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Added function to print hyperopt-list as table using tabulate

This commit is contained in:
Fredrik Rydin 2020-02-18 22:46:53 +01:00
parent 9a22ce69bd
commit 2058b492eb
7 changed files with 95 additions and 17 deletions
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1
docs/utils.md
View File

@ -440,6 +440,7 @@ optional arguments:
--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.
--print-table Print results in table format.
--no-details Do not print best epoch details.
Common arguments:

3
freqtrade/commands/arguments.py
View File

@ -66,7 +66,8 @@ 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",
"print_colorized", "print_json", "hyperopt_list_no_details"]
"print_colorized", "print_json", "print_table",
"hyperopt_list_no_details"]
ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
"print_json", "hyperopt_show_no_header"]

6
freqtrade/commands/cli_options.py
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@ -220,6 +220,12 @@ AVAILABLE_CLI_OPTIONS = {
action='store_true',
default=False,
),
"print_table": Arg(
'--print-table',
help='Print results in table format.',
action='store_true',
default=False,
),
"hyperopt_jobs": Arg(
'-j', '--job-workers',
help='The number of concurrently running jobs for hyperoptimization '

36
freqtrade/commands/hyperopt_commands.py
View File

@ -21,6 +21,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
print_colorized = config.get('print_colorized', False)
print_json = config.get('print_json', False)
print_table = config.get('print_table', False)
no_details = config.get('hyperopt_list_no_details', False)
no_header = False
@ -52,14 +53,20 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
if print_colorized:
colorama_init(autoreset=True)
try:
# Human-friendly indexes used here (starting from 1)
for val in trials[epoch_start:epoch_stop]:
Hyperopt.print_results_explanation(val, total_epochs,
not filteroptions['only_best'], print_colorized)
except KeyboardInterrupt:
print('User interrupted..')
if print_table:
try:
Hyperopt.print_result_table(config, trials, total_epochs,
not filteroptions['only_best'], print_colorized)
except KeyboardInterrupt:
print('User interrupted..')
else:
try:
# Human-friendly indexes used here (starting from 1)
for val in trials[epoch_start:epoch_stop]:
Hyperopt.print_results_explanation(val, total_epochs,
not filteroptions['only_best'], print_colorized)
except KeyboardInterrupt:
print('User interrupted..')
if trials and not no_details:
sorted_trials = sorted(trials, key=itemgetter('loss'))
@ -75,6 +82,12 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
print_json = config.get('print_json', False)
no_header = config.get('hyperopt_show_no_header', False)
trials_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
n = config.get('hyperopt_show_index', -1)
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
@ -87,10 +100,6 @@ def start_hyperopt_show(args: Dict[str, Any]) -> 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)
}
no_header = config.get('hyperopt_show_no_header', False)
trials_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
# Previous evaluations
trials = Hyperopt.load_previous_results(trials_file)
@ -99,7 +108,6 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
trials = _hyperopt_filter_trials(trials, filteroptions)
trials_epochs = len(trials)
n = config.get('hyperopt_show_index', -1)
if n > trials_epochs:
raise OperationalException(
f"The index of the epoch to show should be less than {trials_epochs + 1}.")
@ -111,8 +119,6 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
if n > 0:
n -= 1
print_json = config.get('print_json', False)
if trials:
val = trials[n]
Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,

3
freqtrade/configuration/configuration.py
View File

@ -286,6 +286,9 @@ class Configuration:
self._args_to_config(config, argname='print_json',
logstring='Parameter --print-json detected ...')
self._args_to_config(config, argname='print_table',
logstring='Parameter --print-table detected: {}')
self._args_to_config(config, argname='hyperopt_jobs',
logstring='Parameter -j/--job-workers detected: {}')

47
freqtrade/optimize/hyperopt.py
View File

@ -20,7 +20,8 @@ from colorama import Fore, Style
from colorama import init as colorama_init
from joblib import (Parallel, cpu_count, delayed, dump, load,
wrap_non_picklable_objects)
from pandas import DataFrame
from pandas import DataFrame, json_normalize, isna
from tabulate import tabulate
from freqtrade.data.history import get_timerange, trim_dataframe
from freqtrade.exceptions import OperationalException
@ -295,6 +296,50 @@ class Hyperopt:
f"{results['results_explanation']} " +
f"Objective: {results['loss']:.5f}")
@staticmethod
def print_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
print_colorized: bool) -> None:
"""
Log result table
"""
if not results:
return
trials = json_normalize(results, max_level=1)
trials = trials[['is_best', 'current_epoch',
'results_metrics.trade_count', 'results_metrics.avg_profit',
'results_metrics.total_profit', 'results_metrics.profit',
'results_metrics.duration', 'loss']]
trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit',
'Profit', 'Avg duration', 'Objective']
trials['Best'] = trials['Best'].apply(lambda x: '*' if x else '')
trials['Objective'] = trials['Objective'].astype(str)
if print_colorized:
for i in range(len(trials)):
if trials.loc[i]['Total profit'] > 0:
trials.at[i, 'Best'] = Fore.GREEN + trials.loc[i]['Best']
trials.at[i, 'Objective'] = "{}{}".format(trials.loc[i]['Objective'],
Fore.RESET)
if '*' in trials.loc[i]['Best'] and highlight_best:
trials.at[i, 'Best'] = Style.BRIGHT + trials.loc[i]['Best']
trials.at[i, 'Objective'] = "{}{}".format(trials.loc[i]['Objective'],
Style.RESET_ALL)
trials['Epoch'] = trials['Epoch'].apply(
lambda x: "{}/{}".format(x, total_epochs))
trials['Avg profit'] = trials['Avg profit'].apply(
lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
trials['Profit'] = trials['Profit'].apply(
lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
trials['Total profit'] = trials['Total profit'].apply(
lambda x: '{: 11.8f} '.format(x) + config['stake_currency'] if not isna(x) else x)
trials['Avg duration'] = trials['Avg duration'].apply(
lambda x: '{:,.1f}m'.format(x) if not isna(x) else x)
print(tabulate(trials.to_dict(orient='list'), headers='keys', tablefmt='psql'))
def has_space(self, space: str) -> bool:
"""
Tell if the space value is contained in the configuration

16
tests/commands/test_commands.py
View File

@ -893,6 +893,22 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
" 9/12", " 10/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--print-table",
"--max-trades", "20"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
def test_hyperopt_show(mocker, capsys, hyperopt_results):