Add hypeorpt cloudpickle magic

closes #7078

freqtrade/optimize/hyperopt.py

@@ -6,6 +6,7 @@ This module contains the hyperopt logic
 
 import logging
 import random
+import sys
 import warnings
 from datetime import datetime, timezone
 from math import ceil
@@ -17,6 +18,7 @@ import rapidjson
 from colorama import Fore, Style
 from colorama import init as colorama_init
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
+from joblib.externals import cloudpickle
 from pandas import DataFrame
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN
@@ -87,6 +89,7 @@ class Hyperopt:
         self.backtesting._set_strategy(self.backtesting.strategylist[0])
         self.custom_hyperopt.strategy = self.backtesting.strategy
 
+        self.hyperopt_pickle_magic(self.backtesting.strategy.__class__.__bases__)
         self.custom_hyperoptloss: IHyperOptLoss = HyperOptLossResolver.load_hyperoptloss(
             self.config)
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
@@ -137,6 +140,17 @@ class Hyperopt:
                 logger.info(f"Removing `{p}`.")
                 p.unlink()
 
+    def hyperopt_pickle_magic(self, bases) -> None:
+        """
+        Hyperopt magic to allow strategy inheritance across files.
+        For this to properly work, we need to register the module of the imported class
+        to pickle as value.
+        """
+        for modules in bases:
+            if modules.__name__ != 'IStrategy':
+                cloudpickle.register_pickle_by_value(sys.modules[modules.__module__])
+                self.hyperopt_pickle_magic(modules.__bases__)
+
     def _get_params_dict(self, dimensions: List[Dimension], raw_params: List[Any]) -> Dict:
 
         # Ensure the number of dimensions match