diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index c129a7e47..926d02f8f 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -22,7 +22,7 @@ ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_pos ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path", "position_stacking", "epochs", "spaces", "use_max_market_positions", "print_all", - "print_colorized", "hyperopt_jobs", + "print_colorized", "print_json", "hyperopt_jobs", "hyperopt_random_state", "hyperopt_min_trades", "hyperopt_continue", "hyperopt_loss"] diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index b098fa8bc..84686d1e6 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -198,6 +198,12 @@ AVAILABLE_CLI_OPTIONS = { action='store_false', default=True, ), + "print_json": Arg( + '--print-json', + help='Print best result detailization in JSON format.', + action='store_true', + default=False, + ), "hyperopt_jobs": Arg( '-j', '--job-workers', help='The number of concurrently running jobs for hyperoptimization ' diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 2e0a1bab9..c95246fc0 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -242,6 +242,9 @@ class Configuration(object): else: config.update({'print_colorized': True}) + self._args_to_config(config, argname='print_json', + logstring='Parameter --print-json detected ...') + self._args_to_config(config, argname='hyperopt_jobs', logstring='Parameter -j/--job-workers detected: {}') diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 772b4a10f..05b12e653 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -8,11 +8,14 @@ import logging import os import sys +from collections import OrderedDict from operator import itemgetter from pathlib import Path from pprint import pprint from typing import Any, Dict, List, Optional +import rapidjson + from colorama import init as colorama_init from colorama import Fore, Style from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count @@ -133,22 +136,44 @@ class Hyperopt(Backtesting): results = sorted(self.trials, key=itemgetter('loss')) best_result = results[0] params = best_result['params'] - log_str = self.format_results_logstring(best_result) print(f"\nBest result:\n\n{log_str}\n") - if self.has_space('buy'): - print('Buy hyperspace params:') - pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')}, - indent=4) - if self.has_space('sell'): - print('Sell hyperspace params:') - pprint({p.name: params.get(p.name) for p in self.hyperopt_space('sell')}, - indent=4) - if self.has_space('roi'): - print("ROI table:") - pprint(self.custom_hyperopt.generate_roi_table(params), indent=4) - if self.has_space('stoploss'): - print(f"Stoploss: {params.get('stoploss')}") + + if self.config.get('print_json'): + result_dict: Dict = {} + if self.has_space('buy') or self.has_space('sell'): + result_dict['params'] = {} + if self.has_space('buy'): + result_dict['params'].update({p.name: params.get(p.name) + for p in self.hyperopt_space('buy')}) + if self.has_space('sell'): + result_dict['params'].update({p.name: params.get(p.name) + for p in self.hyperopt_space('sell')}) + if self.has_space('roi'): + # Convert keys in min_roi dict to strings because + # rapidjson cannot dump dicts with integer keys... + # OrderedDict is used to keep the numeric order of the items + # in the dict. + result_dict['minimal_roi'] = OrderedDict( + (str(k), v) for k, v in self.custom_hyperopt.generate_roi_table(params).items() + ) + if self.has_space('stoploss'): + result_dict['stoploss'] = params.get('stoploss') + print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE)) + else: + if self.has_space('buy'): + print('Buy hyperspace params:') + pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')}, + indent=4) + if self.has_space('sell'): + print('Sell hyperspace params:') + pprint({p.name: params.get(p.name) for p in self.hyperopt_space('sell')}, + indent=4) + if self.has_space('roi'): + print("ROI table:") + pprint(self.custom_hyperopt.generate_roi_table(params), indent=4) + if self.has_space('stoploss'): + print(f"Stoploss: {params.get('stoploss')}") def log_results(self, results) -> None: """ diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 0317bb37d..1c4e2445c 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -618,3 +618,77 @@ def test_continue_hyperopt(mocker, default_conf, caplog): assert unlinkmock.call_count == 0 assert log_has(f"Continuing on previous hyperopt results.", caplog) + + +def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: + dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) + mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch( + 'freqtrade.optimize.hyperopt.get_timeframe', + MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) + ) + + parallel = mocker.patch( + 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', + MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}]) + ) + patch_exchange(mocker) + + default_conf.update({'config': 'config.json.example', + 'epochs': 1, + 'timerange': None, + 'spaces': 'all', + 'hyperopt_jobs': 1, + 'print_json': True, + }) + + hyperopt = Hyperopt(default_conf) + hyperopt.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + + hyperopt.start() + + parallel.assert_called_once() + + out, err = capsys.readouterr() + assert '{"params":{"mfi-value":null,"fastd-value":null,"adx-value":null,"rsi-value":null,"mfi-enabled":null,"fastd-enabled":null,"adx-enabled":null,"rsi-enabled":null,"trigger":null,"sell-mfi-value":null,"sell-fastd-value":null,"sell-adx-value":null,"sell-rsi-value":null,"sell-mfi-enabled":null,"sell-fastd-enabled":null,"sell-adx-enabled":null,"sell-rsi-enabled":null,"sell-trigger":null},"minimal_roi":{},"stoploss":null}' in out # noqa: E501 + assert dumper.called + # Should be called twice, once for tickerdata, once to save evaluations + assert dumper.call_count == 2 + + +def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None: + dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) + mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch( + 'freqtrade.optimize.hyperopt.get_timeframe', + MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) + ) + + parallel = mocker.patch( + 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', + MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}]) + ) + patch_exchange(mocker) + + default_conf.update({'config': 'config.json.example', + 'epochs': 1, + 'timerange': None, + 'spaces': 'roi stoploss', + 'hyperopt_jobs': 1, + 'print_json': True, + }) + + hyperopt = Hyperopt(default_conf) + hyperopt.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) + + hyperopt.start() + + parallel.assert_called_once() + + out, err = capsys.readouterr() + assert '{"minimal_roi":{},"stoploss":null}' in out + assert dumper.called + # Should be called twice, once for tickerdata, once to save evaluations + assert dumper.call_count == 2