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Adding --min-trades and --max-trades for hyperopt-list

This commit is contained in:
Fredrik Rydin 2020-02-11 16:02:08 +01:00
parent 2bcce33f23
commit 5b4d8d69ef
6 changed files with 66 additions and 1 deletions
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5
docs/utils.md
View File

@ -413,7 +413,8 @@ You can list the hyperoptimization epochs the Hyperopt module evaluated previous
```
usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--best]
[--profitable] [--min-avg-time FLOAT]
[--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]
[--print-json] [--no-details]
@ -422,6 +423,8 @@ optional arguments:
-h, --help show this help message and exit
--best Select only best epochs.
--profitable Select only profitable epochs.
--min-trades INT Select epochs with more than INT trades.
--max-trades INT Select epochs with less than INT trades.
--min-avg-time FLOAT Select epochs on above average time.
--max-avg-time FLOAT Select epochs on under average time.
--min-avg-profit FLOAT

1
freqtrade/commands/arguments.py
View File

@ -62,6 +62,7 @@ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"]
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",
"print_colorized", "print_json", "hyperopt_list_no_details"]

12
freqtrade/commands/cli_options.py
View File

@ -398,6 +398,18 @@ AVAILABLE_CLI_OPTIONS = {
help='Select only best epochs.',
action='store_true',
),
"hyperopt_list_min_trades": Arg(
'--min-trades',
help='Select epochs with more than INT trades.',
type=check_int_nonzero,
metavar='INT',
),
"hyperopt_list_max_trades": Arg(
'--max-trades',
help='Select epochs with less than INT trades.',
type=check_int_nonzero,
metavar='INT',
),
"hyperopt_list_min_avg_time": Arg(
'--min-avg-time',
help='Select epochs on above average time.',

14
freqtrade/commands/hyperopt_commands.py Normal file → Executable file
View File

@ -27,6 +27,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'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),
@ -74,6 +76,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'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),
@ -119,6 +123,16 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
trials = [x for x in trials if x['is_best']]
if filteroptions['only_profitable']:
trials = [x for x in trials if x['results_metrics']['profit'] > 0]
if filteroptions['filter_min_trades'] > 0:
trials = [
x for x in trials
if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
]
if filteroptions['filter_max_trades'] > 0:
trials = [
x for x in trials
if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
]
if filteroptions['filter_min_avg_time'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [

6
freqtrade/configuration/configuration.py
View File

@ -310,6 +310,12 @@ class Configuration:
self._args_to_config(config, argname='hyperopt_list_profitable',
logstring='Parameter --profitable detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_trades',
logstring='Parameter --min-trades detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_trades',
logstring='Parameter --max-trades detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_avg_time',
logstring='Parameter --min-avg-time detected: {}')

29
tests/commands/test_commands.py
View File

@ -773,6 +773,35 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12"])
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",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-trades", "20"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--max-trades", "20"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12"])
assert all(x not in captured.out