Add hyperopt-list and hyperopt-show commands
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cab748588c
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@ -49,8 +49,14 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
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ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
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"trade_source", "ticker_interval"]
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ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_colorized",
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"print_json", "hyperopt_list_no_details"]
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ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
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"print_json", "hyperopt_show_no_header"]
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NO_CONF_REQURIED = ["download-data", "list-timeframes", "list-markets", "list-pairs",
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"plot-dataframe", "plot-profit"]
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"hyperopt_list", "hyperopt_show", "plot-dataframe", "plot-profit"]
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NO_CONF_ALLOWED = ["create-userdir", "list-exchanges"]
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@ -116,6 +122,7 @@ class Arguments:
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from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
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from freqtrade.utils import (start_create_userdir, start_download_data,
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start_hyperopt_list, start_hyperopt_show,
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start_list_exchanges, start_list_markets,
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start_list_timeframes, start_trading)
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from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
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@ -220,3 +227,21 @@ class Arguments:
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)
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plot_profit_cmd.set_defaults(func=start_plot_profit)
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self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)
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# Add hyperopt-list subcommand
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hyperopt_list_cmd = subparsers.add_parser(
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'hyperopt-list',
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help='List Hyperopt results',
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parents=[_common_parser],
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)
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hyperopt_list_cmd.set_defaults(func=start_hyperopt_list)
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self._build_args(optionlist=ARGS_HYPEROPT_LIST, parser=hyperopt_list_cmd)
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# Add hyperopt-show subcommand
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hyperopt_show_cmd = subparsers.add_parser(
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'hyperopt-show',
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help='Show details of Hyperopt results',
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parents=[_common_parser],
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)
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hyperopt_show_cmd.set_defaults(func=start_hyperopt_show)
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self._build_args(optionlist=ARGS_HYPEROPT_SHOW, parser=hyperopt_show_cmd)
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@ -18,6 +18,18 @@ def check_int_positive(value: str) -> int:
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return uint
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def check_int_nonzero(value: str) -> int:
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try:
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uint = int(value)
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if uint == 0:
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raise ValueError
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except ValueError:
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raise argparse.ArgumentTypeError(
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f"{value} is invalid for this parameter, should be a non-zero integer value"
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)
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return uint
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class Arg:
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# Optional CLI arguments
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def __init__(self, *args, **kwargs):
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@ -364,4 +376,31 @@ AVAILABLE_CLI_OPTIONS = {
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choices=["DB", "file"],
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default="file",
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),
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# hyperopt-list, hyperopt-show
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"hyperopt_list_profitable": Arg(
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'--profitable',
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help='Select only profitable epochs.',
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action='store_true',
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),
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"hyperopt_list_best": Arg(
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'--best',
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help='Select only best epochs.',
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action='store_true',
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),
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"hyperopt_list_no_details": Arg(
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'--no-details',
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help='Do not print best epoch details.',
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action='store_true',
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),
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"hyperopt_show_index": Arg(
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'-n', '--index',
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help='Specify the index of the epoch to print details for.',
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type=check_int_nonzero,
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metavar='INT',
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),
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"hyperopt_show_no_header": Arg(
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'--no-header',
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help='Do not print epoch details header.',
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action='store_true',
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),
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}
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@ -308,6 +308,21 @@ class Configuration:
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self._args_to_config(config, argname='hyperopt_loss',
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logstring='Using Hyperopt loss class name: {}')
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self._args_to_config(config, argname='hyperopt_show_index',
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logstring='Parameter -n/--index detected: {}')
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self._args_to_config(config, argname='hyperopt_list_best',
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logstring='Parameter --best detected: {}')
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self._args_to_config(config, argname='hyperopt_list_profitable',
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logstring='Parameter --profitable detected: {}')
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self._args_to_config(config, argname='hyperopt_list_no_details',
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logstring='Parameter --no-details detected: {}')
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self._args_to_config(config, argname='hyperopt_show_no_header',
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logstring='Parameter --no-header detected: {}')
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def _process_plot_options(self, config: Dict[str, Any]) -> None:
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self._args_to_config(config, argname='pairs',
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@ -74,11 +74,11 @@ class Hyperopt:
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else:
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logger.info("Continuing on previous hyperopt results.")
