Merge pull request freqtrade#1247 from freqtrade/fix_hyperopt_pickle

Fix hyperopt pickle

freqtrade/optimize/hyperopt.py

@@ -152,7 +152,7 @@ def calculate_loss(self, total_profit: float, trade_count: int, trade_duration:
     @staticmethod
     def generate_roi_table(params: Dict) -> Dict[int, float]:
         """
-        Generate the ROI table thqt will be used by Hyperopt
+        Generate the ROI table that will be used by Hyperopt
         """
         roi_table = {}
         roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
@@ -402,6 +402,13 @@ def start(args: Namespace) -> None:
     config['exchange']['key'] = ''
     config['exchange']['secret'] = ''
 
+    if config.get('strategy') and config.get('strategy') != 'DefaultStrategy':
+        logger.error("Please don't use --strategy for hyperopt.")
+        logger.error(
+            "Read the documentation at "
+            "https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md "
+            "to understand how to configure hyperopt.")
+        raise ValueError("--strategy configured but not supported for hyperopt")
     # Initialize backtesting object
     hyperopt = Hyperopt(config)
     hyperopt.start()

freqtrade/strategy/__init__.py

@@ -3,7 +3,8 @@
 from copy import deepcopy
 
 from freqtrade.strategy.interface import IStrategy
-
+# Import Default-Strategy to have hyperopt correctly resolve
+from freqtrade.strategy.default_strategy import DefaultStrategy  # noqa: F401
 
 logger = logging.getLogger(__name__)
 

freqtrade/tests/optimize/test_hyperopt.py

@@ -65,6 +65,31 @@ def test_start(mocker, default_conf, caplog) -> None:
     assert start_mock.call_count == 1
 
 
+def test_start_failure(mocker, default_conf, caplog) -> None:
+    start_mock = MagicMock()
+    mocker.patch(
+        'freqtrade.configuration.Configuration._load_config_file',
+        lambda *args, **kwargs: default_conf
+    )
+    mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
+    patch_exchange(mocker)
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'TestStrategy',
+        'hyperopt',
+        '--epochs', '5'
+    ]
+    args = get_args(args)
+    StrategyResolver({'strategy': 'DefaultStrategy'})
+    with pytest.raises(ValueError):
+        start(args)
+    assert log_has(
+        "Please don't use --strategy for hyperopt.",
+        caplog.record_tuples
+    )
+
+
 def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None:
     StrategyResolver({'strategy': 'DefaultStrategy'})
 

requirements.txt

@@ -7,7 +7,7 @@ requests==2.19.1
 urllib3==1.22
 wrapt==1.10.11
 pandas==0.23.4
-scikit-learn==0.19.2
+scikit-learn==0.20.0
 scipy==1.1.0
 jsonschema==2.6.0
 numpy==1.15.2