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Merge branch 'develop' into isort_config

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This commit is contained in:
Matthias
2020-09-28 20:21:55 +02:00
parent 2be8e8070a c410599a52
commit 6977ffdbf9
14 changed files with 195 additions and 87 deletions
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6
freqtrade/commands/arguments.py
View File

@@ -27,7 +27,7 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
"use_max_market_positions", "print_all",
"print_colorized", "print_json", "hyperopt_jobs",
"hyperopt_random_state", "hyperopt_min_trades",
"hyperopt_continue", "hyperopt_loss"]
"hyperopt_loss"]
ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
@@ -76,10 +76,10 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
"hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
"hyperopt_list_min_objective", "hyperopt_list_max_objective",
"print_colorized", "print_json", "hyperopt_list_no_details",
"export_csv"]
"hyperoptexportfilename", "export_csv"]
ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
"print_json", "hyperopt_show_no_header"]
"print_json", "hyperoptexportfilename", "hyperopt_show_no_header"]
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
"list-markets", "list-pairs", "list-strategies", "list-data",

13
freqtrade/commands/cli_options.py
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@@ -252,13 +252,6 @@ AVAILABLE_CLI_OPTIONS = {
metavar='INT',
default=1,
),
"hyperopt_continue": Arg(
"--continue",
help="Continue hyperopt from previous runs. "
"By default, temporary files will be removed and hyperopt will start from scratch.",
default=False,
action='store_true',
),
"hyperopt_loss": Arg(
'--hyperopt-loss',
help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
@@ -270,6 +263,12 @@ AVAILABLE_CLI_OPTIONS = {
metavar='NAME',
default=constants.DEFAULT_HYPEROPT_LOSS,
),
"hyperoptexportfilename": Arg(
'--hyperopt-filename',
help='Hyperopt result filename.'
'Example: `--hyperopt-filename=hyperopt_results_2020-09-27_16-20-48.pickle`',
metavar='FILENAME',
),
# List exchanges
"print_one_column": Arg(
'-1', '--one-column',

12
freqtrade/commands/hyperopt_commands.py
View File

@@ -5,6 +5,7 @@ from typing import Any, Dict, List
from colorama import init as colorama_init
from freqtrade.configuration import setup_utils_configuration
from freqtrade.data.btanalysis import get_latest_hyperopt_file
from freqtrade.exceptions import OperationalException
from freqtrade.state import RunMode
@@ -41,8 +42,9 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
'filter_max_objective': config.get('hyperopt_list_max_objective', None),
}
results_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
results_file = get_latest_hyperopt_file(
config['user_data_dir'] / 'hyperopt_results',
config.get('hyperoptexportfilename'))
# Previous evaluations
epochs = Hyperopt.load_previous_results(results_file)
@@ -81,8 +83,10 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
print_json = config.get('print_json', False)
no_header = config.get('hyperopt_show_no_header', False)
results_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
results_file = get_latest_hyperopt_file(
config['user_data_dir'] / 'hyperopt_results',
config.get('hyperoptexportfilename'))
n = config.get('hyperopt_show_index', -1)
filteroptions = {

6
freqtrade/configuration/configuration.py
View File

@@ -263,6 +263,9 @@ class Configuration:
self._args_to_config(config, argname='hyperopt_path',
logstring='Using additional Hyperopt lookup path: {}')
self._args_to_config(config, argname='hyperoptexportfilename',
logstring='Using hyperopt file: {}')
self._args_to_config(config, argname='epochs',
logstring='Parameter --epochs detected ... '
'Will run Hyperopt with for {} epochs ...'
@@ -295,9 +298,6 @@ class Configuration:
self._args_to_config(config, argname='hyperopt_min_trades',
logstring='Parameter --min-trades detected: {}')
self._args_to_config(config, argname='hyperopt_continue',
logstring='Hyperopt continue: {}')
self._args_to_config(config, argname='hyperopt_loss',
logstring='Using Hyperopt loss class name: {}')

