diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py index fd8f737f0..268e3eeef 100755 --- a/freqtrade/commands/hyperopt_commands.py +++ b/freqtrade/commands/hyperopt_commands.py @@ -17,7 +17,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: """ List hyperopt epochs previously evaluated """ - from freqtrade.optimize.hyperopt import Hyperopt + from freqtrade.optimize.hyperopt_tools import HyperoptTools config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) @@ -47,7 +47,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: config.get('hyperoptexportfilename')) # Previous evaluations - epochs = Hyperopt.load_previous_results(results_file) + epochs = HyperoptTools.load_previous_results(results_file) total_epochs = len(epochs) epochs = hyperopt_filter_epochs(epochs, filteroptions) @@ -57,18 +57,19 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: if not export_csv: try: - print(Hyperopt.get_result_table(config, epochs, total_epochs, - not filteroptions['only_best'], print_colorized, 0)) + print(HyperoptTools.get_result_table(config, epochs, total_epochs, + not filteroptions['only_best'], + print_colorized, 0)) except KeyboardInterrupt: print('User interrupted..') if epochs and not no_details: sorted_epochs = sorted(epochs, key=itemgetter('loss')) results = sorted_epochs[0] - Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header) + HyperoptTools.print_epoch_details(results, total_epochs, print_json, no_header) if epochs and export_csv: - Hyperopt.export_csv_file( + HyperoptTools.export_csv_file( config, epochs, total_epochs, not filteroptions['only_best'], export_csv ) @@ -77,7 +78,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None: """ Show details of a hyperopt epoch previously evaluated """ - from freqtrade.optimize.hyperopt import Hyperopt + from freqtrade.optimize.hyperopt_tools import HyperoptTools config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) @@ -105,7 +106,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None: } # Previous evaluations - epochs = Hyperopt.load_previous_results(results_file) + epochs = HyperoptTools.load_previous_results(results_file) total_epochs = len(epochs) epochs = hyperopt_filter_epochs(epochs, filteroptions) @@ -124,8 +125,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None: if epochs: val = epochs[n] - Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header, - header_str="Epoch details") + HyperoptTools.print_epoch_details(val, total_epochs, print_json, no_header, + header_str="Epoch details") def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List: diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 6b5bc171b..03f34a511 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -4,36 +4,31 @@ This module contains the hyperopt logic """ -import io import locale 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 -from pprint import pformat from typing import Any, Dict, List, Optional import progressbar -import rapidjson -import tabulate from colorama import Fore, Style 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 pandas import DataFrame 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 file_dump_json, plural, round_dict +from freqtrade.misc import file_dump_json, plural 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 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss # noqa: F401 +from freqtrade.optimize.hyperopt_tools import HyperoptTools from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver from freqtrade.strategy import IStrategy @@ -169,15 +164,6 @@ class Hyperopt: file_dump_json(latest_filename, {'latest_hyperopt': str(self.results_file.name)}, log=False) - @staticmethod - def _read_results(results_file: Path) -> List: - """ - Read hyperopt results from file - """ - logger.info("Reading epochs from '%s'", results_file) - data = load(results_file) - return data - def _get_params_details(self, params: Dict) -> Dict: """ Return the params for each space @@ -200,102 +186,16 @@ class Hyperopt: return result - @staticmethod - def print_epoch_details(results, total_epochs: int, print_json: bool, - no_header: bool = False, header_str: str = None) -> None: - """ - Display details of the hyperopt result - """ - params = results.get('params_details', {}) - - # Default header string - if header_str is None: - header_str = "Best result" - - if not no_header: - explanation_str = Hyperopt._format_explanation_string(results, total_epochs) - print(f"\n{header_str}:\n\n{explanation_str}\n") - - if print_json: - result_dict: Dict = {} - for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']: - Hyperopt._params_update_for_json(result_dict, params, s) - print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE)) - - else: - Hyperopt._params_pretty_print(params, 'buy', "Buy hyperspace params:") - Hyperopt._params_pretty_print(params, 'sell', "Sell hyperspace params:") - Hyperopt._params_pretty_print(params, 'roi', "ROI table:") - Hyperopt._params_pretty_print(params, 'stoploss', "Stoploss:") - Hyperopt._params_pretty_print(params, 'trailing', "Trailing stop:") - - @staticmethod - def _params_update_for_json(result_dict, params, space: str) -> None: - if space in params: - space_params = Hyperopt._space_params(params, space) - if space in ['buy', 'sell']: - result_dict.setdefault('params', {}).update(space_params) - elif space == 'roi': - # TODO: get rid of OrderedDict when support for python 3.6 will be - # dropped (dicts keep the order as the language feature) - - # Convert keys in min_roi dict to strings because - # rapidjson cannot dump dicts with integer keys... - # OrderedDict is used to keep the numeric order of the items - # in the dict. - result_dict['minimal_roi'] = OrderedDict( - (str(k), v) for k, v in space_params.items() - ) - else: # 'stoploss', 'trailing' - result_dict.update(space_params) - - @staticmethod - def _params_pretty_print(params, space: str, header: str) -> None: - if space in params: - space_params = Hyperopt._space_params(params, space, 5) - params_result = f"\n# {header}\n" - if space == 'stoploss': - params_result += f"stoploss = {space_params.get('stoploss')}" - elif space == 'roi': - # TODO: get rid of OrderedDict when support for python 3.6 will be - # dropped (dicts keep the order as the language feature) - minimal_roi_result = rapidjson.dumps( - OrderedDict( - (str(k), v) for k, v in space_params.items() - ), - default=str, indent=4, number_mode=rapidjson.NM_NATIVE) - params_result += f"minimal_roi = {minimal_roi_result}" - elif space == 'trailing': - - for k, v in space_params.items(): - params_result += f'{k} = {v}\n' - - else: - params_result += f"{space}_params = {pformat(space_params, indent=4)}" - params_result = params_result.replace("}", "\n}").replace("{", "{\n ") - - params_result = params_result.replace("\n", "\n ") - print(params_result) - - @staticmethod - def _space_params(params, space: str, r: int = None) -> Dict: - d = params[space] - # Round floats to `r` digits after the decimal point if requested - return round_dict(d, r) if r else d - - @staticmethod - def is_best_loss(results, current_best_loss: float) -> bool: - return results['loss'] < current_best_loss - def print_results(self, results) -> None: """ Log results if it is better than any previous evaluation + TODO: this should be moved to HyperoptTools too """ is_best = results['is_best'] if self.print_all or is_best: print( - self.get_result_table( + HyperoptTools.get_result_table( self.config, results, self.total_epochs, self.print_all, self.print_colorized, self.hyperopt_table_header @@ -303,166 +203,6 @@ class Hyperopt: ) self.hyperopt_table_header = 2 - @staticmethod - def _format_explanation_string(results, total_epochs) -> str: - return (("*" if results['is_initial_point'] else " ") + - f"{results['current_epoch']:5d}/{total_epochs}: " + - f"{results['results_explanation']} " + - f"Objective: {results['loss']:.5f}") - - @staticmethod - def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool, - print_colorized: bool, remove_header: int) -> str: - """ - Log result table - """ - if not results: - return '' - - tabulate.PRESERVE_WHITESPACE = True - - trials = json_normalize(results, max_level=1) - trials['Best'] = '' - if 'results_metrics.winsdrawslosses' not in trials.columns: - # Ensure compatibility with older versions of hyperopt results - trials['results_metrics.winsdrawslosses'] = 'N/A' - - trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count', - 'results_metrics.winsdrawslosses', - 'results_metrics.avg_profit', 'results_metrics.total_profit', - 'results_metrics.profit', 'results_metrics.duration', - 'loss', 'is_initial_point', 'is_best']] - trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit', - 'Total profit', '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['is_initial_point'] & trials['is_best'], 'Best'] = '* Best' - trials.loc[trials['Total profit'] > 0, 'is_profit'] = True - trials['Trades'] = trials['Trades'].astype(str) - - trials['Epoch'] = trials['Epoch'].apply( - lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs) - ) - trials['Avg profit'] = trials['Avg profit'].apply( - lambda x: '{:,.2f}%'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ') - ) - trials['Avg duration'] = trials['Avg duration'].apply( - lambda x: '{:,.1f} m'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ') - ) - trials['Objective'] = trials['Objective'].apply( - lambda x: '{:,.5f}'.format(x).rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ') - ) - - trials['Profit'] = trials.apply( - lambda x: '{:,.8f} {} {}'.format( - x['Total profit'], config['stake_currency'], - '({:,.2f}%)'.format(x['Profit']).rjust(10, ' ') - ).rjust(25+len(config['stake_currency'])) - if x['Total profit'] != 0.0 else '--'.rjust(25+len(config['stake_currency'])), - axis=1 - ) - trials = trials.drop(columns=['Total profit']) - - if print_colorized: - for i in range(len(trials)): - if trials.loc[i]['is_profit']: - for j in range(len(trials.loc[i])-3): - trials.iat[i, j] = "{}{}{}".format(Fore.GREEN, - str(trials.loc[i][j]), Fore.RESET) - if trials.loc[i]['is_best'] and highlight_best: - for j in range(len(trials.loc[i])-3): - trials.iat[i, j] = "{}{}{}".format(Style.BRIGHT, - str(trials.loc[i][j]), Style.RESET_ALL) - - trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit']) - if remove_header > 0: - table = tabulate.tabulate( - trials.to_dict(orient='list'), tablefmt='orgtbl', - headers='keys', stralign="right" - ) - - table = table.split("\n", remove_header)[remove_header] - elif remove_header < 0: - table = tabulate.tabulate( - trials.to_dict(orient='list'), tablefmt='psql', - headers='keys', stralign="right" - ) - table = "\n".join(table.split("\n")[0:remove_header]) - else: - table = tabulate.tabulate( - trials.to_dict(orient='list'), tablefmt='psql', - headers='keys', stralign="right" - ) - return table - - @staticmethod - def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool, - csv_file: str) -> None: - """ - Log result to csv-file - """ - if not results: - return - - # Verification for overwrite - if Path(csv_file).is_file(): - logger.error(f"CSV file already exists: {csv_file}") - return - - try: - io.open(csv_file, 'w+').close() - except IOError: - logger.error(f"Failed to create CSV file: {csv_file}") - return - - trials = json_normalize(results, max_level=1) - trials['Best'] = '' - trials['Stake currency'] = config['stake_currency'] - - 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'] - param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()] - trials = trials[base_metrics + param_metrics] - - base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Median profit', 'Total profit', - 'Stake currency', 'Profit', 'Avg duration', 'Objective', - 'is_initial_point', 'is_best'] - param_columns = list(results[0]['params_dict'].keys()) - trials.columns = base_columns + param_columns - - trials['is_profit'] = False - trials.loc[trials['is_initial_point'], 'Best'] = '*' - trials.loc[trials['is_best'], 'Best'] = 'Best' - trials.loc[trials['is_initial_point'] & 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 "" - ) - - 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') - logger.info(f"CSV file created: {csv_file}") - def has_space(self, space: str) -> bool: """ Tell if the space value is contained in the configuration @@ -626,22 +366,6 @@ class Hyperopt: return parallel(delayed( wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked) - @staticmethod - def load_previous_results(results_file: Path) -> List: - """ - Load data for epochs from the file if we have one - """ - epochs: List = [] - if results_file.is_file() and results_file.stat().st_size > 0: - epochs = Hyperopt._read_results(results_file) - # Detection of some old format, without 'is_best' field saved - if epochs[0].get('is_best') is None: - raise OperationalException( - "The file with Hyperopt results is incompatible with this version " - "of Freqtrade and cannot be loaded.") - logger.info(f"Loaded {len(epochs)} previous evaluations from disk.") - return epochs - def _set_random_state(self, random_state: Optional[int]) -> int: return random_state or random.randint(1, 2**16 - 1) @@ -734,7 +458,7 @@ class Hyperopt: logger.debug(f"Optimizer epoch evaluated: {val}") - is_best = self.is_best_loss(val, self.current_best_loss) + is_best = HyperoptTools.is_best_loss(val, self.current_best_loss) # This value is assigned here and not in the optimization method # to keep proper order in the list of results. That's because # evaluations can take different time. Here they are aligned in the @@ -762,7 +486,7 @@ class Hyperopt: if self.epochs: sorted_epochs = sorted(self.epochs, key=itemgetter('loss')) best_epoch = sorted_epochs[0] - self.print_epoch_details(best_epoch, self.total_epochs, self.print_json) + HyperoptTools.print_epoch_details(best_epoch, self.total_epochs, self.print_json) else: # This is printed when Ctrl+C is pressed quickly, before first epochs have # a chance to be evaluated. diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py new file mode 100644 index 000000000..d4c347f80 --- /dev/null +++ b/freqtrade/optimize/hyperopt_tools.py @@ -0,0 +1,294 @@ + +import io +import logging +from collections import OrderedDict +from pathlib import Path +from pprint import pformat +from typing import Dict, List + +import rapidjson +import tabulate +from colorama import Fore, Style +from joblib import load +from pandas import isna, json_normalize + +from freqtrade.exceptions import OperationalException +from freqtrade.misc import round_dict + + +logger = logging.getLogger(__name__) + + +class HyperoptTools(): + + @staticmethod + def _read_results(results_file: Path) -> List: + """ + Read hyperopt results from file + """ + logger.info("Reading epochs from '%s'", results_file) + data = load(results_file) + return data + + @staticmethod + def load_previous_results(results_file: Path) -> List: + """ + Load data for epochs from the file if we have one + """ + epochs: List = [] + if results_file.is_file() and results_file.stat().st_size > 0: + epochs = HyperoptTools._read_results(results_file) + # Detection of some old format, without 'is_best' field saved + if epochs[0].get('is_best') is None: + raise OperationalException( + "The file with HyperoptTools results is incompatible with this version " + "of Freqtrade and cannot be loaded.") + logger.info(f"Loaded {len(epochs)} previous evaluations from disk.") + return epochs + + @staticmethod + def print_epoch_details(results, total_epochs: int, print_json: bool, + no_header: bool = False, header_str: str = None) -> None: + """ + Display details of the hyperopt result + """ + params = results.get('params_details', {}) + + # Default header string + if header_str is None: + header_str = "Best result" + + if not no_header: + explanation_str = HyperoptTools._format_explanation_string(results, total_epochs) + print(f"\n{header_str}:\n\n{explanation_str}\n") + + if print_json: + result_dict: Dict = {} + for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']: + HyperoptTools._params_update_for_json(result_dict, params, s) + print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE)) + + else: + HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:") + HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:") + HyperoptTools._params_pretty_print(params, 'roi', "ROI table:") + HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:") + HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:") + + @staticmethod + def _params_update_for_json(result_dict, params, space: str) -> None: + if space in params: + space_params = HyperoptTools._space_params(params, space) + if space in ['buy', 'sell']: + result_dict.setdefault('params', {}).update(space_params) + elif space == 'roi': + # TODO: get rid of OrderedDict when support for python 3.6 will be + # dropped (dicts keep the order as the language feature) + + # Convert keys in min_roi dict to strings because + # rapidjson cannot dump dicts with integer keys... + # OrderedDict is used to keep the numeric order of the items + # in the dict. + result_dict['minimal_roi'] = OrderedDict( + (str(k), v) for k, v in space_params.items() + ) + else: # 'stoploss', 'trailing' + result_dict.update(space_params) + + @staticmethod + def _params_pretty_print(params, space: str, header: str) -> None: + if space in params: + space_params = HyperoptTools._space_params(params, space, 5) + params_result = f"\n# {header}\n" + if space == 'stoploss': + params_result += f"stoploss = {space_params.get('stoploss')}" + elif space == 'roi': + # TODO: get rid of OrderedDict when support for python 3.6 will be + # dropped (dicts keep the order as the language feature) + minimal_roi_result = rapidjson.dumps( + OrderedDict( + (str(k), v) for k, v in space_params.items() + ), + default=str, indent=4, number_mode=rapidjson.NM_NATIVE) + params_result += f"minimal_roi = {minimal_roi_result}" + elif space == 'trailing': + + for k, v in space_params.items(): + params_result += f'{k} = {v}\n' + + else: + params_result += f"{space}_params = {pformat(space_params, indent=4)}" + params_result = params_result.replace("}", "\n}").replace("{", "{\n ") + + params_result = params_result.replace("\n", "\n ") + print(params_result) + + @staticmethod + def _space_params(params, space: str, r: int = None) -> Dict: + d = params[space] + # Round floats to `r` digits after the decimal point if requested + return round_dict(d, r) if r else d + + @staticmethod + def is_best_loss(results, current_best_loss: float) -> bool: + return results['loss'] < current_best_loss + + @staticmethod + def _format_explanation_string(results, total_epochs) -> str: + return (("*" if results['is_initial_point'] else " ") + + f"{results['current_epoch']:5d}/{total_epochs}: " + + f"{results['results_explanation']} " + + f"Objective: {results['loss']:.5f}") + + @staticmethod + def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool, + print_colorized: bool, remove_header: int) -> str: + """ + Log result table + """ + if not results: + return '' + + tabulate.PRESERVE_WHITESPACE = True + + trials = json_normalize(results, max_level=1) + trials['Best'] = '' + if 'results_metrics.winsdrawslosses' not in trials.columns: + # Ensure compatibility with older versions of hyperopt results + trials['results_metrics.winsdrawslosses'] = 'N/A' + + trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count', + 'results_metrics.winsdrawslosses', + 'results_metrics.avg_profit', 'results_metrics.total_profit', + 'results_metrics.profit', 'results_metrics.duration', + 'loss', 'is_initial_point', 'is_best']] + trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit', + 'Total profit', '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['is_initial_point'] & trials['is_best'], 'Best'] = '* Best' + trials.loc[trials['Total profit'] > 0, 'is_profit'] = True + trials['Trades'] = trials['Trades'].astype(str) + + trials['Epoch'] = trials['Epoch'].apply( + lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs) + ) + trials['Avg profit'] = trials['Avg profit'].apply( + lambda x: '{:,.2f}%'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ') + ) + trials['Avg duration'] = trials['Avg duration'].apply( + lambda x: '{:,.1f} m'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ') + ) + trials['Objective'] = trials['Objective'].apply( + lambda x: '{:,.5f}'.format(x).rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ') + ) + + trials['Profit'] = trials.apply( + lambda x: '{:,.8f} {} {}'.format( + x['Total profit'], config['stake_currency'], + '({:,.2f}%)'.format(x['Profit']).rjust(10, ' ') + ).rjust(25+len(config['stake_currency'])) + if x['Total profit'] != 0.0 else '--'.rjust(25+len(config['stake_currency'])), + axis=1 + ) + trials = trials.drop(columns=['Total profit']) + + if print_colorized: + for i in range(len(trials)): + if trials.loc[i]['is_profit']: + for j in range(len(trials.loc[i])-3): + trials.iat[i, j] = "{}{}{}".format(Fore.GREEN, + str(trials.loc[i][j]), Fore.RESET) + if trials.loc[i]['is_best'] and highlight_best: + for j in range(len(trials.loc[i])-3): + trials.iat[i, j] = "{}{}{}".format(Style.BRIGHT, + str(trials.loc[i][j]), Style.RESET_ALL) + + trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit']) + if remove_header > 0: + table = tabulate.tabulate( + trials.to_dict(orient='list'), tablefmt='orgtbl', + headers='keys', stralign="right" + ) + + table = table.split("\n", remove_header)[remove_header] + elif remove_header < 0: + table = tabulate.tabulate( + trials.to_dict(orient='list'), tablefmt='psql', + headers='keys', stralign="right" + ) + table = "\n".join(table.split("\n")[0:remove_header]) + else: + table = tabulate.tabulate( + trials.to_dict(orient='list'), tablefmt='psql', + headers='keys', stralign="right" + ) + return table + + @staticmethod + def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool, + csv_file: str) -> None: + """ + Log result to csv-file + """ + if not results: + return + + # Verification for overwrite + if Path(csv_file).is_file(): + logger.error(f"CSV file already exists: {csv_file}") + return + + try: + io.open(csv_file, 'w+').close() + except IOError: + logger.error(f"Failed to create CSV file: {csv_file}") + return + + trials = json_normalize(results, max_level=1) + trials['Best'] = '' + trials['Stake currency'] = config['stake_currency'] + + 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'] + param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()] + trials = trials[base_metrics + param_metrics] + + base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Median profit', 'Total profit', + 'Stake currency', 'Profit', 'Avg duration', 'Objective', + 'is_initial_point', 'is_best'] + param_columns = list(results[0]['params_dict'].keys()) + trials.columns = base_columns + param_columns + + trials['is_profit'] = False + trials.loc[trials['is_initial_point'], 