adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

initial push

Browse Source
This commit is contained in:
Yazeed Al Oyoun
2020-03-22 02:22:06 +01:00
parent fb4e9b3938
commit 1976aaf13e
6 changed files with 84 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

1
freqtrade/commands/arguments.py
View File

@@ -69,6 +69,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
"hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
"hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
"hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
"hyperopt_list_min_objective", "hyperopt_list_max_objective",
"print_colorized", "print_json", "hyperopt_list_no_details",
"export_csv"]

12
freqtrade/commands/cli_options.py
View File

@@ -484,6 +484,18 @@ AVAILABLE_CLI_OPTIONS = {
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_objective": Arg(
'--min-objective',
help='Select epochs on above objective.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_objective": Arg(
'--max-objective',
help='Select epochs on below objective.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_no_details": Arg(
'--no-details',
help='Do not print best epoch details.',

32
freqtrade/commands/hyperopt_commands.py
View File

@@ -35,9 +35,16 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
'filter_min_objective': config.get('hyperopt_list_min_objective', None),
'filter_max_objective': config.get('hyperopt_list_max_objective', None)
}
if filteroptions['filter_min_objective'] is not None:
filteroptions['filter_min_objective'] = -filteroptions['filter_min_objective']
if filteroptions['filter_max_objective'] is not None:
filteroptions['filter_max_objective'] = -filteroptions['filter_max_objective']
trials_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
@@ -92,9 +99,16 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
'filter_min_objective': config.get('hyperopt_list_min_objective', None),
'filter_max_objective': config.get('hyperopt_list_max_objective', None)
}
if filteroptions['filter_min_objective'] is not None:
filteroptions['filter_min_objective'] = -filteroptions['filter_min_objective']
if filteroptions['filter_max_objective'] is not None:
filteroptions['filter_max_objective'] = -filteroptions['filter_max_objective']
# Previous evaluations
trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials)
@@ -175,6 +189,20 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
x for x in trials
if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
]
if filteroptions['filter_min_objective'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
# trials = [x for x in trials if x['loss'] != 20]
trials = [
x for x in trials
if x['loss'] < filteroptions['filter_min_objective']
]
if filteroptions['filter_max_objective'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
# trials = [x for x in trials if x['loss'] != 20]
trials = [
x for x in trials
if x['loss'] > filteroptions['filter_max_objective']
]
logger.info(f"{len(trials)} " +
("best " if filteroptions['only_best'] else "") +