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Merge pull request #2943 from Fredrik81/add-print-table

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Added function to print hyperopt-list as table using tabulate
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hroff-1902 2020-02-27 05:22:41 +03:00 committed by GitHub
commit 893d9cde8d
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3 changed files with 74 additions and 16 deletions
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23
freqtrade/commands/hyperopt_commands.py
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@ -46,18 +46,12 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
trials = _hyperopt_filter_trials(trials, filteroptions)
# TODO: fetch the interval for epochs to print from the cli option
epoch_start, epoch_stop = 0, None
if print_colorized:
colorama_init(autoreset=True)
try:
# Human-friendly indexes used here (starting from 1)
for val in trials[epoch_start:epoch_stop]:
Hyperopt.print_results_explanation(val, total_epochs,
not filteroptions['only_best'], print_colorized)
Hyperopt.print_result_table(config, trials, total_epochs,
not filteroptions['only_best'], print_colorized)
except KeyboardInterrupt:
print('User interrupted..')
@ -75,6 +69,12 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
print_json = config.get('print_json', False)
no_header = config.get('hyperopt_show_no_header', False)
trials_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
n = config.get('hyperopt_show_index', -1)
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
@ -87,10 +87,6 @@ def start_hyperopt_show(args: Dict[str, Any]) -> 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)
}
no_header = config.get('hyperopt_show_no_header', False)
trials_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
# Previous evaluations
trials = Hyperopt.load_previous_results(trials_file)
@ -99,7 +95,6 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
trials = _hyperopt_filter_trials(trials, filteroptions)
trials_epochs = len(trials)
n = config.get('hyperopt_show_index', -1)
if n > trials_epochs:
raise OperationalException(
f"The index of the epoch to show should be less than {trials_epochs + 1}.")
@ -111,8 +106,6 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
if n > 0:
n -= 1
print_json = config.get('print_json', False)
if trials:
val = trials[n]
Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,

53
freqtrade/optimize/hyperopt.py
View File

@ -20,7 +20,8 @@ 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
from pandas import DataFrame, json_normalize, isna
from tabulate import tabulate
from freqtrade.data.converter import trim_dataframe
from freqtrade.data.history import get_timerange
@ -296,6 +297,56 @@ class Hyperopt:
f"{results['results_explanation']} " +
f"Objective: {results['loss']:.5f}")
@staticmethod
def print_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
print_colorized: bool) -> None:
"""
Log result table
"""
if not results:
return
trials = json_normalize(results, max_level=1)
trials['Best'] = ''
trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
'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', '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['Objective'] = trials['Objective'].astype(str)
trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
trials['Trades'] = trials['Trades'].astype(str)
trials['Epoch'] = trials['Epoch'].apply(
lambda x: "{}/{}".format(x, total_epochs))
trials['Avg profit'] = trials['Avg profit'].apply(
lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
trials['Profit'] = trials['Profit'].apply(
lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
trials['Total profit'] = trials['Total profit'].apply(
lambda x: '{: 11.8f} '.format(x) + config['stake_currency'] if not isna(x) else x)
trials['Avg duration'] = trials['Avg duration'].apply(
lambda x: '{:,.1f}m'.format(x) if not isna(x) else x)
if print_colorized:
for i in range(len(trials)):
if trials.loc[i]['is_profit']:
for z in range(len(trials.loc[i])-3):
trials.iat[i, z] = "{}{}{}".format(Fore.GREEN,
str(trials.loc[i][z]), Fore.RESET)
if trials.loc[i]['is_best'] and highlight_best:
for z in range(len(trials.loc[i])-3):
trials.iat[i, z] = "{}{}{}".format(Style.BRIGHT,
str(trials.loc[i][z]), Style.RESET_ALL)
trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
print(tabulate(trials.to_dict(orient='list'), headers='keys', tablefmt='psql',
stralign="right"))
def has_space(self, space: str) -> bool:
"""
Tell if the space value is contained in the configuration

14
tests/commands/test_commands.py
View File

@ -779,6 +779,20 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
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"
]
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",