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self.num_trials_saved = 0
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# Previous evaluations
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self.trials: List = []
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self.num_trials_saved = 0
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# Populate functions here (hasattr is slow so should not be run during "regular" operations)
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if hasattr(self.custom_hyperopt, 'populate_indicators'):
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self.backtesting.strategy.advise_indicators = \
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@ -104,6 +104,10 @@ class Hyperopt:
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self.config['ask_strategy'] = {}
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self.config['ask_strategy']['use_sell_signal'] = True
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self.print_all = self.config.get('print_all', False)
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self.print_colorized = self.config.get('print_colorized', False)
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self.print_json = self.config.get('print_json', False)
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@staticmethod
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def get_lock_filename(config) -> str:
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@ -119,20 +123,18 @@ class Hyperopt:
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logger.info(f"Removing `{p}`.")
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p.unlink()
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def get_args(self, params):
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def _get_params_dict(self, raw_params: List[Any]) -> Dict:
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dimensions = self.dimensions
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dimensions: List[Dimension] = self.dimensions
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# Ensure the number of dimensions match
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# the number of parameters in the list x.
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if len(params) != len(dimensions):
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raise ValueError('Mismatch in number of search-space dimensions. '
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f'len(dimensions)=={len(dimensions)} and len(x)=={len(params)}')
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# the number of parameters in the list.
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if len(raw_params) != len(dimensions):
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raise ValueError('Mismatch in number of search-space dimensions.')
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# Create a dict where the keys are the names of the dimensions
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# and the values are taken from the list of parameters x.
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arg_dict = {dim.name: value for dim, value in zip(dimensions, params)}
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return arg_dict
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# Return a dict where the keys are the names of the dimensions
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# and the values are taken from the list of parameters.
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return {d.name: v for d, v in zip(dimensions, raw_params)}
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def save_trials(self, final: bool = False) -> None:
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"""
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@ -147,106 +149,126 @@ class Hyperopt:
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logger.info(f"{num_trials} {plural(num_trials, 'epoch')} "
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f"saved to '{self.trials_file}'.")
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def read_trials(self) -> List:
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@staticmethod
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def _read_trials(trials_file) -> List:
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"""
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Read hyperopt trials file
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"""
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logger.info("Reading Trials from '%s'", self.trials_file)
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trials = load(self.trials_file)
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self.trials_file.unlink()
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logger.info("Reading Trials from '%s'", trials_file)
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trials = load(trials_file)
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return trials
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def log_trials_result(self) -> None:
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def _get_params_details(self, params: Dict) -> Dict:
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"""
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Display Best hyperopt result
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Return the params for each space
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"""
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# This is printed when Ctrl+C is pressed quickly, before first epochs have
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# a chance to be evaluated.
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if not self.trials:
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print("No epochs evaluated yet, no best result.")
