80 lines
2.7 KiB
Bash
Executable File
80 lines
2.7 KiB
Bash
Executable File
#!/usr/bin/env bash
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# Usage: run_hyperopt_batch.sh <PAIR_LIST_FILE>
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# <PAIR_LIST_FILE> contains one pair per line, e.g., BTC-USDT\nETH-USDT
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#
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# This script will read each pair, detect regimes (using detect_regime.py),
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# and run freqtrade hyperopt for each detected regime, saving user_data/strategies/params in user_data/strategies/params/PAIR/REGIME/
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# Lanement par docker exec -i freqtrade user_data/strategies/tools/run_hyperopt_batch.sh user_data/strategies/pairs.txt
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# user_data/strategies/tools/run_hyperopt_batch.sh user_data/strategies/pairs.txt
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STRATEGIE="Zeus_8_3_2_B_4_2"
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if [ $# -ne 1 ]; then
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echo "Usage: $0 <PAIR_LIST_FILE>" >&2
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exit 1
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fi
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PAIR_LIST_FILE="$1"
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if [ ! -f "$PAIR_LIST_FILE" ]; then
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echo "File not found: $PAIR_LIST_FILE" >&2
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exit 1
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fi
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echo "ici $PAIR_LIST_FILE"
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while read -r PAIR; do
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echo $PAIR
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[ -z "$PAIR" ] && continue
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echo "\nProcessing pair: $PAIR"
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DATA_FEATHER="user_data/data/binance/$(echo $PAIR | tr '[:upper:]' '[:upper:]')-1d.feather"
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if [ ! -f "$DATA_FEATHER" ]; then
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echo "Data file not found for $PAIR: $DATA_FEATHER" >&2
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continue
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fi
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echo "Work with data file $PAIR: $DATA_FEATHER" >&2
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# Detect regimes using Python script
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REGIMES=$(python3 user_data/strategies/tools/detect_regime.py "$PAIR" "$DATA_FEATHER") # | awk '{print tolower($1) " " $2 " " $4}')
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while read -r REGIME START st END et; do
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echo "Work with dates $REGIME : $START - $END" >&2
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if [ -z "$START" ] || [ -z "$END" ]; then
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echo "Skipping $PAIR $REGIME : cannot determine timerange" >&2
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continue
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fi
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if [[ "$START" < "2024-09-01" ]]; then
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echo "TOO OLD $START"
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continue
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fi
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TIMERANGE="${START//-/}-${END//-/}"
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echo "Running hyperopt for $PAIR $REGIME with timerange $TIMERANGE"
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OUTPUT_JSON="user_data/strategies/params/$PAIR/$REGIME/$START-$END-hyperopt_result.json"
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OUTPUT_TXT="user_data/strategies/params/$PAIR/$REGIME/$START-$END-hyperopt_result.txt"
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mkdir -p "user_data/strategies/params/$PAIR/$REGIME"
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converted="${PAIR/_//}"
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# COLUMNS=200 LINES=40 script -q -c "
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freqtrade hyperopt --strategy $STRATEGIE --config user_data/config.json --hyperopt-loss OnlyProfitHyperOptLoss --timerange $TIMERANGE --timeframe 5m --spaces sell buy protection --pair $converted -e 80 -j7
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echo "Saved hyperopt output to $OUTPUT_JSON"
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cp user_data/strategies/$STRATEGIE.json $OUTPUT_JSON
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# COLUMNS=120 LINES=40 script -q -c "
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# docker exec -i freqtrade
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freqtrade hyperopt-list --profitable --no-details > $OUTPUT_TXT
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sleep 1
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done <<< "$REGIMES"
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done < "$PAIR_LIST_FILE" |