Merge pull request #2142 from hroff-1902/hyperopt-print-json

Hyperopt: --print-json option

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"]
 

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 '

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: {}')
 

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
@@ -133,9 +136,31 @@ 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.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')},

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