpt):
),
'sell'] = 1
return dataframe
return dataframe