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Adding 2 more filter options for completeness

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This commit is contained in:
Fredrik Rydin 2020-02-11 21:29:55 +01:00
parent d1c3eabb87
commit 539343b20d
6 changed files with 74 additions and 4 deletions
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8
docs/utils.md
View File

@ -416,7 +416,9 @@ usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--profitable] [--min-trades INT]
[--max-trades INT] [--min-avg-time FLOAT]
[--max-avg-time FLOAT] [--min-avg-profit FLOAT]
[--min-total-profit FLOAT] [--no-color]
[--max-avg-profit FLOAT]
[--min-total-profit FLOAT]
[--max-total-profit FLOAT] [--no-color]
[--print-json] [--no-details]
optional arguments:
@ -429,8 +431,12 @@ optional arguments:
--max-avg-time FLOAT Select epochs on under average time.
--min-avg-profit FLOAT
Select epochs on above average profit.
--max-avg-profit FLOAT
Select epochs on below average profit.
--min-total-profit FLOAT
Select epochs on above total profit.
--max-total-profit FLOAT
Select epochs on below total profit.
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--print-json Print best result detailization in JSON format.

3
freqtrade/commands/arguments.py
View File

@ -64,7 +64,8 @@ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
"hyperopt_list_min_trades", "hyperopt_list_max_trades",
"hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
"hyperopt_list_min_avg_profit", "hyperopt_list_min_total_profit",
"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"]
ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",

12
freqtrade/commands/cli_options.py
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@ -428,12 +428,24 @@ AVAILABLE_CLI_OPTIONS = {
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_profit": Arg(
'--max-avg-profit',
help='Select epochs on below average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_total_profit": Arg(
'--min-total-profit',
help='Select epochs on above total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_total_profit": Arg(
'--max-total-profit',
help='Select epochs on below total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_no_details": Arg(
'--no-details',
help='Do not print best epoch details.',

21
freqtrade/commands/hyperopt_commands.py
View File

@ -32,7 +32,9 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None)
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
}
trials_file = (config['user_data_dir'] /
@ -81,7 +83,9 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None)
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
}
no_header = config.get('hyperopt_show_no_header', False)
@ -152,12 +156,25 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
if x['results_metrics']['avg_profit']
> filteroptions['filter_min_avg_profit']
]
if filteroptions['filter_max_avg_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['avg_profit']
< filteroptions['filter_max_avg_profit']
]
if filteroptions['filter_min_total_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
]
if filteroptions['filter_max_total_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
]
logger.info(f"{len(trials)} " +
("best " if filteroptions['only_best'] else "") +

6
freqtrade/configuration/configuration.py
View File

@ -325,9 +325,15 @@ class Configuration:
self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
logstring='Parameter --min-avg-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_avg_profit',
logstring='Parameter --max-avg-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_total_profit',
logstring='Parameter --min-total-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_total_profit',
logstring='Parameter --max-total-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_no_details',
logstring='Parameter --no-details detected: {}')

28
tests/commands/test_commands.py
View File

@ -822,6 +822,20 @@ 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", " 6/12", " 7/12", " 8/12", " 9/12",
" 10/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-avg-profit", "0.10"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12"])
assert all(x not in captured.out
for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
@ -836,6 +850,20 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-total-profit", "0.4"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",