initial push

docs/utils.md

@@ -426,9 +426,9 @@ usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [--max-trades INT] [--min-avg-time FLOAT]
                                [--max-avg-time FLOAT] [--min-avg-profit FLOAT]
                                [--max-avg-profit FLOAT]
-                               [--min-total-profit FLOAT]
+                               [--min-total-profit FLOAT] [--max-total-profit FLOAT]
-                               [--max-total-profit FLOAT] [--no-color]
+                               [--min-objective FLOAT] [--max-objective FLOAT]
-                               [--print-json] [--no-details]
+                               [--no-color] [--print-json] [--no-details]
                                [--export-csv FILE]
 
 optional arguments:
@@ -447,6 +447,10 @@ optional arguments:
                         Select epochs on above total profit.
   --max-total-profit FLOAT
                         Select epochs on below total profit.
+  --min-objective FLOAT
+                        Select epochs on above objective (- is added by default).
+  --max-objective FLOAT
+                        Select epochs on below objective (- is added by default).
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.

freqtrade/commands/arguments.py

@@ -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"]
 

freqtrade/commands/cli_options.py

@@ -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.',

freqtrade/commands/hyperopt_commands.py

@@ -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 "") +

freqtrade/configuration/configuration.py

@@ -334,6 +334,12 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_list_max_total_profit',
                              logstring='Parameter --max-total-profit detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_min_objective',
+                             logstring='Parameter --min-objective detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_max_objective',
+                             logstring='Parameter --max-objective detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_no_details',
                              logstring='Parameter --no-details detected: {}')
 

tests/commands/test_commands.py

@@ -868,6 +868,34 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     pargs['config'] = None
     start_hyperopt_list(pargs)
     captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 4/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--min-objective", "0.1"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--max-objective", "0.1"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
     assert all(x in captured.out
                for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
                          " 9/12", " 11/12"])