Merge branch 'develop' into isort_config

This commit is contained in:
Matthias
2020-09-28 20:21:55 +02:00
14 changed files with 195 additions and 87 deletions

View File

@@ -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]: