hyperopt for AverageStrategy.py

[xmatthias]

Summary

since #53 is not mergable (completely messed up history - not sure how this can happen) i've extracted the hyperopt file and commited it again.

I've tried to set the author correctly - hope that's in your mind.

I've also taken the liberty to slightly reformat some of the strings to fstrings, which makes them a lot easier to understand, as the whole str() stuff goes away.

replaces #53

[Lu05]

Hi,

I have a problem executing the hyperopt.
I tried the following command
freqtrade hyperopt --hyperopt AverageHyperopt --strategy AverageStrategy --config config_test.json -e 1000
but get an error here

2020-03-31 05:49:22,218 - freqtrade.optimize.hyperopt - INFO - Effective number of parallel workers used: 4
............................2020-03-31 05:49:54,163 - freqtrade - ERROR - Fatal exception!
Traceback (most recent call last):
  File "/home/user/freqtrade/freqtrade/freqtrade/main.py", line 36, in main
    return_code = args['func'](args)
  File "/home/user/freqtrade/freqtrade/freqtrade/commands/optimize_commands.py", line 81, in start_hyperopt
    hyperopt.start()
  File "/home/user/freqtrade/freqtrade/freqtrade/optimize/hyperopt.py", line 671, in start
    asked = self.opt.ask(n_points=current_jobs)
  File "/home/user/freqtrade/freqtrade/.env/lib/python3.7/site-packages/skopt/optimizer/optimizer.py", line 382, in ask
    opt._tell(x, y_lie)
  File "/home/user/freqtrade/freqtrade/.env/lib/python3.7/site-packages/skopt/optimizer/optimizer.py", line 553, in _tell
    transformed_bounds[:, 1])
  File "<__array_function__ internals>", line 6, in clip
  File "/home/user/freqtrade/freqtrade/.env/lib/python3.7/site-packages/numpy/core/fromnumeric.py", line 2084, in clip
    return _wrapfunc(a, 'clip', a_min, a_max, out=out, **kwargs)
  File "/home/user/freqtrade/freqtrade/.env/lib/python3.7/site-packages/numpy/core/fromnumeric.py", line 61, in _wrapfunc
    return bound(*args, **kwds)
  File "/home/user/freqtrade/freqtrade/.env/lib/python3.7/site-packages/numpy/core/_methods.py", line 132, in _clip
    um.clip, a, min, max, out=out, casting=casting, **kwargs)
  File "/home/user/freqtrade/freqtrade/.env/lib/python3.7/site-packages/numpy/core/_methods.py", line 85, in _clip_dep_invoke_with_casting
    return ufunc(*args, out=out, **kwargs)
ValueError: operands could not be broadcast together with shapes (3037,) (6007,) (6007,) 

Does anyone have an idea for a solution?

[hroff-1902]

what are your limits for short and medium ma?

[Lu05]

what are your limits for short and medium ma?

I'm using the default values for strategy and hyperopt. I didn't change anything. Stake currency is BTC and pair list is volume based top 50.

[hroff-1902]

which is your version of skopt used (pip list|grep scikit-optimize in venv)?

[Lu05]

which is your version of skopt used (pip list|grep scikit-optimize in venv)?

scikit-optimize 0.7.4

[hroff-1902]

which is your version of skopt used (pip list|grep scikit-optimize in venv)?

scikit-optimize 0.7.4

The line numbers in the backtrace above ^^:

  File "/home/user/freqtrade/freqtrade/.env/lib/python3.7/site-packages/skopt/optimizer/optimizer.py", line 382, in ask
    opt._tell(x, y_lie)
  File "/home/user/freqtrade/freqtrade/.env/lib/python3.7/site-packages/skopt/optimizer/optimizer.py", line 553, in _tell
    transformed_bounds[:, 1])

say it's of skopt v. 0.7.3

Try to find the reason why you are thinking it's 0.7.4 while 0.7.3 is used and update it to the latest skopt.

[Lu05]

@hroff-1902 thanks for the tip but I didn't find the reason why it is not working. I think it uses 0.7.4 because the command "pip list|grep scikit-optimize" tells me this.
I'm not really fimiliar with python packages. I Also tried a new checkout and install with the install script into a new folder but here are the same problems. Normal hyperopt eg the empty hyperopt example is working without problems. I think it is not a problem related to freqtrade. More a problem with my installation. If you have any ideas for that I would appreciate it. Otherwise I will continue to find the problem on my machine.

[hroff-1902]

LGTM 👍