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Displays the max drawdown in the hyper optimization results table.

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This commit is contained in:
Bruno Gouvea 2021-06-07 17:53:19 -03:00
parent 4512ece17d
commit 35d6140068
1 changed files with 16 additions and 4 deletions
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20
freqtrade/optimize/hyperopt_tools.py
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@ -233,18 +233,20 @@ class HyperoptTools():
'results_metrics.winsdrawslosses', 'results_metrics.winsdrawslosses',
'results_metrics.profit_mean', 'results_metrics.profit_total_abs', 'results_metrics.profit_mean', 'results_metrics.profit_total_abs',
'results_metrics.profit_total', 'results_metrics.holding_avg', 'results_metrics.profit_total', 'results_metrics.holding_avg',
'loss', 'is_initial_point', 'is_best']] 'loss', 'is_initial_point', 'is_best', 'results_metrics.max_drawdown',
'results_metrics.max_drawdown_abs']]
else: else:
# Legacy mode # Legacy mode
trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count', trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
'results_metrics.winsdrawslosses', 'results_metrics.winsdrawslosses',
'results_metrics.avg_profit', 'results_metrics.total_profit', 'results_metrics.avg_profit', 'results_metrics.total_profit',
'results_metrics.profit', 'results_metrics.duration', 'results_metrics.profit', 'results_metrics.duration',
'loss', 'is_initial_point', 'is_best']] 'loss', 'is_initial_point', 'is_best', 'results_metrics.max_drawdown',
'results_metrics.max_drawdown_abs']]
trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit', trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
'Total profit', 'Profit', 'Avg duration', 'Objective', 'Total profit', 'Profit', 'Avg duration', 'Max Drawdown', 'max_drawdown_abs',
'is_initial_point', 'is_best'] 'Objective', 'is_initial_point', 'is_best']
trials['is_profit'] = False trials['is_profit'] = False
trials.loc[trials['is_initial_point'], 'Best'] = '* ' trials.loc[trials['is_initial_point'], 'Best'] = '* '
trials.loc[trials['is_best'], 'Best'] = 'Best' trials.loc[trials['is_best'], 'Best'] = 'Best'
@ -266,6 +268,16 @@ class HyperoptTools():
lambda x: f'{x:,.5f}'.rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ') lambda x: f'{x:,.5f}'.rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ')
) )
trials['Max Drawdown'] = trials.apply(
lambda x: '{} {}'.format(
round_coin_value(x['max_drawdown_abs'], stake_currency),
'({:,.2f}%)'.format(x['Max Drawdown'] * perc_multi).rjust(10, ' ')
).rjust(25 + len(stake_currency))
if x['Max Drawdown'] != 0.0 else '--'.rjust(25 + len(stake_currency)),
axis=1
)
trials = trials.drop(columns=['max_drawdown_abs'])
stake_currency = config['stake_currency'] stake_currency = config['stake_currency']
trials['Profit'] = trials.apply( trials['Profit'] = trials.apply(
lambda x: '{} {}'.format( lambda x: '{} {}'.format(