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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
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32
freqtrade/commands/hyperopt_commands.py
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@@ -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 "") +