hyperopt: --print-json option added

freqtrade/configuration/arguments.py

@@ -22,7 +22,7 @@ ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_pos
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "position_stacking", "epochs", "spaces",
                                         "use_max_market_positions", "print_all",
-                                        "print_colorized", "hyperopt_jobs",
+                                        "print_colorized", "print_json", "hyperopt_jobs",
                                         "hyperopt_random_state", "hyperopt_min_trades",
                                         "hyperopt_continue", "hyperopt_loss"]
 

freqtrade/configuration/cli_options.py

@@ -198,6 +198,12 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_false',
         default=True,
     ),
+    "print_json": Arg(
+        '--print-json',
+        help='Print best result detailization in JSON format.',
+        action='store_true',
+        default=False,
+    ),
     "hyperopt_jobs": Arg(
         '-j', '--job-workers',
         help='The number of concurrently running jobs for hyperoptimization '

freqtrade/configuration/configuration.py

@@ -242,6 +242,9 @@ class Configuration(object):
         else:
             config.update({'print_colorized': True})
 
+        self._args_to_config(config, argname='print_json',
+                             logstring='Parameter --print-json detected ...')
+
         self._args_to_config(config, argname='hyperopt_jobs',
                              logstring='Parameter -j/--job-workers detected: {}')
 

freqtrade/optimize/hyperopt.py

@@ -8,11 +8,14 @@ import logging
 import os
 import sys
 
+from collections import OrderedDict
 from operator import itemgetter
 from pathlib import Path
 from pprint import pprint
 from typing import Any, Dict, List, Optional
 
+import rapidjson
+
 from colorama import init as colorama_init
 from colorama import Fore, Style
 from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count
@@ -133,9 +136,31 @@ class Hyperopt(Backtesting):
         results = sorted(self.trials, key=itemgetter('loss'))
         best_result = results[0]
         params = best_result['params']
-
         log_str = self.format_results_logstring(best_result)
         print(f"\nBest result:\n\n{log_str}\n")
+
+        if self.config.get('print_json'):
+            result_dict = {}
+            if self.has_space('buy') or self.has_space('sell'):
+                result_dict['params'] = {}
+            if self.has_space('buy'):
+                result_dict['params'].update({p.name: params.get(p.name)
+                    for p in self.hyperopt_space('buy')})
+            if self.has_space('sell'):
+                result_dict['params'].update({p.name: params.get(p.name)
+                    for p in self.hyperopt_space('sell')})
+            if self.has_space('roi'):
+                min_roi = self.custom_hyperopt.generate_roi_table(params)
+                # Convert keys in min_roi dict to strings because
+                # rapidjson cannot dump dicts with integer keys...
+                # OrderedDict is used to keep the numeric order of the items
+                # in the dict.
+                min_roi = OrderedDict((str(k),v) for k,v in min_roi.items())
+                result_dict['minimal_roi'] = min_roi
+            if self.has_space('stoploss'):
+                result_dict['stoploss'] = params.get('stoploss')
+            print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
+        else:
             if self.has_space('buy'):
                 print('Buy hyperspace params:')
                 pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')},