adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Manual merge of some conflicts in hyperopt

Browse Source
This commit is contained in:
hroff-1902 2019-12-04 23:14:47 +03:00
parent 86342efa7a
commit 54694dd3a4
1 changed files with 42 additions and 29 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

69
freqtrade/optimize/hyperopt.py
View File

@ -165,13 +165,16 @@ class Hyperopt:
result: Dict = {} result: Dict = {}
if self.has_space('buy'): if self.has_space('buy'):
result['buy'] = {p.name: params.get(p.name) for p in self.hyperopt_space('buy')} result['buy'] = {p.name: params.get(p.name)
for p in self.hyperopt_space('buy')}
if self.has_space('sell'): if self.has_space('sell'):
result['sell'] = {p.name: params.get(p.name) for p in self.hyperopt_space('sell')} result['sell'] = {p.name: params.get(p.name)
for p in self.hyperopt_space('sell')}
if self.has_space('roi'): if self.has_space('roi'):
result['roi'] = self.custom_hyperopt.generate_roi_table(params) result['roi'] = self.custom_hyperopt.generate_roi_table(params)
if self.has_space('stoploss'): if self.has_space('stoploss'):
result['stoploss'] = params.get('stoploss') result['stoploss'] = {p.name: params.get(p.name)
for p in self.hyperopt_space('stoploss')}
return result return result
@ -193,38 +196,48 @@ class Hyperopt:
if print_json: if print_json:
result_dict: Dict = {} result_dict: Dict = {}
result_params_dict: Dict = {} for s in ['buy', 'sell', 'roi', 'stoploss']:
if 'buy' in params: Hyperopt._params_update_for_json(result_dict, params, s)
result_params_dict.update(params['buy']) print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
if 'sell' in params:
result_params_dict.update(params['sell']) else:
if result_params_dict: Hyperopt._params_pretty_print(params, 'buy', "Buy hyperspace params:")
result_dict['params'] = result_params_dict Hyperopt._params_pretty_print(params, 'sell', "Sell hyperspace params:")
if 'roi' in params: Hyperopt._params_pretty_print(params, 'roi', "ROI table:")
Hyperopt._params_pretty_print(params, 'stoploss', "Stoploss:")
@staticmethod
def _params_update_for_json(result_dict, params, space: str):
if space in params:
space_params = Hyperopt._space_params(params, space)
if space in ['buy', 'sell']:
result_dict.setdefault('params', {}).update(space_params)
elif space == 'roi':
# Convert keys in min_roi dict to strings because # Convert keys in min_roi dict to strings because
# rapidjson cannot dump dicts with integer keys... # rapidjson cannot dump dicts with integer keys...
# OrderedDict is used to keep the numeric order of the items # OrderedDict is used to keep the numeric order of the items
# in the dict. # in the dict.
result_dict['minimal_roi'] = OrderedDict( result_dict['minimal_roi'] = OrderedDict(
(str(k), v) for k, v in params['roi'].items() (str(k), v) for k, v in space_params.items()
) )
if 'stoploss' in params: else: # 'stoploss'
result_dict['stoploss'] = params['stoploss'] result_dict.update(space_params)
print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
@staticmethod
def _params_pretty_print(params, space: str, header: str):
if space in params:
space_params = Hyperopt._space_params(params, space, 5)
if space == 'stoploss':
print(header, space_params.get('stoploss'))
else: else:
if 'buy' in params: print(header)
print('Buy hyperspace params:') pprint(space_params, indent=4)
pprint(params['buy'], indent=4)
if 'sell' in params: @staticmethod
print('Sell hyperspace params:') def _space_params(params, space: str, r: int = None) -> Dict:
pprint(params['sell'], indent=4) d = params[space]
if 'roi' in params: # Round floats to `r` digits after the decimal point if requested
print("ROI table:") return round_dict(d, r) if r else d
# Round printed values to 5 digits after the decimal point
pprint(round_dict(params['roi'], 5), indent=4)
if 'stoploss' in params:
# Also round to 5 digits after the decimal point
print(f"Stoploss: {round(params['stoploss'], 5)}")
@staticmethod @staticmethod
def is_best_loss(results, current_best_loss) -> bool: def is_best_loss(results, current_best_loss) -> bool: