Adding --min-trades and --max-trades for hyperopt-list
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@ -413,7 +413,8 @@ You can list the hyperoptimization epochs the Hyperopt module evaluated previous
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```
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```
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usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
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usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
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[-d PATH] [--userdir PATH] [--best]
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[-d PATH] [--userdir PATH] [--best]
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[--profitable] [--min-avg-time FLOAT]
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[--profitable] [--min-trades INT]
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[--max-trades INT] [--min-avg-time FLOAT]
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[--max-avg-time FLOAT] [--min-avg-profit FLOAT]
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[--max-avg-time FLOAT] [--min-avg-profit FLOAT]
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[--min-total-profit FLOAT] [--no-color]
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[--min-total-profit FLOAT] [--no-color]
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[--print-json] [--no-details]
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[--print-json] [--no-details]
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@ -422,6 +423,8 @@ optional arguments:
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-h, --help show this help message and exit
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-h, --help show this help message and exit
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--best Select only best epochs.
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--best Select only best epochs.
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--profitable Select only profitable epochs.
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--profitable Select only profitable epochs.
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--min-trades INT Select epochs with more than INT trades.
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--max-trades INT Select epochs with less than INT trades.
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--min-avg-time FLOAT Select epochs on above average time.
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--min-avg-time FLOAT Select epochs on above average time.
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--max-avg-time FLOAT Select epochs on under average time.
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--max-avg-time FLOAT Select epochs on under average time.
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--min-avg-profit FLOAT
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--min-avg-profit FLOAT
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@ -62,6 +62,7 @@ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
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"trade_source", "ticker_interval"]
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"trade_source", "ticker_interval"]
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ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
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ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
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"hyperopt_list_min_trades", "hyperopt_list_max_trades",
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"hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
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"hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
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"hyperopt_list_min_avg_profit", "hyperopt_list_min_total_profit",
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"hyperopt_list_min_avg_profit", "hyperopt_list_min_total_profit",
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"print_colorized", "print_json", "hyperopt_list_no_details"]
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"print_colorized", "print_json", "hyperopt_list_no_details"]
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@ -398,6 +398,18 @@ AVAILABLE_CLI_OPTIONS = {
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help='Select only best epochs.',
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help='Select only best epochs.',
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action='store_true',
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action='store_true',
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),
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),
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"hyperopt_list_min_trades": Arg(
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'--min-trades',
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help='Select epochs with more than INT trades.',
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type=check_int_nonzero,
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metavar='INT',
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),
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"hyperopt_list_max_trades": Arg(
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'--max-trades',
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help='Select epochs with less than INT trades.',
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type=check_int_nonzero,
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metavar='INT',
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),
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"hyperopt_list_min_avg_time": Arg(
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"hyperopt_list_min_avg_time": Arg(
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'--min-avg-time',
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'--min-avg-time',
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help='Select epochs on above average time.',
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help='Select epochs on above average time.',
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14
freqtrade/commands/hyperopt_commands.py
Normal file → Executable file
14
freqtrade/commands/hyperopt_commands.py
Normal file → Executable file
@ -27,6 +27,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
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filteroptions = {
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filteroptions = {
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'only_best': config.get('hyperopt_list_best', False),
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'only_best': config.get('hyperopt_list_best', False),
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'only_profitable': config.get('hyperopt_list_profitable', False),
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'only_profitable': config.get('hyperopt_list_profitable', False),
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'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
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'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
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'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
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'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
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'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
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'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
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'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
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'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
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@ -74,6 +76,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
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filteroptions = {
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filteroptions = {
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'only_best': config.get('hyperopt_list_best', False),
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'only_best': config.get('hyperopt_list_best', False),
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'only_profitable': config.get('hyperopt_list_profitable', False),
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'only_profitable': config.get('hyperopt_list_profitable', False),
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'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
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'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
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'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
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'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
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'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
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'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
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'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
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'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
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@ -119,6 +123,16 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
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trials = [x for x in trials if x['is_best']]
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trials = [x for x in trials if x['is_best']]
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if filteroptions['only_profitable']:
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if filteroptions['only_profitable']:
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trials = [x for x in trials if x['results_metrics']['profit'] > 0]
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trials = [x for x in trials if x['results_metrics']['profit'] > 0]
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if filteroptions['filter_min_trades'] > 0:
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trials = [
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x for x in trials
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if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
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]
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if filteroptions['filter_max_trades'] > 0:
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trials = [
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x for x in trials
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if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
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]
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if filteroptions['filter_min_avg_time'] is not None:
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if filteroptions['filter_min_avg_time'] is not None:
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trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
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trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
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trials = [
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trials = [
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@ -310,6 +310,12 @@ class Configuration:
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self._args_to_config(config, argname='hyperopt_list_profitable',
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self._args_to_config(config, argname='hyperopt_list_profitable',
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logstring='Parameter --profitable detected: {}')
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logstring='Parameter --profitable detected: {}')
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self._args_to_config(config, argname='hyperopt_list_min_trades',
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logstring='Parameter --min-trades detected: {}')
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self._args_to_config(config, argname='hyperopt_list_max_trades',
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logstring='Parameter --max-trades detected: {}')
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self._args_to_config(config, argname='hyperopt_list_min_avg_time',
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self._args_to_config(config, argname='hyperopt_list_min_avg_time',
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logstring='Parameter --min-avg-time detected: {}')
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logstring='Parameter --min-avg-time detected: {}')
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@ -773,6 +773,35 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
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pargs['config'] = None
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pargs['config'] = None
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start_hyperopt_list(pargs)
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start_hyperopt_list(pargs)
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captured = capsys.readouterr()
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captured = capsys.readouterr()
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assert all(x in captured.out
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for x in [" 2/12", " 10/12"])
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assert all(x not in captured.out
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for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
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" 11/12", " 12/12"])
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args = [
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"hyperopt-list",
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"--no-details",
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"--no-color",
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"--min-trades", "20"
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]
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pargs = get_args(args)
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pargs['config'] = None
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start_hyperopt_list(pargs)
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captured = capsys.readouterr()
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assert all(x in captured.out
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for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
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assert all(x not in captured.out
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for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
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args = [
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"hyperopt-list",
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"--profitable",
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"--no-details",
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"--max-trades", "20"
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]
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pargs = get_args(args)
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pargs['config'] = None
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start_hyperopt_list(pargs)
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captured = capsys.readouterr()
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assert all(x in captured.out
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assert all(x in captured.out
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for x in [" 2/12", " 10/12"])
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for x in [" 2/12", " 10/12"])
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assert all(x not in captured.out
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assert all(x not in captured.out
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