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Refactor hyperopt_filter method

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This commit is contained in:
Matthias 2020-08-11 20:37:01 +02:00
parent f51c03aa86
commit 56655b97cf
1 changed files with 34 additions and 4 deletions
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38
freqtrade/commands/hyperopt_commands.py
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@ -10,7 +10,7 @@ from freqtrade.state import RunMode
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
# flake8: noqa C901
def start_hyperopt_list(args: Dict[str, Any]) -> None: def start_hyperopt_list(args: Dict[str, Any]) -> None:
""" """
List hyperopt epochs previously evaluated List hyperopt epochs previously evaluated
@ -47,7 +47,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
epochs = Hyperopt.load_previous_results(results_file) epochs = Hyperopt.load_previous_results(results_file)
total_epochs = len(epochs) total_epochs = len(epochs)
epochs = _hyperopt_filter_epochs(epochs, filteroptions) epochs = hyperopt_filter_epochs(epochs, filteroptions)
if print_colorized: if print_colorized:
colorama_init(autoreset=True) colorama_init(autoreset=True)
@ -108,7 +108,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
epochs = Hyperopt.load_previous_results(results_file) epochs = Hyperopt.load_previous_results(results_file)
total_epochs = len(epochs) total_epochs = len(epochs)
epochs = _hyperopt_filter_epochs(epochs, filteroptions) epochs = hyperopt_filter_epochs(epochs, filteroptions)
filtered_epochs = len(epochs) filtered_epochs = len(epochs)
if n > filtered_epochs: if n > filtered_epochs:
@ -128,7 +128,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
header_str="Epoch details") header_str="Epoch details")
def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List: def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
""" """
Filter our items from the list of hyperopt results Filter our items from the list of hyperopt results
""" """
@ -136,6 +136,20 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
epochs = [x for x in epochs if x['is_best']] epochs = [x for x in epochs if x['is_best']]
if filteroptions['only_profitable']: if filteroptions['only_profitable']:
epochs = [x for x in epochs if x['results_metrics']['profit'] > 0] epochs = [x for x in epochs if x['results_metrics']['profit'] > 0]
epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
return epochs
def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_trades'] > 0: if filteroptions['filter_min_trades'] > 0:
epochs = [ epochs = [
x for x in epochs x for x in epochs
@ -146,6 +160,11 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
x for x in epochs x for x in epochs
if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades'] if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
] ]
return epochs
def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_avg_time'] is not None: if filteroptions['filter_min_avg_time'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
epochs = [ epochs = [
@ -158,6 +177,12 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
x for x in epochs x for x in epochs
if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time'] if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
] ]
return epochs
def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_avg_profit'] is not None: if filteroptions['filter_min_avg_profit'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
epochs = [ epochs = [
@ -182,6 +207,11 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
x for x in epochs x for x in epochs
if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit'] if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
] ]
return epochs
def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_objective'] is not None: if filteroptions['filter_min_objective'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
# epochs = [x for x in epochs if x['loss'] != 20] # epochs = [x for x in epochs if x['loss'] != 20]