From 0ae4eccea5ad7cd773e0d0e309617bfcf6a1e4ae Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 8 Aug 2021 10:05:28 +0200 Subject: [PATCH 1/3] Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code --- freqtrade/commands/hyperopt_commands.py | 180 +------------------ freqtrade/optimize/hyperopt_epoch_filters.py | 142 +++++++++++++++ freqtrade/optimize/hyperopt_tools.py | 28 ++- 3 files changed, 174 insertions(+), 176 deletions(-) create mode 100644 freqtrade/optimize/hyperopt_epoch_filters.py diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py index 4694d1111..089529d15 100755 --- a/freqtrade/commands/hyperopt_commands.py +++ b/freqtrade/commands/hyperopt_commands.py @@ -1,6 +1,6 @@ import logging from operator import itemgetter -from typing import Any, Dict, List +from typing import Any, Dict from colorama import init as colorama_init @@ -28,30 +28,12 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: 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_trades': config.get('hyperopt_list_min_trades', 0), - 'filter_max_trades': config.get('hyperopt_list_max_trades', 0), - 'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None), - 'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None), - 'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None), - 'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None), - 'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None), - 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None), - 'filter_min_objective': config.get('hyperopt_list_min_objective', None), - 'filter_max_objective': config.get('hyperopt_list_max_objective', None), - } - results_file = get_latest_hyperopt_file( config['user_data_dir'] / 'hyperopt_results', config.get('hyperoptexportfilename')) # Previous evaluations - epochs = HyperoptTools.load_previous_results(results_file) - total_epochs = len(epochs) - - epochs = hyperopt_filter_epochs(epochs, filteroptions) + epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config) if print_colorized: colorama_init(autoreset=True) @@ -59,7 +41,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: if not export_csv: try: print(HyperoptTools.get_result_table(config, epochs, total_epochs, - not filteroptions['only_best'], + not config.get('hyperopt_list_best', False), print_colorized, 0)) except KeyboardInterrupt: print('User interrupted..') @@ -71,7 +53,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: if epochs and export_csv: HyperoptTools.export_csv_file( - config, epochs, total_epochs, not filteroptions['only_best'], export_csv + config, epochs, total_epochs, not config.get('hyperopt_list_best', False), export_csv ) @@ -91,26 +73,9 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None: n = config.get('hyperopt_show_index', -1) - filteroptions = { - 'only_best': config.get('hyperopt_list_best', False), - 'only_profitable': config.get('hyperopt_list_profitable', False), - 'filter_min_trades': config.get('hyperopt_list_min_trades', 0), - 'filter_max_trades': config.get('hyperopt_list_max_trades', 0), - 'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None), - 'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None), - 'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None), - 'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None), - 'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None), - 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None), - 'filter_min_objective': config.get('hyperopt_list_min_objective', None), - 'filter_max_objective': config.get('hyperopt_list_max_objective', None) - } - # Previous evaluations - epochs = HyperoptTools.load_previous_results(results_file) - total_epochs = len(epochs) + epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config) - epochs = hyperopt_filter_epochs(epochs, filteroptions) filtered_epochs = len(epochs) if n > filtered_epochs: @@ -137,138 +102,3 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None: HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header, header_str="Epoch details") - - -def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List: - """ - Filter our items from the list of hyperopt results - TODO: after 2021.5 remove all "legacy" mode queries. - """ - if filteroptions['only_best']: - epochs = [x for x in epochs if x['is_best']] - if filteroptions['only_profitable']: - epochs = [x for x in epochs if x['results_metrics'].get( - 'profit', x['results_metrics'].get('profit_total', 0)) > 0] - - epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions) - - epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions) - - epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions) - - epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions) - - logger.info(f"{len(epochs)} " + - ("best " if filteroptions['only_best'] else "") + - ("profitable " if filteroptions['only_profitable'] else "") + - "epochs found.") - return epochs - - -def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int): - """ - Filter epochs with trade-counts > trades - """ - return [ - x for x in epochs - if x['results_metrics'].get( - 'trade_count', x['results_metrics'].get('total_trades', 0) - ) > trade_count - ] - - -def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List: - - if filteroptions['filter_min_trades'] > 0: - epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades']) - - if filteroptions['filter_max_trades'] > 0: - epochs = [ - x for x in epochs - if x['results_metrics'].get( - 'trade_count', x['results_metrics'].get('total_trades') - ) < filteroptions['filter_max_trades'] - ] - return epochs - - -def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List: - - def get_duration_value(x): - # Duration in minutes ... - if 'duration' in x['results_metrics']: - return x['results_metrics']['duration'] - else: - # New mode - if 'holding_avg_s' in x['results_metrics']: - avg = x['results_metrics']['holding_avg_s'] - return avg // 60 - raise OperationalException( - "Holding-average not available. Please omit the filter on average time, " - "or rerun hyperopt with this version") - - if filteroptions['filter_min_avg_time'] is not None: - epochs = _hyperopt_filter_epochs_trade(epochs, 0) - epochs = [ - x for x in epochs - if get_duration_value(x) > filteroptions['filter_min_avg_time'] - ] - if filteroptions['filter_max_avg_time'] is not None: - epochs = _hyperopt_filter_epochs_trade(epochs, 0) - epochs = [ - x for x in epochs - if get_duration_value(x) < filteroptions['filter_max_avg_time'] - ] - - return epochs - - -def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List: - - if filteroptions['filter_min_avg_profit'] is not None: - epochs = _hyperopt_filter_epochs_trade(epochs, 0) - epochs = [ - x for x in epochs - if x['results_metrics'].get( - 'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100 - ) > filteroptions['filter_min_avg_profit'] - ] - if filteroptions['filter_max_avg_profit'] is not None: - epochs = _hyperopt_filter_epochs_trade(epochs, 0) - epochs = [ - x for x in epochs - if x['results_metrics'].get( - 'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100 - ) < filteroptions['filter_max_avg_profit'] - ] - if filteroptions['filter_min_total_profit'] is not None: - epochs = _hyperopt_filter_epochs_trade(epochs, 0) - epochs = [ - x for x in epochs - if x['results_metrics'].get( - 'profit', x['results_metrics'].get('profit_total_abs', 0) - ) > filteroptions['filter_min_total_profit'] - ] - if filteroptions['filter_max_total_profit'] is not None: - epochs = _hyperopt_filter_epochs_trade(epochs, 0) - epochs = [ - x for x in epochs - if x['results_metrics'].get( - 'profit', x['results_metrics'].get('profit_total_abs', 0) - ) < filteroptions['filter_max_total_profit'] - ] - return epochs - - -def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List: - - if filteroptions['filter_min_objective'] is not None: - epochs = _hyperopt_filter_epochs_trade(epochs, 0) - - epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']] - if filteroptions['filter_max_objective'] is not None: - epochs = _hyperopt_filter_epochs_trade(epochs, 0) - - epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']] - - return epochs diff --git a/freqtrade/optimize/hyperopt_epoch_filters.py b/freqtrade/optimize/hyperopt_epoch_filters.py new file mode 100644 index 000000000..2084c5ba8 --- /dev/null +++ b/freqtrade/optimize/hyperopt_epoch_filters.py @@ -0,0 +1,142 @@ +import logging +from typing import List + +from freqtrade.exceptions import OperationalException + + +logger = logging.getLogger(__name__) + + +def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List: + """ + Filter our items from the list of hyperopt results + TODO: after 2021.5 remove all "legacy" mode queries. + """ + if filteroptions['only_best']: + epochs = [x for x in epochs if x['is_best']] + if filteroptions['only_profitable']: + epochs = [x for x in epochs if x['results_metrics'].get( + 'profit', x['results_metrics'].get('profit_total', 0)) > 0] + + epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions) + + epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions) + + epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions) + + epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions) + + logger.info(f"{len(epochs)} " + + ("best " if filteroptions['only_best'] else "") + + ("profitable " if filteroptions['only_profitable'] else "") + + "epochs found.") + return epochs + + +def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int): + """ + Filter epochs with trade-counts > trades + """ + return [ + x for x in epochs + if x['results_metrics'].get( + 'trade_count', x['results_metrics'].get('total_trades', 0) + ) > trade_count + ] + + +def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List: + + if filteroptions['filter_min_trades'] > 0: + epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades']) + + if filteroptions['filter_max_trades'] > 0: + epochs = [ + x for x in epochs + if x['results_metrics'].get( + 'trade_count', x['results_metrics'].get('total_trades') + ) < filteroptions['filter_max_trades'] + ] + return epochs + + +def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List: + + def get_duration_value(x): + # Duration in minutes ... + if 'duration' in x['results_metrics']: + return x['results_metrics']['duration'] + else: + # New mode + if 'holding_avg_s' in x['results_metrics']: + avg = x['results_metrics']['holding_avg_s'] + return avg // 60 + raise OperationalException( + "Holding-average not available. Please omit the filter on average time, " + "or rerun hyperopt with this version") + + if filteroptions['filter_min_avg_time'] is not None: + epochs = _hyperopt_filter_epochs_trade(epochs, 0) + epochs = [ + x for x in epochs + if get_duration_value(x) > filteroptions['filter_min_avg_time'] + ] + if filteroptions['filter_max_avg_time'] is not None: + epochs = _hyperopt_filter_epochs_trade(epochs, 0) + epochs = [ + x for x in epochs + if get_duration_value(x) < filteroptions['filter_max_avg_time'] + ] + + return epochs + + +def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List: + + if filteroptions['filter_min_avg_profit'] is not None: + epochs = _hyperopt_filter_epochs_trade(epochs, 0) + epochs = [ + x for x in epochs + if x['results_metrics'].get( + 'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100 + ) > filteroptions['filter_min_avg_profit'] + ] + if filteroptions['filter_max_avg_profit'] is not None: + epochs = _hyperopt_filter_epochs_trade(epochs, 0) + epochs = [ + x for x in epochs + if x['results_metrics'].get( + 'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100 + ) < filteroptions['filter_max_avg_profit'] + ] + if filteroptions['filter_min_total_profit'] is not None: + epochs = _hyperopt_filter_epochs_trade(epochs, 0) + epochs = [ + x for x in epochs + if x['results_metrics'].get( + 'profit', x['results_metrics'].get('profit_total_abs', 0) + ) > filteroptions['filter_min_total_profit'] + ] + if filteroptions['filter_max_total_profit'] is not None: + epochs = _hyperopt_filter_epochs_trade(epochs, 0) + epochs = [ + x for x in epochs + if x['results_metrics'].get( + 'profit', x['results_metrics'].get('profit_total_abs', 0) + ) < filteroptions['filter_max_total_profit'] + ] + return epochs + + +def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List: + + if filteroptions['filter_min_objective'] is not None: + epochs = _hyperopt_filter_epochs_trade(epochs, 0) + + epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']] + if filteroptions['filter_max_objective'] is not None: + epochs = _hyperopt_filter_epochs_trade(epochs, 0) + + epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']] + + return epochs diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py index 52aa85c84..ed9583bdc 100755 --- a/freqtrade/optimize/hyperopt_tools.py +++ b/freqtrade/optimize/hyperopt_tools.py @@ -4,7 +4,7 @@ import logging from copy import deepcopy from datetime import datetime, timezone from pathlib import Path -from typing import Any, Dict, List, Optional +from typing import Any, Dict, List, Optional, Tuple import numpy as np import rapidjson @@ -15,6 +15,7 @@ from pandas import isna, json_normalize from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES from freqtrade.exceptions import OperationalException from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2 +from freqtrade.optimize.hyperopt_epoch_filters import hyperopt_filter_epochs logger = logging.getLogger(__name__) @@ -130,6 +131,31 @@ class HyperoptTools(): logger.info(f"Loaded {len(epochs)} previous evaluations from disk.") return epochs + @staticmethod + def load_filtered_results(results_file: Path, config: Dict[str, Any]) -> Tuple[List, int]: + filteroptions = { + 'only_best': config.get('hyperopt_list_best', False), + 'only_profitable': config.get('hyperopt_list_profitable', False), + 'filter_min_trades': config.get('hyperopt_list_min_trades', 0), + 'filter_max_trades': config.get('hyperopt_list_max_trades', 0), + 'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None), + 'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None), + 'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None), + 'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None), + 'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None), + 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None), + 'filter_min_objective': config.get('hyperopt_list_min_objective', None), + 'filter_max_objective': config.get('hyperopt_list_max_objective', None), + } + + # Previous evaluations + epochs = HyperoptTools.load_previous_results(results_file) + total_epochs = len(epochs) + + epochs = hyperopt_filter_epochs(epochs, filteroptions) + + return epochs, total_epochs + @staticmethod def show_epoch_details(results, total_epochs: int, print_json: bool, no_header: bool = False, header_str: str = None) -> None: From faf16a64e507dc684d527a804abef266e39c26c6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 8 Aug 2021 10:22:45 +0200 Subject: [PATCH 2/3] Remove legacy hyperopt file support --- freqtrade/optimize/hyperopt_epoch_filters.py | 50 +- tests/commands/test_commands.py | 464 +++++++++---------- tests/conftest.py | 132 ------ 3 files changed, 249 insertions(+), 397 deletions(-) diff --git a/freqtrade/optimize/hyperopt_epoch_filters.py b/freqtrade/optimize/hyperopt_epoch_filters.py index 2084c5ba8..b70db94af 100644 --- a/freqtrade/optimize/hyperopt_epoch_filters.py +++ b/freqtrade/optimize/hyperopt_epoch_filters.py @@ -10,13 +10,12 @@ logger = logging.getLogger(__name__) def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List: """ Filter our items from the list of hyperopt results - TODO: after 2021.5 remove all "legacy" mode queries. """ if filteroptions['only_best']: epochs = [x for x in epochs if x['is_best']] if filteroptions['only_profitable']: - epochs = [x for x in epochs if x['results_metrics'].get( - 'profit', x['results_metrics'].get('profit_total', 0)) > 0] + epochs = [x for x in epochs + if x['results_metrics'].get('profit_total', 0) > 0] epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions) @@ -38,10 +37,7 @@ def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int): Filter epochs with trade-counts > trades """ return [ - x for x in epochs - if x['results_metrics'].get( - 'trade_count', x['results_metrics'].get('total_trades', 0) - ) > trade_count + x for x in epochs if x['results_metrics'].get('total_trades', 0) > trade_count ] @@ -53,9 +49,7 @@ def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> Li if filteroptions['filter_max_trades'] > 0: epochs = [ x for x in epochs - if x['results_metrics'].get( - 'trade_count', x['results_metrics'].get('total_trades') - ) < filteroptions['filter_max_trades'] + if x['results_metrics'].get('total_trades') < filteroptions['filter_max_trades'] ] return epochs @@ -64,16 +58,12 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List: def get_duration_value(x): # Duration in minutes ... - if 'duration' in x['results_metrics']: - return x['results_metrics']['duration'] - else: - # New mode - if 'holding_avg_s' in x['results_metrics']: - avg = x['results_metrics']['holding_avg_s'] - return avg // 60 - raise OperationalException( - "Holding-average not available. Please omit the filter on average time, " - "or rerun hyperopt with this version") + if 'holding_avg_s' in x['results_metrics']: + avg = x['results_metrics']['holding_avg_s'] + return avg // 60 + raise OperationalException( + "Holding-average not available. Please omit the filter on average time, " + "or rerun hyperopt with this version") if filteroptions['filter_min_avg_time'] is not None: epochs = _hyperopt_filter_epochs_trade(epochs, 0) @@ -97,33 +87,29 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List: epochs = _hyperopt_filter_epochs_trade(epochs, 0) epochs = [ x for x in epochs - if x['results_metrics'].get( - 'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100 - ) > filteroptions['filter_min_avg_profit'] + if x['results_metrics'].get('profit_mean', 0) * 100 + > filteroptions['filter_min_avg_profit'] ] if filteroptions['filter_max_avg_profit'] is not None: epochs = _hyperopt_filter_epochs_trade(epochs, 0) epochs = [ x for x in epochs - if x['results_metrics'].get( - 'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100 - ) < filteroptions['filter_max_avg_profit'] + if x['results_metrics'].get('profit_mean', 0) * 100 + < filteroptions['filter_max_avg_profit'] ] if filteroptions['filter_min_total_profit'] is not None: epochs = _hyperopt_filter_epochs_trade(epochs, 0) epochs = [ x for x in epochs - if x['results_metrics'].get( - 'profit', x['results_metrics'].get('profit_total_abs', 0) - ) > filteroptions['filter_min_total_profit'] + if x['results_metrics'].get('profit_total_abs', 0) + > filteroptions['filter_min_total_profit'] ] if filteroptions['filter_max_total_profit'] is not None: epochs = _hyperopt_filter_epochs_trade(epochs, 0) epochs = [ x for x in epochs - if x['results_metrics'].get( - 'profit', x['results_metrics'].get('profit_total_abs', 