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Add hyperopt option to clean temporary pickle files

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This commit is contained in:
Matthias 2019-07-15 20:17:15 +02:00
parent 5144e98a82
commit 107f00ff8f
3 changed files with 23 additions and 1 deletions
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10
freqtrade/configuration/arguments.py
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@ -223,6 +223,13 @@ AVAILABLE_CLI_OPTIONS = {
metavar='INT', metavar='INT',
default=1, default=1,
), ),
"hyperopt_clean_state": Arg(
"--clean",
help="Remove temporary hyperopt files (should be used when the custom hyperopt file "
"was changed, or when changing the arguments for --min-trades or spaces.",
default=False,
action='store_true',
),
# List exchanges # List exchanges
"print_one_column": Arg( "print_one_column": Arg(
'-1', '--one-column', '-1', '--one-column',
@ -309,7 +316,8 @@ ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_pos
ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "position_stacking", "epochs", "spaces", ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "position_stacking", "epochs", "spaces",
"use_max_market_positions", "print_all", "hyperopt_jobs", "use_max_market_positions", "print_all", "hyperopt_jobs",
"hyperopt_random_state", "hyperopt_min_trades"] "hyperopt_random_state", "hyperopt_min_trades",
"hyperopt_clean_state"]
ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"] ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]

2
freqtrade/configuration/configuration.py
View File

@ -284,6 +284,8 @@ class Configuration(object):
self._args_to_config(config, argname='hyperopt_min_trades', self._args_to_config(config, argname='hyperopt_min_trades',
logstring='Parameter --min-trades detected: {}') logstring='Parameter --min-trades detected: {}')
self._args_to_config(config, argname='hyperopt_clean_state',
logstring='Removing hyperopt temp files')
return config return config

12
freqtrade/optimize/hyperopt.py
View File

@ -63,10 +63,22 @@ class Hyperopt(Backtesting):
# Note, this is ratio. 3.85 stated above means 385Σ%. # Note, this is ratio. 3.85 stated above means 385Σ%.
self.expected_max_profit = 3.0 self.expected_max_profit = 3.0
if self.config['hyperopt_clean_state']:
self.clean_hyperopt()
# Previous evaluations # Previous evaluations
self.trials_file = TRIALSDATA_PICKLE self.trials_file = TRIALSDATA_PICKLE
self.trials: List = [] self.trials: List = []
def clean_hyperopt(self):
"""
Remove hyperopt pickle files to restart hyperopt.
"""
for f in [TICKERDATA_PICKLE, TRIALSDATA_PICKLE]:
p = Path(f)
if p.is_file():
logger.info(f"Removing `{p}`.")
p.unlink()
def get_args(self, params): def get_args(self, params):
dimensions = self.hyperopt_space() dimensions = self.hyperopt_space()
# Ensure the number of dimensions match # Ensure the number of dimensions match