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

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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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1
freqtrade/commands/arguments.py
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@@ -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 = [