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-j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt

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hroff-1902 2019-04-23 00:30:09 +03:00
parent d3e956f7cc
commit 7c8e26c717
4 changed files with 41 additions and 23 deletions
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19
docs/bot-usage.md
View File

@ -206,8 +206,11 @@ to find optimal parameter values for your stategy.
```
usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
[--customhyperopt NAME] [--eps] [--dmmp] [-e INT]
[-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
[--max_open_trades MAX_OPEN_TRADES]
[--stake_amount STAKE_AMOUNT] [--customhyperopt NAME]
[--eps] [--dmmp] [-e INT]
[-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
[--print-all] [-j JOBS]
optional arguments:
-h, --help show this help message and exit
@ -215,6 +218,10 @@ optional arguments:
Specify ticker interval (1m, 5m, 30m, 1h, 1d).
--timerange TIMERANGE
Specify what timerange of data to use.
--max_open_trades MAX_OPEN_TRADES
Specify max_open_trades to use.
--stake_amount STAKE_AMOUNT
Specify stake_amount.
--customhyperopt NAME
Specify hyperopt class name (default:
DefaultHyperOpts).
@ -229,7 +236,13 @@ optional arguments:
-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...], --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
Specify which parameters to hyperopt. Space separate
list. Default: all.
--print-all Print all results, not only the best ones.
-j JOBS, --job-workers JOBS
The number of concurrently running jobs for
hyperoptimization (hyperopt worker processes). If -1
(default), all CPUs are used, for -2, all CPUs but one
are used, etc. If 1 is given, no parallel computing
code is used at all.
```
## Edge commands

11
freqtrade/arguments.py
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@ -315,6 +315,17 @@ class Arguments(object):
dest='print_all',
default=False
)
parser.add_argument(
'-j', '--job-workers',
help='The number of concurrently running jobs for hyperoptimization '
'(hyperopt worker processes). '
'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
'If 1 is given, no parallel computing code is used at all.',
dest='hyperopt_jobs',
default=-1,
type=int,
metavar='JOBS',
)
def _build_subcommands(self) -> None:
"""

