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Merge branch 'develop' into isort_config

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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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19
freqtrade/optimize/hyperopt.py
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@@ -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)