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Added filter options to "hyperopt-list" in order to easier find epochs.

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--profitable
	Select only profitable epochs.
  --min-avg-time INT
	Select epochs on above average time.
  --max-avg-time INT
	Select epochs on under average time.
  --min-avg-profit FLOAT
	Select epochs on above average profit.
  --min-total-profit FLOAT
	Select epochs on above total profit.
This commit is contained in:
Fredrik Rydin 2020-02-08 23:21:42 +01:00
parent fff8ced3b0
commit 636bd5acb5
5 changed files with 91 additions and 19 deletions
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24
docs/utils.md
View File

@ -135,15 +135,27 @@ Common arguments:
```
```
freqtrade list-hyperopts --help
usage: freqtrade list-hyperopts [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[--hyperopt-path PATH] [-1]
usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--best]
[--profitable] [--min-avg-time INT]
[--max-avg-time INT] [--min-avg-profit FLOAT]
[--min-total-profit FLOAT] [--no-color]
[--print-json] [--no-details]
optional arguments:
-h, --help show this help message and exit
--hyperopt-path PATH Specify additional lookup path for Hyperopt and
Hyperopt Loss functions.
-1, --one-column Print output in one column.
--best Select only best epochs.
--profitable Select only profitable epochs.
--min-avg-time INT Select epochs on above average time.
--max-avg-time INT Select epochs on under average time.
--min-avg-profit FLOAT
Select epochs on above average profit.
--min-total-profit FLOAT
Select epochs on above total profit.
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--print-json Print best result detailization in JSON format.
--no-details Do not print best epoch details.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).

3
freqtrade/commands/arguments.py
View File

@ -59,7 +59,8 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"]
ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_colorized",
ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "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"]
ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",

24
freqtrade/commands/cli_options.py
View File

@ -398,6 +398,30 @@ AVAILABLE_CLI_OPTIONS = {
help='Select only best epochs.',
action='store_true',
),
"hyperopt_list_min_avg_time": Arg(
'--min-avg-time',
help='Select epochs on above average time.',
type=check_int_nonzero,
metavar='INT',
),
"hyperopt_list_max_avg_time": Arg(
'--max-avg-time',
help='Select epochs on under average time.',
type=check_int_nonzero,
metavar='INT',
),
"hyperopt_list_min_avg_profit": Arg(
'--min-avg-profit',
help='Select epochs on above average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_total_profit": Arg(
'--min-total-profit',
help='Select epochs on above total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_no_details": Arg(
'--no-details',
help='Do not print best epoch details.',

47
freqtrade/commands/hyperopt_commands.py
View File

@ -19,13 +19,20 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
only_best = config.get('hyperopt_list_best', False)
only_profitable = config.get('hyperopt_list_profitable', False)
print_colorized = config.get('print_colorized', False)
print_json = config.get('print_json', False)
no_details = config.get('hyperopt_list_no_details', False)
no_header = False
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', 0),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', 0),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', 0.0),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', 0.0)
}
trials_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
@ -33,7 +40,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials)
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
trials = _hyperopt_filter_trials(trials, filteroptions)
# TODO: fetch the interval for epochs to print from the cli option
epoch_start, epoch_stop = 0, None
@ -44,7 +51,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
try:
# Human-friendly indexes used here (starting from 1)
for val in trials[epoch_start:epoch_stop]:
Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized)
Hyperopt.print_results_explanation(val, total_epochs, not filteroptions['only_best'], print_colorized)
except KeyboardInterrupt:
print('User interrupted..')
@ -63,8 +70,14 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
only_best = config.get('hyperopt_list_best', False)
only_profitable = config.get('hyperopt_list_profitable', False)
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', 0),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', 0),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', 0),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', 0)
}
no_header = config.get('hyperopt_show_no_header', False)
trials_file = (config['user_data_dir'] /
@ -74,7 +87,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials)
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
trials = _hyperopt_filter_trials(trials, filteroptions)
trials_epochs = len(trials)
n = config.get('hyperopt_show_index', -1)
@ -97,18 +110,28 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
header_str="Epoch details")
def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
"""
Filter our items from the list of hyperopt results
"""
if only_best:
if filteroptions['only_best']:
trials = [x for x in trials if x['is_best']]
if only_profitable:
if filteroptions['only_profitable']:
trials = [x for x in trials if x['results_metrics']['profit'] > 0]
if not filteroptions['only_best']:
if filteroptions['filter_min_avg_time'] > 0:
trials = [x for x in trials if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']]
if filteroptions['filter_max_avg_time'] > 0:
trials = [x for x in trials if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']]
if filteroptions['filter_min_avg_profit'] > 0:
trials = [x for x in trials if x['results_metrics']['avg_profit'] > filteroptions['filter_min_avg_profit']]
if filteroptions['filter_min_total_profit'] > 0:
trials = [x for x in trials if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']]
logger.info(f"{len(trials)} " +
("best " if only_best else "") +
("profitable " if only_profitable else "") +
("best " if filteroptions['only_best'] else "") +
("profitable " if filteroptions['only_profitable'] else "") +
"epochs found.")
return trials

12
freqtrade/configuration/configuration.py
View File

@ -310,6 +310,18 @@ class Configuration:
self._args_to_config(config, argname='hyperopt_list_profitable',
logstring='Parameter --profitable detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_avg_time',
logstring='Parameter --min-avg-time detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_avg_time',
logstring='Parameter --max-avg-time detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
logstring='Parameter --min-avg-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_total_profit',
logstring='Parameter --min-total-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_no_details',
logstring='Parameter --no-details detected: {}')