diff --git a/docs/utils.md b/docs/utils.md index abb7fd0db..6ca0b7920 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -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: diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index fe6f49039..0f6478a60 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -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"] diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 1776955b1..9efc1151a 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -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 ' diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py index 8c1c80d98..88cd79468 100755 --- a/freqtrade/commands/hyperopt_commands.py +++ b/freqtrade/commands/hyperopt_commands.py @@ -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, diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index c2613ba99..0adfe03e7 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -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: {}') diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index ff6e7f3bc..72b3516c7 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -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 diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index ee1db5db5..9ecd990ec 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -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):