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Drop hyperopt results legacy mode

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This commit is contained in:
Matthias 2022-01-04 16:59:58 +01:00
parent 7bf735dbfc
commit 42579c0268
1 changed files with 16 additions and 27 deletions
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25
freqtrade/optimize/hyperopt_tools.py
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@ -299,8 +299,7 @@ class HyperoptTools():
f"Objective: {results['loss']:.5f}") f"Objective: {results['loss']:.5f}")
@staticmethod @staticmethod
def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool, def prepare_trials_columns(trials: pd.DataFrame, has_drawdown: bool) -> pd.DataFrame:
has_drawdown: bool) -> pd.DataFrame:
trials['Best'] = '' trials['Best'] = ''
if 'results_metrics.winsdrawslosses' not in trials.columns: if 'results_metrics.winsdrawslosses' not in trials.columns:
@ -312,11 +311,11 @@ class HyperoptTools():
trials['results_metrics.max_drawdown_abs'] = None trials['results_metrics.max_drawdown_abs'] = None
trials['results_metrics.max_drawdown'] = None trials['results_metrics.max_drawdown'] = None
if not legacy_mode:
# New mode, using backtest result for metrics # New mode, using backtest result for metrics
trials['results_metrics.winsdrawslosses'] = trials.apply( trials['results_metrics.winsdrawslosses'] = trials.apply(
lambda x: f"{x['results_metrics.wins']} {x['results_metrics.draws']:>4} " lambda x: f"{x['results_metrics.wins']} {x['results_metrics.draws']:>4} "
f"{x['results_metrics.losses']:>4}", axis=1) f"{x['results_metrics.losses']:>4}", axis=1)
trials = trials[['Best', 'current_epoch', 'results_metrics.total_trades', trials = trials[['Best', 'current_epoch', 'results_metrics.total_trades',
'results_metrics.winsdrawslosses', 'results_metrics.winsdrawslosses',
'results_metrics.profit_mean', 'results_metrics.profit_total_abs', 'results_metrics.profit_mean', 'results_metrics.profit_total_abs',
@ -324,15 +323,6 @@ class HyperoptTools():
'results_metrics.max_drawdown', 'results_metrics.max_drawdown_abs', 'results_metrics.max_drawdown', 'results_metrics.max_drawdown_abs',
'loss', 'is_initial_point', 'is_best']] 'loss', 'is_initial_point', 'is_best']]
else:
# Legacy mode
trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
'results_metrics.winsdrawslosses', 'results_metrics.avg_profit',
'results_metrics.total_profit', 'results_metrics.profit',
'results_metrics.duration', 'results_metrics.max_drawdown',
'results_metrics.max_drawdown_abs', 'loss', 'is_initial_point',
'is_best']]
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', 'Max Drawdown', 'Total profit', 'Profit', 'Avg duration', 'Max Drawdown',
'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_best'] 'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_best']
@ -351,10 +341,9 @@ class HyperoptTools():
tabulate.PRESERVE_WHITESPACE = True tabulate.PRESERVE_WHITESPACE = True
trials = json_normalize(results, max_level=1) trials = json_normalize(results, max_level=1)
legacy_mode = 'results_metrics.total_trades' not in trials
has_drawdown = 'results_metrics.max_drawdown_abs' in trials.columns has_drawdown = 'results_metrics.max_drawdown_abs' in trials.columns
trials = HyperoptTools.prepare_trials_columns(trials, legacy_mode, has_drawdown) trials = HyperoptTools.prepare_trials_columns(trials, has_drawdown)
trials['is_profit'] = False trials['is_profit'] = False
trials.loc[trials['is_initial_point'], 'Best'] = '* ' trials.loc[trials['is_initial_point'], 'Best'] = '* '
@ -362,12 +351,12 @@ class HyperoptTools():
trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best' trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best'
trials.loc[trials['Total profit'] > 0, 'is_profit'] = True trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
trials['Trades'] = trials['Trades'].astype(str) trials['Trades'] = trials['Trades'].astype(str)
perc_multi = 1 if legacy_mode else 100 # perc_multi = 1 if legacy_mode else 100
trials['Epoch'] = trials['Epoch'].apply( trials['Epoch'] = trials['Epoch'].apply(
lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs) lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs)
) )
trials['Avg profit'] = trials['Avg profit'].apply( trials['Avg profit'] = trials['Avg profit'].apply(
lambda x: f'{x * perc_multi:,.2f}%'.rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ') lambda x: f'{x:,.2%}'.rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
) )
trials['Avg duration'] = trials['Avg duration'].apply( trials['Avg duration'] = trials['Avg duration'].apply(
lambda x: f'{x:,.1f} m'.rjust(7, ' ') if isinstance(x, float) else f"{x}" lambda x: f'{x:,.1f} m'.rjust(7, ' ') if isinstance(x, float) else f"{x}"
@ -383,7 +372,7 @@ class HyperoptTools():
trials['Max Drawdown'] = trials.apply( trials['Max Drawdown'] = trials.apply(
lambda x: '{} {}'.format( lambda x: '{} {}'.format(
round_coin_value(x['max_drawdown_abs'], stake_currency), round_coin_value(x['max_drawdown_abs'], stake_currency),
'({:,.2f}%)'.format(x['Max Drawdown'] * perc_multi).rjust(10, ' ') f"({x['Max Drawdown']:,.2%})".rjust(10, ' ')
).rjust(25 + len(stake_currency)) ).rjust(25 + len(stake_currency))
if x['Max Drawdown'] != 0.0 else '--'.rjust(25 + len(stake_currency)), if x['Max Drawdown'] != 0.0 else '--'.rjust(25 + len(stake_currency)),
axis=1 axis=1
@ -396,7 +385,7 @@ class HyperoptTools():
trials['Profit'] = trials.apply( trials['Profit'] = trials.apply(
lambda x: '{} {}'.format( lambda x: '{} {}'.format(
round_coin_value(x['Total profit'], stake_currency), round_coin_value(x['Total profit'], stake_currency),
'({:,.2f}%)'.format(x['Profit'] * perc_multi).rjust(10, ' ') f"({x['Profit']:,.2%})".rjust(10, ' ')
).rjust(25+len(stake_currency)) ).rjust(25+len(stake_currency))
if x['Total profit'] != 0.0 else '--'.rjust(25+len(stake_currency)), if x['Total profit'] != 0.0 else '--'.rjust(25+len(stake_currency)),
axis=1 axis=1