0) - ) < filteroptions['filter_max_total_profit'] + if x['results_metrics'].get('profit_total_abs', 0) + < filteroptions['filter_max_total_profit'] ] return epochs diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index c0268038a..80dd04b27 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -938,241 +938,239 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys): pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}') -def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, - saved_hyperopt_results_legacy, tmpdir): +def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir): csv_file = Path(tmpdir) / "test.csv" - for res in (saved_hyperopt_results, saved_hyperopt_results_legacy): - mocker.patch( - 'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results', - MagicMock(return_value=res) - ) + mocker.patch( + 'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results', + MagicMock(return_value=saved_hyperopt_results) + ) - args = [ - "hyperopt-list", - "--no-details", - "--no-color", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", - " 6/12", " 7/12", " 8/12", " 9/12", " 10/12", - " 11/12", " 12/12"]) - args = [ - "hyperopt-list", - "--best", - "--no-details", - "--no-color", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 1/12", " 5/12", " 10/12"]) - assert all(x not in captured.out - for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12", - " 11/12", " 12/12"]) - args = [ - "hyperopt-list", - "--profitable", - "--no-details", - "--no-color", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 2/12", " 10/12"]) - assert all(x not in captured.out - for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", - " 11/12", " 12/12"]) - args = [ - "hyperopt-list", - "--profitable", - "--no-color", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params", - "Sell hyperspace params", "ROI table", "Stoploss"]) - assert all(x not in captured.out - for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", - " 11/12", " 12/12"]) - args = [ - "hyperopt-list", - "--no-details", - "--no-color", - "--min-trades", "20", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"]) - assert all(x not in captured.out - for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"]) - args = [ - "hyperopt-list", - "--profitable", - "--no-details", - "--no-color", - "--max-trades", "20", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 2/12", " 10/12"]) - assert all(x not in captured.out - for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", - " 11/12", " 12/12"]) - args = [ - "hyperopt-list", - "--profitable", - "--no-details", - "--no-color", - "--min-avg-profit", "0.11", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 2/12"]) - assert all(x not in captured.out - for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", - " 10/12", " 11/12", " 12/12"]) - args = [ - "hyperopt-list", - "--no-details", - "--no-color", - "--max-avg-profit", "0.10", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", - " 11/12"]) - assert all(x not in captured.out - for x in [" 2/12", " 4/12", " 10/12", " 12/12"]) - args = [ - "hyperopt-list", - "--no-details", - "--no-color", - "--min-total-profit", "0.4", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 10/12"]) - assert all(x not in captured.out - for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", - " 9/12", " 11/12", " 12/12"]) - args = [ - "hyperopt-list", - "--no-details", - "--no-color", - "--max-total-profit", "0.4", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", - " 9/12", " 11/12"]) - assert all(x not in captured.out - for x in [" 4/12", " 10/12", " 12/12"]) - args = [ - "hyperopt-list", - "--no-details", - "--no-color", - "--min-objective", "0.1", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 10/12"]) - assert all(x not in captured.out - for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", - " 9/12", " 11/12", " 12/12"]) - args = [ - "hyperopt-list", - "--no-details", - "--max-objective", "0.1", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", - " 9/12", " 11/12"]) - assert all(x not in captured.out - for x in [" 4/12", " 10/12", " 12/12"]) - args = [ - "hyperopt-list", - "--profitable", - "--no-details", - "--no-color", - "--min-avg-time", "2000", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 10/12"]) - assert all(x not in captured.out - for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", - " 8/12", " 9/12", " 11/12", " 12/12"]) - args = [ - "hyperopt-list", - "--no-details", - "--no-color", - "--max-avg-time", "1500", - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - assert all(x in captured.out - for x in [" 2/12", " 6/12"]) - assert all(x not in captured.out - for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12" - " 9/12", " 10/12", " 11/12", " 