Output strategy results including non-optimized parameters
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@ -4,7 +4,6 @@ import locale
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import logging
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from collections import OrderedDict
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from pathlib import Path
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from pprint import pformat
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from typing import Any, Dict, List
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import rapidjson
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@ -66,6 +65,7 @@ class HyperoptTools():
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Display details of the hyperopt result
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"""
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params = results.get('params_details', {})
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non_optimized = results.get('params_not_optimized', {})
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# Default header string
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if header_str is None:
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@ -82,8 +82,10 @@ class HyperoptTools():
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print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
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else:
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HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:")
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HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:")
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HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:",
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non_optimized)
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HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:",
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non_optimized)
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HyperoptTools._params_pretty_print(params, 'roi', "ROI table:")
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HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:")
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HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:")
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@ -109,12 +111,12 @@ class HyperoptTools():
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result_dict.update(space_params)
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@staticmethod
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def _params_pretty_print(params, space: str, header: str) -> None:
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if space in params:
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def _params_pretty_print(params, space: str, header: str, non_optimized={}) -> None:
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if space in params or space in non_optimized:
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space_params = HyperoptTools._space_params(params, space, 5)
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params_result = f"\n# {header}\n"
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result = f"\n# {header}\n"
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if space == 'stoploss':
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params_result += f"stoploss = {space_params.get('stoploss')}"
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result += f"stoploss = {space_params.get('stoploss')}"
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elif space == 'roi':
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# TODO: get rid of OrderedDict when support for python 3.6 will be
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# dropped (dicts keep the order as the language feature)
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@ -123,24 +125,44 @@ class HyperoptTools():
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(str(k), v) for k, v in space_params.items()
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),
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default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
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params_result += f"minimal_roi = {minimal_roi_result}"
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result += f"minimal_roi = {minimal_roi_result}"
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elif space == 'trailing':
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for k, v in space_params.items():
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params_result += f'{k} = {v}\n'
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result += f'{k} = {v}\n'
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else:
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params_result += f"{space}_params = {pformat(space_params, indent=4)}"
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params_result = params_result.replace("}", "\n}").replace("{", "{\n ")
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no_params = HyperoptTools._space_params(non_optimized, space, 5)
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params_result = params_result.replace("\n", "\n ")
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print(params_result)
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result += f"{space}_params = {HyperoptTools._pprint(space_params, no_params)}"
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result = result.replace("\n", "\n ")
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print(result)
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@staticmethod
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def _space_params(params, space: str, r: int = None) -> Dict:
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d = params[space]
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d = params.get(space)
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if d:
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# Round floats to `r` digits after the decimal point if requested
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return round_dict(d, r) if r else d
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return {}
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@staticmethod
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def _pprint(params, non_optimized, indent: int = 4):
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"""
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Pretty-print hyperopt results (based on 2 dicts - with add. comment)
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"""
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p = params.copy()
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p.update(non_optimized)
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result = '{\n'
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for k, param in p.items():
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result += " " * indent + f'"{k}": {param},'
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if k in non_optimized:
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result += " # value loaded from strategy"
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result += "\n"
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result += '}'
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return result
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@staticmethod
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def is_best_loss(results, current_best_loss: float) -> bool:
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