diff --git a/docs/utils.md b/docs/utils.md index cdf0c31af..eb71c509c 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -429,6 +429,7 @@ usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH] [--min-total-profit FLOAT] [--max-total-profit FLOAT] [--no-color] [--print-json] [--no-details] + [--export-csv FILE] optional arguments: -h, --help show this help message and exit @@ -450,6 +451,8 @@ optional arguments: useful if you are redirecting output to a file. --print-json Print best result detailization in JSON format. --no-details Do not print best epoch details. + --export-csv FILE Export to CSV-File. This will disable table print. + Example: --export-csv hyperopt.csv Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). @@ -458,9 +461,10 @@ Common arguments: details. -V, --version show program's version number and exit -c PATH, --config PATH - Specify configuration file (default: `config.json`). - Multiple --config options may be used. Can be set to - `-` to read config from stdin. + Specify configuration file (default: + `userdir/config.json` or `config.json` whichever + exists). Multiple --config options may be used. Can be + set to `-` to read config from stdin. -d PATH, --datadir PATH Path to directory with historical backtesting data. --userdir PATH, --user-data-dir PATH diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 73e77d69d..8a8b06782 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -69,7 +69,8 @@ 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", "hyperopt_list_no_details", + "export_csv"] 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 ef674c5c2..8548bd887 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -221,6 +221,13 @@ AVAILABLE_CLI_OPTIONS = { action='store_true', default=False, ), + "export_csv": Arg( + '--export-csv', + help='Export to CSV-File.' + ' This will disable table print.' + ' Example: --export-csv hyperopt.csv', + metavar='FILE', + ), "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 4803f6885..5b2388252 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) + export_csv = config.get('export_csv', None) no_details = config.get('hyperopt_list_no_details', False) no_header = False @@ -49,17 +50,23 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: if print_colorized: colorama_init(autoreset=True) - try: - Hyperopt.print_result_table(config, trials, total_epochs, - not filteroptions['only_best'], print_colorized, 0) - except KeyboardInterrupt: - print('User interrupted..') + if not export_csv: + try: + Hyperopt.print_result_table(config, trials, total_epochs, + not filteroptions['only_best'], print_colorized, 0) + except KeyboardInterrupt: + print('User interrupted..') if trials and not no_details: sorted_trials = sorted(trials, key=itemgetter('loss')) results = sorted_trials[0] Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header) + if trials and export_csv: + Hyperopt.export_csv_file( + config, trials, total_epochs, not filteroptions['only_best'], export_csv + ) + def start_hyperopt_show(args: Dict[str, Any]) -> None: """ diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 6a0441957..0645d72be 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -282,6 +282,9 @@ class Configuration: self._args_to_config(config, argname='print_json', logstring='Parameter --print-json detected ...') + self._args_to_config(config, argname='export_csv', + logstring='Parameter --export-csv 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 e9ab469f4..4c32a0543 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -23,6 +23,8 @@ from joblib import (Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects) from pandas import DataFrame, json_normalize, isna import tabulate +from os import path +import io from freqtrade.data.converter import trim_dataframe from freqtrade.data.history import get_timerange @@ -330,10 +332,10 @@ class Hyperopt: lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs) ) trials['Avg profit'] = trials['Avg profit'].apply( - lambda x: ('{:,.2f}%'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ') + lambda x: '{:,.2f}%'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ') ) trials['Avg duration'] = trials['Avg duration'].apply( - lambda x: ('{:,.1f} m'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ') + lambda x: '{:,.1f} m'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ') ) trials['Objective'] = trials['Objective'].apply( lambda x: '{:,.5f}'.format(x).rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ') @@ -381,6 +383,62 @@ class Hyperopt: ) print(table) + @staticmethod + def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool, + csv_file: str) -> None: + """ + Log result to csv-file + """ + if not results: + return + + # Verification for overwrite + if path.isfile(csv_file): + logger.error("CSV-File already exists!") + return + + try: + io.open(csv_file, 'w+').close() + except IOError: + logger.error("Filed to create CSV-File!") + return + + trials = json_normalize(results, max_level=1) + trials['Best'] = '' + trials['Stake currency'] = config['stake_currency'] + trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count', + 'results_metrics.avg_profit', 'results_metrics.total_profit', + 'Stake currency', 'results_metrics.profit', 'results_metrics.duration', + 'loss', 'is_initial_point', 'is_best']] + trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency', + 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] + trials['is_profit'] = False + trials.loc[trials['is_initial_point'], 'Best'] = '*' + trials.loc[trials['is_best'], 'Best'] = 'Best' + trials.loc[trials['Total profit'] > 0, 'is_profit'] = True + trials['Epoch'] = trials['Epoch'].astype(str) + trials['Trades'] = trials['Trades'].astype(str) + + trials['Total profit'] = trials['Total profit'].apply( + lambda x: '{:,.8f}'.format(x) if x != 0.0 else "" + ) + trials['Profit'] = trials['Profit'].apply( + lambda x: '{:,.2f}'.format(x) if not isna(x) else "" + ) + trials['Avg profit'] = trials['Avg profit'].apply( + lambda x: '{:,.2f}%'.format(x) if not isna(x) else "" + ) + trials['Avg duration'] = trials['Avg duration'].apply( + lambda x: '{:,.1f} m'.format(x) if not isna(x) else "" + ) + trials['Objective'] = trials['Objective'].apply( + lambda x: '{:,.5f}'.format(x) if x != 100000 else "" + ) + + trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit']) + trials.to_csv(csv_file, index=False, header=True, mode='w', encoding='UTF-8') + print("CSV-File created!") + 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 3e1c0a581..4530cd03d 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -902,6 +902,21 @@ 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", + "--no-details", + "--export-csv", "test_file.csv" + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in ["CSV-File created!"]) + f = Path("test_file.csv") + assert 'Best,1,2,-1.25%,-0.00125625,,-2.51,"3,930.0 m",0.43662' in f.read_text() + assert f.is_file() + f.unlink() def test_hyperopt_show(mocker, capsys, hyperopt_results):