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return
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result: Dict = {}
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results = sorted(self.trials, key=itemgetter('loss'))
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best_result = results[0]
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params = best_result['params']
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log_str = self.format_results_logstring(best_result)
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print(f"\nBest result:\n\n{log_str}\n")
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if self.has_space('buy'):
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result['buy'] = {p.name: params.get(p.name) for p in self.hyperopt_space('buy')}
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if self.has_space('sell'):
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result['sell'] = {p.name: params.get(p.name) for p in self.hyperopt_space('sell')}
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if self.has_space('roi'):
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result['roi'] = self.custom_hyperopt.generate_roi_table(params)
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if self.has_space('stoploss'):
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result['stoploss'] = params.get('stoploss')
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if self.config.get('print_json'):
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return result
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@staticmethod # noqa: C901
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def print_epoch_details(results, total_epochs, print_json: bool,
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no_header: bool = False, header_str: str = None) -> None:
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"""
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Display details of the hyperopt result
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"""
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params = results['params_details']
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# Default header string
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if header_str is None:
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header_str = "Best result"
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if not no_header:
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explanation_str = Hyperopt._format_explanation_string(results, total_epochs)
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print(f"\n{header_str}:\n\n{explanation_str}\n")
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if print_json:
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result_dict: Dict = {}
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if self.has_space('buy') or self.has_space('sell'):
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result_dict['params'] = {}
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if self.has_space('buy'):
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result_dict['params'].update({p.name: params.get(p.name)
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for p in self.hyperopt_space('buy')})
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if self.has_space('sell'):
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result_dict['params'].update({p.name: params.get(p.name)
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for p in self.hyperopt_space('sell')})
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if self.has_space('roi'):
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result_params_dict: Dict = {}
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if 'buy' in params:
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result_params_dict.update(params['buy'])
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if 'sell' in params:
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result_params_dict.update(params['sell'])
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if result_params_dict:
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result_dict['params'] = result_params_dict
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if 'roi' in params:
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# Convert keys in min_roi dict to strings because
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# rapidjson cannot dump dicts with integer keys...
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# OrderedDict is used to keep the numeric order of the items
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# in the dict.
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result_dict['minimal_roi'] = OrderedDict(
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(str(k), v) for k, v in self.custom_hyperopt.generate_roi_table(params).items()
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(str(k), v) for k, v in params['roi'].items()
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)
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if self.has_space('stoploss'):
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result_dict['stoploss'] = params.get('stoploss')
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if 'stoploss' in params:
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result_dict['stoploss'] = params['stoploss']
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print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
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else:
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if self.has_space('buy'):
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if 'buy' in params:
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print('Buy hyperspace params:')
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pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')},
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indent=4)
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if self.has_space('sell'):
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pprint(params['buy'], indent=4)
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if 'sell' in params:
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print('Sell hyperspace params:')
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pprint({p.name: params.get(p.name) for p in self.hyperopt_space('sell')},
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indent=4)
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if self.has_space('roi'):
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pprint(params['sell'], indent=4)
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if 'roi' in params:
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print("ROI table:")
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# Round printed values to 5 digits after the decimal point
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pprint(round_dict(self.custom_hyperopt.generate_roi_table(params), 5), indent=4)
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if self.has_space('stoploss'):
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pprint(round_dict(params['roi'], 5), indent=4)
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if 'stoploss' in params:
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# Also round to 5 digits after the decimal point
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print(f"Stoploss: {round(params.get('stoploss'), 5)}")
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print(f"Stoploss: {round(params['stoploss'], 5)}")
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def is_best(self, results) -> bool:
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return results['loss'] < self.current_best_loss
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@staticmethod
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def is_best_loss(results, current_best_loss) -> bool:
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return results['loss'] < current_best_loss
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def log_results(self, results) -> None:
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def print_results(self, results) -> None:
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"""
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Log results if it is better than any previous evaluation
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"""
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print_all = self.config.get('print_all', False)
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is_best_loss = self.is_best(results)
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if not print_all:
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is_best = results['is_best']
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if not self.print_all:
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# Print '\n' after each 100th epoch to separate dots from the log messages.
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# Otherwise output is messy on a terminal.
