Initial work on csv-file export. Missing docs and tests

freqtrade/commands/arguments.py

@@ -69,7 +69,8 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
                       "hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
                       "hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
-                      "print_colorized", "print_json", "hyperopt_list_no_details"]
+                      "print_colorized", "print_json", "hyperopt_list_no_details",
+                      "export_csv"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperopt_show_no_header"]

freqtrade/commands/cli_options.py

@@ -221,6 +221,12 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_true',
         default=False,
     ),
+    "export_csv": Arg(
+        '--export-csv',
+        help='Export to CSV-File. Put + in front of filename to overwrite.'
+        'Example: --export-csv +hyperopt.csv',
+        metavar='FILE',
+    ),
     "hyperopt_jobs": Arg(
         '-j', '--job-workers',
         help='The number of concurrently running jobs for hyperoptimization '

freqtrade/commands/hyperopt_commands.py

@@ -21,6 +21,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     print_colorized = config.get('print_colorized', False)
     print_json = config.get('print_json', False)
+    export_csv = config.get('export_csv', None)
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 
@@ -59,6 +60,17 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
         sorted_trials = sorted(trials, key=itemgetter('loss'))
         results = sorted_trials[0]
         Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
+    print(export_csv)
+    if trials and export_csv:
+        overwrite_csv = False
+        if export_csv[0] == '+':
+            overwrite_csv = True
+            export_csv = export_csv[1:]
+
+        Hyperopt.export_csv_file(
+            config, trials, total_epochs,
+            not filteroptions['only_best'], export_csv, overwrite_csv
+        )
 
 
 def start_hyperopt_show(args: Dict[str, Any]) -> None:

freqtrade/configuration/configuration.py

@@ -282,6 +282,9 @@ class Configuration:
         self._args_to_config(config, argname='print_json',
                              logstring='Parameter --print-json detected ...')
 
+        self._args_to_config(config, argname='export_csv',
+                             logstring='Parameter --export-csv detected: {}')
+
         self._args_to_config(config, argname='hyperopt_jobs',
                              logstring='Parameter -j/--job-workers detected: {}')
 

freqtrade/optimize/hyperopt.py

@@ -23,6 +23,8 @@ from joblib import (Parallel, cpu_count, delayed, dump, load,
                     wrap_non_picklable_objects)
 from pandas import DataFrame, json_normalize, isna
 import tabulate
+from os import path
+import io
 
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.history import get_timerange
@@ -381,6 +383,62 @@ class Hyperopt:
             )
         print(table)
 
+    @staticmethod
+    def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool,
+                        csv_file: str, overwrite: bool) -> None:
+        """
+        Log result to csv-file
+        """
+        if not results:
+            return
+
+        # Verification for owerwrite
+        if not overwrite and path.isfile(csv_file):
+            logging.error("CSV-File already exists and no overwrite specified!")
+            return
+
+        try:
+            io.open(csv_file, 'w+').close()
+        except IOError:
+            logging.error("Filed to create/overwrite CSV-File!")
+            return
+
+        trials = json_normalize(results, max_level=1)
+        trials['Best'] = ''
+        trials['Stake currency'] = config['stake_currency']
+        trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
+                         'results_metrics.avg_profit', 'results_metrics.total_profit',
+                         'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
+                         'loss', 'is_initial_point', 'is_best']]
+        trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency',
+                          'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best']
+        trials['is_profit'] = False
+        trials.loc[trials['is_initial_point'], 'Best'] = '*'
+        trials.loc[trials['is_best'], 'Best'] = 'Best'
+        trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
+        trials['Epoch'] = trials['Epoch'].astype(str)
+        trials['Trades'] = trials['Trades'].astype(str)
+
+        trials['Total profit'] = trials['Total profit'].apply(
+            lambda x: '{:,.8f}'.format(x) if x != 0.0 else "--"
+        )
+        trials['Profit'] = trials['Profit'].apply(
+            lambda x: '{:,.2f}'.format(x) if not isna(x) else "--"
+        )
+        trials['Avg profit'] = trials['Avg profit'].apply(
+            lambda x: ('{:,.2f}%'.format(x)) if not isna(x) else "--"
+        )
+        trials['Avg duration'] = trials['Avg duration'].apply(
+            lambda x: ('{:,.1f} m'.format(x)) if not isna(x) else "--"
+        )
+        trials['Objective'] = trials['Objective'].apply(
+            lambda x: '{:,.5f}'.format(x) if x != 100000 else "N/A"
+        )
+
+        trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
+        trials.to_csv(csv_file, index=False, header=True, mode='w', encoding='UTF-8')
+        print("CSV-File created!")
+
     def has_space(self, space: str) -> bool:
         """
         Tell if the space value is contained in the configuration