12/12"]) - args = [ - "hyperopt-list", - "--no-details", - "--no-color", - "--export-csv", - str(csv_file), - ] - pargs = get_args(args) - pargs['config'] = None - start_hyperopt_list(pargs) - captured = capsys.readouterr() - log_has("CSV file created: test_file.csv", caplog) - assert csv_file.is_file() - line = csv_file.read_text() - assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line - or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line) - csv_file.unlink() + args = [ + "hyperopt-list", + "--no-details", + "--no-color", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", + " 6/12", " 7/12", " 8/12", " 9/12", " 10/12", + " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--best", + "--no-details", + "--no-color", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 1/12", " 5/12", " 10/12"]) + assert all(x not in captured.out + for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12", + " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--profitable", + "--no-details", + "--no-color", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 2/12", " 10/12"]) + assert all(x not in captured.out + for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", + " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--profitable", + "--no-color", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params", + "Sell hyperspace params", "ROI table", "Stoploss"]) + assert all(x not in captured.out + for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", + " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--no-details", + "--no-color", + "--min-trades", "20", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"]) + assert all(x not in captured.out + for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"]) + args = [ + "hyperopt-list", + "--profitable", + "--no-details", + "--no-color", + "--max-trades", "20", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 2/12", " 10/12"]) + assert all(x not in captured.out + for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", + " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--profitable", + "--no-details", + "--no-color", + "--min-avg-profit", "0.11", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 2/12"]) + assert all(x not in captured.out + for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", + " 10/12", " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--no-details", + "--no-color", + "--max-avg-profit", "0.10", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", + " 11/12"]) + assert all(x not in captured.out + for x in [" 2/12", " 4/12", " 10/12", " 12/12"]) + args = [ + "hyperopt-list", + "--no-details", + "--no-color", + "--min-total-profit", "0.4", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 10/12"]) + assert all(x not in captured.out + for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", + " 9/12", " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--no-details", + "--no-color", + "--max-total-profit", "0.4", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", + " 9/12", " 11/12"]) + assert all(x not in captured.out + for x in [" 4/12", " 10/12", " 12/12"]) + args = [ + "hyperopt-list", + "--no-details", + "--no-color", + "--min-objective", "0.1", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 10/12"]) + assert all(x not in captured.out + for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", + " 9/12", " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--no-details", + "--max-objective", "0.1", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", + " 9/12", " 11/12"]) + assert all(x not in captured.out + for x in [" 4/12", " 10/12", " 12/12"]) + args = [ + "hyperopt-list", + "--profitable", + "--no-details", + "--no-color", + "--min-avg-time", "2000", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 10/12"]) + assert all(x not in captured.out + for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", + " 8/12", " 9/12", " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--no-details", + "--no-color", + "--max-avg-time", "1500", + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 2/12", " 6/12"]) + assert all(x not in captured.out + for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12" + " 9/12", " 10/12", " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--no-details", + "--no-color", + "--export-csv", + str(csv_file), + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + log_has("CSV file created: test_file.csv", caplog) + assert csv_file.is_file() + line = csv_file.read_text() + assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line + or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line) + csv_file.unlink() def test_hyperopt_show(mocker, capsys, saved_hyperopt_results): diff --git