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print('.', end='' if results['current_epoch'] % 100 != 0 else None) # type: ignore
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sys.stdout.flush()
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if print_all or is_best_loss:
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if is_best_loss:
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self.current_best_loss = results['loss']
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log_str = self.format_results_logstring(results)
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# Colorize output
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if self.config.get('print_colorized', False):
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if results['total_profit'] > 0:
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log_str = Fore.GREEN + log_str
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if print_all and is_best_loss:
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log_str = Style.BRIGHT + log_str
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if print_all:
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print(log_str)
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else:
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print(f'\n{log_str}')
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if self.print_all or is_best:
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if not self.print_all:
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# Separate the results explanation string from dots
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print("\n")
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self.print_results_explanation(results, self.total_epochs, self.print_all,
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self.print_colorized)
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def format_results_logstring(self, results) -> str:
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current = results['current_epoch']
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total = self.total_epochs
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res = results['results_explanation']
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loss = results['loss']
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log_str = f'{current:5d}/{total}: {res} Objective: {loss:.5f}'
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log_str = f'*{log_str}' if results['is_initial_point'] else f' {log_str}'
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return log_str
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@staticmethod
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def print_results_explanation(results, total_epochs, highlight_best: bool,
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print_colorized: bool) -> None:
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"""
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Log results explanation string
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"""
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explanation_str = Hyperopt._format_explanation_string(results, total_epochs)
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# Colorize output
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if print_colorized:
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if results['total_profit'] > 0:
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explanation_str = Fore.GREEN + explanation_str
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if highlight_best and results['is_best']:
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explanation_str = Style.BRIGHT + explanation_str
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print(explanation_str)
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@staticmethod
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def _format_explanation_string(results, total_epochs) -> str:
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return (("*" if results['is_initial_point'] else " ") +
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f"{results['current_epoch']:5d}/{total_epochs}: " +
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f"{results['results_explanation']} " +
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f"Objective: {results['loss']:.5f}")
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def has_space(self, space: str) -> bool:
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"""
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@ -276,33 +298,34 @@ class Hyperopt:
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spaces += self.custom_hyperopt.stoploss_space()
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return spaces
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def generate_optimizer(self, _params: Dict, iteration=None) -> Dict:
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def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
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"""
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Used Optimize function. Called once per epoch to optimize whatever is configured.
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Keep this function as optimized as possible!
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"""
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params = self.get_args(_params)
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params_dict = self._get_params_dict(raw_params)
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params_details = self._get_params_details(params_dict)
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if self.has_space('roi'):
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self.backtesting.strategy.minimal_roi = \
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self.custom_hyperopt.generate_roi_table(params)
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self.custom_hyperopt.generate_roi_table(params_dict)
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if self.has_space('buy'):
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self.backtesting.strategy.advise_buy = \
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self.custom_hyperopt.buy_strategy_generator(params)
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self.custom_hyperopt.buy_strategy_generator(params_dict)
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if self.has_space('sell'):
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self.backtesting.strategy.advise_sell = \
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self.custom_hyperopt.sell_strategy_generator(params)
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self.custom_hyperopt.sell_strategy_generator(params_dict)
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if self.has_space('stoploss'):
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self.backtesting.strategy.stoploss = params['stoploss']
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self.backtesting.strategy.stoploss = params_dict['stoploss']
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processed = load(self.tickerdata_pickle)
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min_date, max_date = get_timeframe(processed)
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results = self.backtesting.backtest(
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backtesting_results = self.backtesting.backtest(
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{
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'stake_amount': self.config['stake_amount'],
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'processed': processed,
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@ -312,58 +335,58 @@ class Hyperopt:
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'end_date': max_date,
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}
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)
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results_explanation = self.format_results(results)
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results_metrics = self._calculate_results_metrics(backtesting_results)
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results_explanation = self._format_results_explanation_string(results_metrics)
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trade_count = len(results.index)
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total_profit = results.profit_abs.sum()
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trade_count = results_metrics['trade_count']
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total_profit = results_metrics['total_profit']
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# If this evaluation contains too short amount of trades to be
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# interesting -- consider it as 'bad' (assigned max. loss value)
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# in order to cast this hyperspace point away from optimization
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# path. We do not want to optimize 'hodl' strategies.