'Best'] = '*' + trials.loc[trials['is_best'], 'Best'] = 'Best' + trials.loc[trials['is_initial_point'] & 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 "" + ) + + 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') + logger.info(f"CSV file created: {csv_file}") diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 27875ac94..e21ef4dd1 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -920,7 +920,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys): def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results): mocker.patch( - 'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results', + 'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results', MagicMock(return_value=hyperopt_results) ) @@ -1152,7 +1152,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results): def test_hyperopt_show(mocker, capsys, hyperopt_results): mocker.patch( - 'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results', + 'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results', MagicMock(return_value=hyperopt_results) ) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 9ebdad2b5..193d997db 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -16,6 +16,7 @@ from freqtrade.commands.optimize_commands import setup_optimize_configuration, s from freqtrade.data.history import load_data from freqtrade.exceptions import OperationalException from freqtrade.optimize.hyperopt import Hyperopt +from freqtrade.optimize.hyperopt_tools import HyperoptTools from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver from freqtrade.state import RunMode from tests.conftest import (get_args, log_has, log_has_re, patch_exchange, @@ -336,9 +337,9 @@ def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> Non def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> None: epochs = create_results(mocker, hyperopt, testdatadir) - mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs) + mock_load = mocker.patch('freqtrade.optimize.hyperopt_tools.load', return_value=epochs) results_file = testdatadir / 'optimize' / 'ut_results.pickle' - hyperopt_epochs = hyperopt._read_results(results_file) + hyperopt_epochs = HyperoptTools._read_results(results_file) assert log_has(f"Reading epochs from '{results_file}'", caplog) assert hyperopt_epochs == epochs mock_load.assert_called_once() @@ -346,7 +347,7 @@ def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> N def test_load_previous_results(mocker, hyperopt, testdatadir, caplog) -> None: epochs = create_results(mocker, hyperopt, testdatadir) - mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs) + mock_load = mocker.patch('freqtrade.optimize.hyperopt_tools.load', return_value=epochs) mocker.patch.object(Path, 'is_file', MagicMock(return_value=True)) statmock = MagicMock() statmock.st_size = 5 @@ -354,16 +355,16 @@ def test_load_previous_results(mocker, hyperopt, testdatadir, caplog) -> None: results_file = testdatadir / 'optimize' / 'ut_results.pickle' - hyperopt_epochs = hyperopt.load_previous_results(results_file) + hyperopt_epochs = HyperoptTools.load_previous_results(results_file) assert hyperopt_epochs == epochs mock_load.assert_called_once() del epochs[0]['is_best'] - mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs) + mock_load = mocker.patch('freqtrade.optimize.hyperopt_tools.load', return_value=epochs) with pytest.raises(OperationalException): - hyperopt.load_previous_results(results_file) + HyperoptTools.load_previous_results(results_file) def test_roi_table_generation(hyperopt) -> None: @@ -453,7 +454,7 @@ def test_format_results(hyperopt): 'is_initial_point': True, } - result = hyperopt._format_explanation_string(results, 1) + result = HyperoptTools._format_explanation_string(results, 1) assert result.find(' 66.67%') assert result.find('Total profit 1.00000000 BTC') assert result.find('2.0000Σ %') @@ -467,7 +468,7 @@ def test_format_results(hyperopt): df = pd.DataFrame.from_records(trades, columns=labels) results_metrics = hyperopt._calculate_results_metrics(df) results['total_profit'] = results_metrics['total_profit'] - result = hyperopt._format_explanation_string(results, 1) + result = HyperoptTools._format_explanation_string(results, 1) assert result.find('Total profit 1.00000000 EUR') @@ -1076,7 +1077,7 @@ def test_print_epoch_details(capsys): 'is_best': True } - Hyperopt.print_epoch_details(test_result, 5, False, no_header=True) + HyperoptTools.print_epoch_details(test_result, 5, False, no_header=True) captured = capsys.readouterr() assert '# Trailing stop:' in captured.out # re.match(r"Pairs for .*", captured.out)