54
freqtrade/data/btanalysis.py
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@@ -22,10 +22,11 @@ BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index",
"open_rate", "close_rate", "open_at_end", "sell_reason"]
def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
"""
Get latest backtest export based on '.last_result.json'.
:param directory: Directory to search for last result
:param variant: 'backtest' or 'hyperopt' - the method to return
:return: string containing the filename of the latest backtest result
:raises: ValueError in the following cases:
* Directory does not exist
@@ -45,10 +46,57 @@ def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
with filename.open() as file:
data = json_load(file)
if 'latest_backtest' not in data:
if f'latest_{variant}' not in data:
raise ValueError(f"Invalid '{LAST_BT_RESULT_FN}' format.")
return data['latest_backtest']
return data[f'latest_{variant}']
def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
"""
Get latest backtest export based on '.last_result.json'.
:param directory: Directory to search for last result
:return: string containing the filename of the latest backtest result
:raises: ValueError in the following cases:
* Directory does not exist
* `directory/.last_result.json` does not exist
* `directory/.last_result.json` has the wrong content
"""
return get_latest_optimize_filename(directory, 'backtest')
def get_latest_hyperopt_filename(directory: Union[Path, str]) -> str:
"""
Get latest hyperopt export based on '.last_result.json'.
:param directory: Directory to search for last result
:return: string containing the filename of the latest hyperopt result
:raises: ValueError in the following cases:
* Directory does not exist
* `directory/.last_result.json` does not exist
* `directory/.last_result.json` has the wrong content
"""
try:
return get_latest_optimize_filename(directory, 'hyperopt')
except ValueError:
# Return default (legacy) pickle filename
return 'hyperopt_results.pickle'
def get_latest_hyperopt_file(directory: Union[Path, str], predef_filename: str = None) -> Path:
"""
Get latest hyperopt export based on '.last_result.json'.
:param directory: Directory to search for last result
:return: string containing the filename of the latest hyperopt result
:raises: ValueError in the following cases:
* Directory does not exist
* `directory/.last_result.json` does not exist
* `directory/.last_result.json` has the wrong content
"""
if isinstance(directory, str):
directory = Path(directory)
if predef_filename:
return directory / predef_filename
return directory / get_latest_hyperopt_filename(directory)
def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]:

19
freqtrade/optimize/hyperopt.py
View File

@@ -10,6 +10,7 @@ import logging
import random
import warnings
from collections import OrderedDict
from datetime import datetime
from math import ceil
from operator import itemgetter
from pathlib import Path
@@ -24,11 +25,11 @@ from colorama import init as colorama_init
from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
from pandas import DataFrame, isna, json_normalize
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
from freqtrade.data.converter import trim_dataframe
from freqtrade.data.history import get_timerange
from freqtrade.exceptions import OperationalException
from freqtrade.misc import plural, round_dict
from freqtrade.misc import file_dump_json, plural, round_dict
from freqtrade.optimize.backtesting import Backtesting
# Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
from freqtrade.optimize.hyperopt_interface import IHyperOpt # noqa: F401
@@ -75,19 +76,16 @@ class Hyperopt:
self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
time_now = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
self.results_file = (self.config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
'hyperopt_results' / f'hyperopt_results_{time_now}.pickle')
self.data_pickle_file = (self.config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_tickerdata.pkl')
self.total_epochs = config.get('epochs', 0)
self.current_best_loss = 100
if not self.config.get('hyperopt_continue'):
self.clean_hyperopt()
else:
logger.info("Continuing on previous hyperopt results.")
self.clean_hyperopt()
self.num_epochs_saved = 0
@@ -163,6 +161,9 @@ class Hyperopt:
self.num_epochs_saved = num_epochs
logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
f"saved to '{self.results_file}'.")
# Store hyperopt filename
latest_filename = Path.joinpath(self.results_file.parent, LAST_BT_RESULT_FN)
file_dump_json(latest_filename, {'latest_hyperopt': str(self.results_file.name)})
@staticmethod
def _read_results(results_file: Path) -> List:
@@ -655,8 +656,6 @@ class Hyperopt:
self.backtesting.strategy.dp = None # type: ignore
IStrategy.dp = None # type: ignore
self.epochs = self.load_previous_results(self.results_file)
cpus = cpu_count()
logger.info(f"Found {cpus} CPU cores. Let's make them scream!")
config_jobs = self.config.get('hyperopt_jobs', -1)