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if trade_count < self.config['hyperopt_min_trades']:
|
||||
return {
|
||||
'loss': MAX_LOSS,
|
||||
'params': params,
|
||||
'results_explanation': results_explanation,
|
||||
'total_profit': total_profit,
|
||||
}
|
||||
|
||||
loss = self.calculate_loss(results=results, trade_count=trade_count,
|
||||
min_date=min_date.datetime, max_date=max_date.datetime)
|
||||
|
||||
loss: float = MAX_LOSS
|
||||
if trade_count >= self.config['hyperopt_min_trades']:
|
||||
loss = self.calculate_loss(results=backtesting_results, trade_count=trade_count,
|
||||
min_date=min_date.datetime, max_date=max_date.datetime)
|
||||
return {
|
||||
'loss': loss,
|
||||
'params': params,
|
||||
'params_dict': params_dict,
|
||||
'params_details': params_details,
|
||||
'results_metrics': results_metrics,
|
||||
'results_explanation': results_explanation,
|
||||
'total_profit': total_profit,
|
||||
}
|
||||
|
||||
def format_results(self, results: DataFrame) -> str:
|
||||
def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict:
|
||||
return {
|
||||
'trade_count': len(backtesting_results.index),
|
||||
'avg_profit': backtesting_results.profit_percent.mean() * 100.0,
|
||||
'total_profit': backtesting_results.profit_abs.sum(),
|
||||
'profit': backtesting_results.profit_percent.sum() * 100.0,
|
||||
'duration': backtesting_results.trade_duration.mean(),
|
||||
}
|
||||
|
||||
def _format_results_explanation_string(self, results_metrics: Dict) -> str:
|
||||
"""
|
||||
Return the formatted results explanation in a string
|
||||
"""
|
||||
trades = len(results.index)
|
||||
avg_profit = results.profit_percent.mean() * 100.0
|
||||
total_profit = results.profit_abs.sum()
|
||||
stake_cur = self.config['stake_currency']
|
||||
profit = results.profit_percent.sum() * 100.0
|
||||
duration = results.trade_duration.mean()
|
||||
|
||||
return (f'{trades:6d} trades. Avg profit {avg_profit: 5.2f}%. '
|
||||
f'Total profit {total_profit: 11.8f} {stake_cur} '
|
||||
f'({profit: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). '
|
||||
f'Avg duration {duration:5.1f} mins.'
|
||||
return (f"{results_metrics['trade_count']:6d} trades. "
|
||||
f"Avg profit {results_metrics['avg_profit']: 6.2f}%. "
|
||||
f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
|
||||
f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
|
||||
f"Avg duration {results_metrics['duration']:5.1f} mins."
|
||||
).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
|
||||
|
||||
def get_optimizer(self, dimensions, cpu_count) -> Optimizer:
|
||||
def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
|
||||
return Optimizer(
|
||||
dimensions,
|
||||
base_estimator="ET",
|
||||
acq_optimizer="auto",
|
||||
n_initial_points=INITIAL_POINTS,
|
||||
acq_optimizer_kwargs={'n_jobs': cpu_count},
|
||||
random_state=self.config.get('hyperopt_random_state', None)
|
||||
random_state=self.config.get('hyperopt_random_state', None),
|
||||
)
|
||||
|
||||
def fix_optimizer_models_list(self):
|
||||
@ -387,14 +410,16 @@ class Hyperopt:
|
||||
return parallel(delayed(
|
||||
wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked)
|
||||
|
||||
def load_previous_results(self):
|
||||
""" read trials file if we have one """
|
||||
if self.trials_file.is_file() and self.trials_file.stat().st_size > 0:
|
||||
self.trials = self.read_trials()
|
||||
logger.info(
|
||||
'Loaded %d previous evaluations from disk.',
|
||||
len(self.trials)
|
||||
)
|
||||
@staticmethod
|
||||
def load_previous_results(trials_file) -> List:
|
||||
"""
|
||||
Load data for epochs from the file if we have one
|
||||
"""
|
||||
trials: List = []
|
||||
if trials_file.is_file() and trials_file.stat().st_size > 0:
|
||||
trials = Hyperopt._read_trials(trials_file)
|
||||
logger.info(f"Loaded {len(trials)} previous evaluations from disk.")