18
freqtrade/configuration.py
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@ -208,17 +208,14 @@ class Configuration(object):
logger.info('Parameter -i/--ticker-interval detected ...')
logger.info('Using ticker_interval: %s ...', config.get('ticker_interval'))
# If -l/--live is used we add it to the configuration
if 'live' in self.args and self.args.live:
config.update({'live': True})
logger.info('Parameter -l/--live detected ...')
# If --enable-position-stacking is used we add it to the configuration
if 'position_stacking' in self.args and self.args.position_stacking:
config.update({'position_stacking': True})
logger.info('Parameter --enable-position-stacking detected ...')
# If --disable-max-market-positions or --max_open_trades is used we update configuration
if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions:
config.update({'use_max_market_positions': False})
logger.info('Parameter --disable-max-market-positions detected ...')
@ -230,25 +227,21 @@ class Configuration(object):
else:
logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
# If --stake_amount is used we update configuration
if 'stake_amount' in self.args and self.args.stake_amount:
config.update({'stake_amount': self.args.stake_amount})
logger.info('Parameter --stake_amount detected, overriding stake_amount to: %s ...',
config.get('stake_amount'))
# If --timerange is used we add it to the configuration
if 'timerange' in self.args and self.args.timerange:
config.update({'timerange': self.args.timerange})
logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
# If --datadir is used we add it to the configuration
if 'datadir' in self.args and self.args.datadir:
config.update({'datadir': self._create_datadir(config, self.args.datadir)})
else:
config.update({'datadir': self._create_datadir(config, None)})
logger.info('Using data folder: %s ...', config.get('datadir'))
# If -r/--refresh-pairs-cached is used we add it to the configuration
if 'refresh_pairs' in self.args and self.args.refresh_pairs:
config.update({'refresh_pairs': True})
logger.info('Parameter -r/--refresh-pairs-cached detected ...')
@ -261,12 +254,10 @@ class Configuration(object):
config.update({'ticker_interval': self.args.ticker_interval})
logger.info('Overriding ticker interval with Command line argument')
# If --export is used we add it to the configuration
if 'export' in self.args and self.args.export:
config.update({'export': self.args.export})
logger.info('Parameter --export detected: %s ...', self.args.export)
# If --export-filename is used we add it to the configuration
if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename:
config.update({'exportfilename': self.args.exportfilename})
logger.info('Storing backtest results to %s ...', self.args.exportfilename)
@ -279,12 +270,10 @@ class Configuration(object):
:return: configuration as dictionary
"""
# If --timerange is used we add it to the configuration
if 'timerange' in self.args and self.args.timerange:
config.update({'timerange': self.args.timerange})
logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
# If --timerange is used we add it to the configuration
if 'stoploss_range' in self.args and self.args.stoploss_range:
txt_range = eval(self.args.stoploss_range)
config['edge'].update({'stoploss_range_min': txt_range[0]})
@ -292,7 +281,6 @@ class Configuration(object):
config['edge'].update({'stoploss_range_step': txt_range[2]})
logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range)
# If -r/--refresh-pairs-cached is used we add it to the configuration
if 'refresh_pairs' in self.args and self.args.refresh_pairs:
config.update({'refresh_pairs': True})
logger.info('Parameter -r/--refresh-pairs-cached detected ...')
@ -309,13 +297,11 @@ class Configuration(object):
# Add the hyperopt file to use
config.update({'hyperopt': self.args.hyperopt})
# If --epochs is used we add it to the configuration
if 'epochs' in self.args and self.args.epochs:
config.update({'epochs': self.args.epochs})
logger.info('Parameter --epochs detected ...')
logger.info('Will run Hyperopt with for %s epochs ...', config.get('epochs'))
# If --spaces is used we add it to the configuration
if 'spaces' in self.args and self.args.spaces:
config.update({'spaces': self.args.spaces})
logger.info('Parameter -s/--spaces detected: %s', config.get('spaces'))
@ -324,6 +310,10 @@ class Configuration(object):
config.update({'print_all': self.args.print_all})
logger.info('Parameter --print-all detected: %s', config.get('print_all'))
if 'hyperopt_jobs' in self.args and self.args.hyperopt_jobs:
config.update({'hyperopt_jobs': self.args.hyperopt_jobs})
logger.info('Parameter -j/--job-workers detected: %s', config.get('hyperopt_jobs'))
return config
def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]:

16
freqtrade/optimize/hyperopt.py
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@ -270,21 +270,25 @@ class Hyperopt(Backtesting):
cpus = multiprocessing.cpu_count()
logger.info(f'Found {cpus} CPU cores. Let\'s make them scream!')
config_jobs = self.config.get('hyperopt_jobs', -1)
logger.info(f'Number of parallel jobs set as: {config_jobs}')
opt = self.get_optimizer(cpus)
EVALS = max(self.total_tries // cpus, 1)
opt = self.get_optimizer(config_jobs)
try:
with Parallel(n_jobs=cpus) as parallel:
with Parallel(n_jobs=config_jobs) as parallel:
jobs = parallel._effective_n_jobs()
logger.info(f'Effective number of parallel workers used: {jobs}')
EVALS = max(self.total_tries // jobs, 1)
for i in range(EVALS):
asked = opt.ask(n_points=cpus)
asked = opt.ask(n_points=jobs)
f_val = self.run_optimizer_parallel(parallel, asked)
opt.tell(asked, [i['loss'] for i in f_val])
self.trials += f_val
for j in range(cpus):
for j in range(jobs):
self.log_results({
'loss': f_val[j]['loss'],
'current_tries': i * cpus + j,
'current_tries': i * jobs + j,
'total_tries': self.total_tries,
'result': f_val[j]['result'],
})