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Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space

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Hyperopt: adaptive roi_space
This commit is contained in:
Matthias
2019-09-06 06:26:52 +02:00
committed by GitHub
parent ee68f743c7 e39d911177
commit 7af445adf3
6 changed files with 128 additions and 34 deletions
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10
freqtrade/optimize/hyperopt.py
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@@ -24,8 +24,10 @@ from skopt.space import Dimension
from freqtrade.configuration import TimeRange
from freqtrade.data.history import load_data, get_timeframe
from freqtrade.misc import round_dict
from freqtrade.optimize.backtesting import Backtesting
# Import IHyperOptLoss to allow users import from this file
# Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
from freqtrade.optimize.hyperopt_interface import IHyperOpt # noqa: F4
from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss # noqa: F4
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver, HyperOptLossResolver
@@ -178,9 +180,11 @@ class Hyperopt:
indent=4)
if self.has_space('roi'):
print("ROI table:")
pprint(self.custom_hyperopt.generate_roi_table(params), indent=4)
# Round printed values to 5 digits after the decimal point
pprint(round_dict(self.custom_hyperopt.generate_roi_table(params), 5), indent=4)
if self.has_space('stoploss'):
print(f"Stoploss: {params.get('stoploss')}")
# Also round to 5 digits after the decimal point
print(f"Stoploss: {round(params.get('stoploss'), 5)}")
def log_results(self, results) -> None:
"""