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only log from hyperopt when result improves

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This commit is contained in:
Janne Sinivirta 2017-12-24 22:36:27 +02:00
parent 5e433e9518
commit 67720902d0
1 changed files with 7 additions and 9 deletions
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16
freqtrade/optimize/hyperopt.py
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@ -32,9 +32,7 @@ TARGET_TRADES = 1100
TOTAL_TRIES = None TOTAL_TRIES = None
_CURRENT_TRIES = 0 _CURRENT_TRIES = 0
TOTAL_PROFIT_TO_BEAT = 0 CURRENT_BEST_LOSS = 100
AVG_PROFIT_TO_BEAT = 0
AVG_DURATION_TO_BEAT = 100
# this is expexted avg profit * expected trade count # this is expexted avg profit * expected trade count
# for example 3.5%, 1100 trades, EXPECTED_MAX_PROFIT = 3.85 # for example 3.5%, 1100 trades, EXPECTED_MAX_PROFIT = 3.85
@ -101,13 +99,14 @@ SPACE = {
def log_results(results): def log_results(results):
"if results is better than _TO_BEAT show it" "if results is better than _TO_BEAT show it"
global CURRENT_BEST_LOSS
current_try = results['current_tries'] current_try = results['current_tries']
total_tries = results['total_tries'] total_tries = results['total_tries']
result = results['result'] result = results['result']
profit = results['total_profit']
if profit >= TOTAL_PROFIT_TO_BEAT: if results['loss'] < CURRENT_BEST_LOSS:
CURRENT_BEST_LOSS = results['loss']
logger.info('{:5d}/{}: {}'.format(current_try, total_tries, result)) logger.info('{:5d}/{}: {}'.format(current_try, total_tries, result))
else: else:
print('.', end='') print('.', end='')
@ -135,14 +134,13 @@ def optimizer(params):
trade_loss = 1 - 0.35 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2) trade_loss = 1 - 0.35 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2)
profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT) profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
loss = trade_loss + profit_loss
_CURRENT_TRIES += 1 _CURRENT_TRIES += 1
result_data = { result_data = {
'trade_count': trade_count, 'trade_count': trade_count,
'total_profit': total_profit, 'total_profit': total_profit,
'trade_loss': trade_loss, 'loss': loss,
'profit_loss': profit_loss,
'avg_profit': results.profit_percent.mean() * 100.0, 'avg_profit': results.profit_percent.mean() * 100.0,
'avg_duration': results.duration.mean() * 5, 'avg_duration': results.duration.mean() * 5,
'current_tries': _CURRENT_TRIES, 'current_tries': _CURRENT_TRIES,
@ -153,7 +151,7 @@ def optimizer(params):
log_results(result_data) log_results(result_data)
return { return {
'loss': trade_loss + profit_loss, 'loss': loss,
'status': STATUS_OK, 'status': STATUS_OK,
'result': result, 'result': result,
'total_profit': total_profit, 'total_profit': total_profit,