a/tests/conftest.py b/tests/conftest.py index 1924e1f95..0c9a96e2b 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1814,138 +1814,6 @@ def open_trade(): ) -@pytest.fixture -def saved_hyperopt_results_legacy(): - return [ - { - 'loss': 0.4366182531161519, - 'params_dict': { - 'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556}, # noqa: E501 - 'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}}, # noqa: E501 - 'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'median_profit': -1.2222, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0}, # noqa: E501 - 'results_explanation': ' 2 trades. Avg profit -1.25%. Total profit -0.00125625 BTC ( -2.51Σ%). Avg duration 3930.0 min.', # noqa: E501 - 'total_profit': -0.00125625, - 'current_epoch': 1, - 'is_initial_point': True, - 'is_best': True - }, { - 'loss': 20.0, - 'params_dict': { - 'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259}, # noqa: E501 - 'params_details': { - 'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, # noqa: E501 - 'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, # noqa: E501 - 'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0}, # noqa: E501 - 'stoploss': {'stoploss': -0.338070047333259}}, - 'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'median_profit': -1.2222, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0}, # noqa: E501 - 'results_explanation': ' 1 trades. Avg profit 0.12%. Total profit 0.00006185 BTC ( 0.12Σ%). Avg duration 1200.0 min.', # noqa: E501 - 'total_profit': 6.185e-05, - 'current_epoch': 2, - 'is_initial_point': True, - 'is_best': False - }, { - 'loss': 14.241196856510731, - 'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611}, # noqa: E501 - 'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}}, # noqa: E501 - 'results_metrics': {'trade_count': 621, 'avg_profit': -0.43883302093397747, 'median_profit': -1.2222, 'total_profit': -0.13639474, 'profit': -272.515306, 'duration': 1691.207729468599}, # noqa: E501 - 'results_explanation': ' 621 trades. Avg profit -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.', # noqa: E501 - 'total_profit': -0.13639474, - 'current_epoch': 3, - 'is_initial_point': True, - 'is_best': False - }, { - 'loss': 100000, - 'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478}, # noqa: E501 - 'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}}, # noqa: E501 - 'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, # noqa: E501 - 'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501 - 'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False - }, { - 'loss': 0.22195522184191518, - 'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014}, # noqa: E501 - 'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}}, # noqa: E501 - 'results_metrics': {'trade_count': 14, 'avg_profit': -0.3539515, 'median_profit': -1.2222, 'total_profit': -0.002480140000000001, 'profit': -4.955321, 'duration': 3402.8571428571427}, # noqa: E501 - 'results_explanation': ' 14 trades. Avg profit -0.35%. Total profit -0.00248014 BTC ( -4.96Σ%). Avg duration 3402.9 min.', # noqa: E501 - 'total_profit': -0.002480140000000001, - 'current_epoch': 5, - 'is_initial_point': True, - 'is_best': True - }, { - 'loss': 0.545315889154162, - 'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423}, # noqa: E501 - 'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}}, # noqa: E501 - 'results_metrics': {'trade_count': 39, 'avg_profit': -0.21400679487179478, 'median_profit': -1.2222, 'total_profit': -0.0041773, 'profit': -8.346264999999997, 'duration': 636.9230769230769}, # noqa: E501 - 'results_explanation': ' 39 trades. Avg profit -0.21%. Total profit -0.00417730 BTC ( -8.35Σ%). Avg duration 636.9 min.', # noqa: E501 - 'total_profit': -0.0041773, - 'current_epoch': 6, - 'is_initial_point': True, - 'is_best': False - }, { - 'loss': 4.713497421432944, - 'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905}, # noqa: E501 - 'params_details': { - 'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0}, # noqa: E501 - 'stoploss': {'stoploss': -0.14613268022709905}}, # noqa: E501 - 'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'median_profit': -1.2222, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566}, # noqa: E501 - 'results_explanation': ' 318 trades. Avg profit -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.', # noqa: E501 - 'total_profit': -0.06339929, - 'current_epoch': 7, - 'is_initial_point': True, - 'is_best': False - }, { - 'loss': 20.0, # noqa: E501 - 'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401}, # noqa: E501 - 'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}}, # noqa: E501 - 'results_metrics': {'trade_count': 1, 'avg_profit': 0.0, 'median_profit': 0.0, 'total_profit': 0.0, 