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Merge pull request #3021 from Fredrik81/print-csv

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Hyperopt: Add export CSV-file option
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hroff-1902 2020-03-10 10:46:58 +03:00 committed by GitHub
commit 52d89eadde
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7 changed files with 106 additions and 11 deletions
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10
docs/utils.md
View File

@ -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

3
freqtrade/commands/arguments.py
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@ -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"]

7
freqtrade/commands/cli_options.py
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@ -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 '

7
freqtrade/commands/hyperopt_commands.py
View File

@ -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
@ -49,6 +50,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
if print_colorized:
colorama_init(autoreset=True)
if not export_csv:
try:
Hyperopt.print_result_table(config, trials, total_epochs,
not filteroptions['only_best'], print_colorized, 0)
@ -60,6 +62,11 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
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:
"""

3
freqtrade/configuration/configuration.py
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@ -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: {}')

62
freqtrade/optimize/hyperopt.py
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@ -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

15
tests/commands/test_commands.py
View File

@ -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):