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🐞 HyperOpt Individual Spaces #47

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Rikj000 opened this issue Jun 5, 2021 · 5 comments
Closed

🐞 HyperOpt Individual Spaces #47

Rikj000 opened this issue Jun 5, 2021 · 5 comments
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@Rikj000
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Rikj000 commented Jun 5, 2021

It has been reported that HyperOpting individual spaces doesn't work anymore.
This still needs to be investigated further though.

@Rikj000 Rikj000 added Bug - Fix Needed Something isn't working as expected Planned Planned feature, improvement or bugfix (not being worked on yet) labels Jun 5, 2021
@Rikj000 Rikj000 added this to the v0.12.0 milestone Jun 6, 2021
@denvers
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denvers commented Jun 9, 2021

Can confirm. Only one space fails to print HyperOpting results (which space doesn't make sense), while using two or more prints HyperOpting results.

Although, I found out that it will work if you add --print-all.

Eg. freqtrade hyperopt --print-all -s MoniGoManiHyperStrategy -c ./user_data/mgm-config.json -c ./user_data/mgm-config-private.json --hyperopt-loss WinRatioAndProfitRatioLoss --spaces trailing -e 100 --timerange 20210101-20210316

Tested both the Docker and vanilla way.

@Rikj000
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Rikj000 commented Jun 9, 2021

Following ran a full 1000 epochs on a 1st HyperOpt Run (so without a mgm-config-hyperopt.json present) with in the end following message: No epochs evaluated yet, no best result., I also got the same message when interrupting in the middle of my HyperOpt:

  • --spaces sell
  • --spaces stoploss
  • --spaces trailing
  • --spaces roi

However following spaces have been confirmed working while HyperOpting a 1st Run on my end:

  • --spaces buy
  • --spaces buy sell
  • --spaces all

@Rikj000 Rikj000 self-assigned this Jun 9, 2021
@Rikj000
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Rikj000 commented Jun 10, 2021

Further investigation is still needed, I'm starting to think that it might be due to how MGM initializes stuff on the 1st HyperOpt Run.
There it just uses the middle of the spaces to start out with. And that might be quite a sucky initial setup, so if all spaces (mostly the buy space) are not optimized it might lead to no results found? 🤔
My next tests will be a 2nd HyperOpt Run based on partial results (I'll only leave buy params in my mgm-config-hyperopt.json. That way the strategy should definitely buy trades again, and thus like that we maybe also will be able to hyperopt the other spaces separately again?

Example of what I mean with initializes in the middle of the spaces:
MGM-MiddleOfSearchSpaces

@Rikj000 Rikj000 added In Progress This is being worked on and removed Planned Planned feature, improvement or bugfix (not being worked on yet) labels Jun 10, 2021
@Rikj000
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Rikj000 commented Jun 10, 2021

Further investigation is still needed, I'm starting to think that it might be due to how MGM initializes stuff on the 1st HyperOpt Run.
My next tests will be a 2nd HyperOpt Run based on partial results (I'll only leave buy params in my mgm-config-hyperopt.json. That way the strategy should definitely buy trades again, and thus like that we maybe also will be able to hyperopt the other spaces separately again?

There where indeed bugs with loading in separately, I got an uncommitted "bugfix" for this but still testing all the spaces for it, so far confirmed working:

  • --spaces buy
  • --spaces sell (Make sure to have HyperOpted buy parameters being loaded from mgm-config-hyperopt.json, otherwise no results are found)
  • --spaces stoploss
  • --spaces trailing
  • --spaces roi

@Rikj000
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Rikj000 commented Jun 11, 2021

All individual spaces should work again now on the development branch 🥳
Keep in mind that some results do need to be present before certain spaces will start providing valid outputs

@Rikj000 Rikj000 closed this as completed Jun 11, 2021
@Rikj000 Rikj000 added Bug - Fixed Issue has been resolved and removed Bug - Fix Needed Something isn't working as expected In Progress This is being worked on labels Jun 11, 2021
@Rikj000 Rikj000 changed the title HyperOpt Individual Spaces 🐞 HyperOpt Individual Spaces Sep 5, 2021
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