'profit': 0.0, 'duration': 5340.0}, # noqa: E501 - 'results_explanation': ' 1 trades. Avg profit 0.00%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration 5340.0 min.', # noqa: E501 - 'total_profit': 0.0, - 'current_epoch': 8, - 'is_initial_point': True, - 'is_best': False - }, { - 'loss': 2.4731817780991223, - 'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503}, # noqa: E501 - 'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}}, # noqa: E501 - 'results_metrics': {'trade_count': 229, 'avg_profit': -0.38433433624454144, 'median_profit': -1.2222, 'total_profit': -0.044050070000000004, 'profit': -88.01256299999999, 'duration': 6505.676855895196}, # noqa: E501 - 'results_explanation': ' 229 trades. Avg profit -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.', # noqa: E501 - 'total_profit': -0.044050070000000004, # noqa: E501 - 'current_epoch': 9, - 'is_initial_point': True, - 'is_best': False - }, { - 'loss': -0.2604606005845212, # noqa: E501 - 'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415}, # noqa: E501 - 'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}}, # noqa: E501 - 'results_metrics': {'trade_count': 4, 'avg_profit': 0.1080385, 'median_profit': -1.2222, 'total_profit': 0.00021629, 'profit': 0.432154, 'duration': 2850.0}, # noqa: E501 - 'results_explanation': ' 4 trades. Avg profit 0.11%. Total profit 0.00021629 BTC ( 0.43Σ%). Avg duration 2850.0 min.', # noqa: E501 - 'total_profit': 0.00021629, - 'current_epoch': 10, - 'is_initial_point': True, - 'is_best': True - }, { - 'loss': 4.876465945994304, # noqa: E501 - 'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887}, # noqa: E501 - 'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}}, # noqa: E501 - 'results_metrics': {'trade_count': 117, 'avg_profit': -1.2698609145299145, 'median_profit': -1.2222, 'total_profit': -0.07436117, 'profit': -148.573727, 'duration': 4282.5641025641025}, # noqa: E501 - 'results_explanation': ' 117 trades. Avg profit -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.', # noqa: E501 - 'total_profit': -0.07436117, - 'current_epoch': 11, - 'is_initial_point': True, - 'is_best': False - }, { - 'loss': 100000, - 'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806}, # noqa: E501 - 'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}}, # noqa: E501 - 'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, # noqa: E501 - 'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501 - 'total_profit': 0, - 'current_epoch': 12, - 'is_initial_point': True, - 'is_best': False - } - ] - - @pytest.fixture def saved_hyperopt_results(): hyperopt_res = [ From 3bd0c3d0098bbcab9a9b8444e785ff43fbfc9fe7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 8 Aug 2021 11:02:54 +0200 Subject: [PATCH 3/3] Remove legacy code from export to csv --- freqtrade/optimize/hyperopt_tools.py | 28 ++++++++-------------------- 1 file changed, 8 insertions(+), 20 deletions(-) diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py index ed9583bdc..b51db4db2 100755 --- a/freqtrade/optimize/hyperopt_tools.py +++ b/freqtrade/optimize/hyperopt_tools.py @@ -459,21 +459,14 @@ class HyperoptTools(): trials['Best'] = '' trials['Stake currency'] = config['stake_currency'] - if 'results_metrics.total_trades' in trials: - base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades', - 'results_metrics.profit_mean', 'results_metrics.profit_median', - 'results_metrics.profit_total', - 'Stake currency', - 'results_metrics.profit_total_abs', 'results_metrics.holding_avg', - 'loss', 'is_initial_point', 'is_best'] - perc_multi = 100 - else: - perc_multi = 1 - base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count', - 'results_metrics.avg_profit', 'results_metrics.median_profit', - 'results_metrics.total_profit', - 'Stake currency', 'results_metrics.profit', 'results_metrics.duration', - 'loss', 'is_initial_point', 'is_best'] + base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades', + 'results_metrics.profit_mean', 'results_metrics.profit_median', + 'results_metrics.profit_total', + 'Stake currency', + 'results_metrics.profit_total_abs', 'results_metrics.holding_avg', + 'loss', 'is_initial_point', 'is_best'] + perc_multi = 100 + param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()] trials = trials[base_metrics + param_metrics] @@ -501,11 +494,6 @@ class HyperoptTools(): trials['Avg profit'] = trials['Avg profit'].apply( lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else "" ) - if perc_multi == 1: - trials['Avg duration'] = trials['Avg duration'].apply( - lambda x: f'{x:,.1f} m' if isinstance( - x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else "" - ) trials['Objective'] = trials['Objective'].apply( lambda x: f'{x:,.5f}' if x != 100000 else "" )