|
||||
return trials
|
||||
|
||||
def start(self) -> None:
|
||||
data, timerange = self.backtesting.load_bt_data()
|
||||
@ -415,17 +440,17 @@ class Hyperopt:
|
||||
# We don't need exchange instance anymore while running hyperopt
|
||||
self.backtesting.exchange = None # type: ignore
|
||||
|
||||
self.load_previous_results()
|
||||
self.trials = self.load_previous_results(self.trials_file)
|
||||
|
||||
cpus = 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}')
|
||||
|
||||
self.dimensions = self.hyperopt_space()
|
||||
self.dimensions: List[Dimension] = self.hyperopt_space()
|
||||
self.opt = self.get_optimizer(self.dimensions, config_jobs)
|
||||
|
||||
if self.config.get('print_colorized', False):
|
||||
if self.print_colorized:
|
||||
colorama_init(autoreset=True)
|
||||
|
||||
try:
|
||||
@ -439,19 +464,38 @@ class Hyperopt:
|
||||
self.opt.tell(asked, [v['loss'] for v in f_val])
|
||||
self.fix_optimizer_models_list()
|
||||
for j in range(jobs):
|
||||
# Use human-friendly index here (starting from 1)
|
||||
# Use human-friendly indexes here (starting from 1)
|
||||
current = i * jobs + j + 1
|
||||
val = f_val[j]
|
||||
val['current_epoch'] = current
|
||||
val['is_initial_point'] = current <= INITIAL_POINTS
|
||||
logger.debug(f"Optimizer epoch evaluated: {val}")
|
||||
is_best = self.is_best(val)
|
||||
self.log_results(val)
|
||||
|
||||
is_best = self.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
|
||||
# order they will be shown to the user.
|
||||
val['is_best'] = is_best
|
||||
|
||||
self.print_results(val)
|
||||
|
||||
if is_best:
|
||||
self.current_best_loss = val['loss']
|
||||
self.trials.append(val)
|
||||
# Save results after each best epoch and every 100 epochs
|
||||
if is_best or current % 100 == 0:
|
||||
self.save_trials()
|
||||
except KeyboardInterrupt:
|
||||
print('User interrupted..')
|
||||
|
||||
self.save_trials(final=True)
|
||||
self.log_trials_result()
|
||||
|
||||
if self.trials:
|
||||
sorted_trials = sorted(self.trials, key=itemgetter('loss'))
|
||||
results = sorted_trials[0]
|
||||
self.print_epoch_details(results, 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.
|
||||
print("No epochs evaluated yet, no best result.")
|
||||
|
@ -1,12 +1,14 @@
|
||||
import logging
|
||||
import sys
|
||||
from collections import OrderedDict
|
||||
from operator import itemgetter
|
||||
from pathlib import Path
|
||||
from typing import Any, Dict, List
|
||||
|
||||
import arrow
|
||||
import csv
|
||||
import rapidjson
|
||||
from colorama import init as colorama_init
|
||||
from tabulate import tabulate
|
||||
|
||||
from freqtrade import OperationalException
|
||||
@ -18,6 +20,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv,
|
||||
from freqtrade.exchange import (available_exchanges, ccxt_exchanges, market_is_active,
|
||||
symbol_is_pair)
|
||||
from freqtrade.misc import plural
|
||||
from freqtrade.optimize.hyperopt import Hyperopt
|
||||
from freqtrade.resolvers import ExchangeResolver
|
||||
from freqtrade.state import RunMode
|
||||
|
||||
@ -236,3 +239,99 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
|
||||
args.get('list_pairs_print_json', False) or
|
||||
args.get('print_csv', False)):
|
||||
print(f"{summary_str}.")
|
||||
|
||||
|
||||
def start_hyperopt_list(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
"""
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||
|
||||
only_best = config.get('hyperopt_list_best', False)
|
||||
only_profitable = config.get('hyperopt_list_profitable', False)
|
||||
print_colorized = config.get('print_colorized', False)
|
||||
print_json = config.get('print_json', False)
|
||||
no_details = config.get('hyperopt_list_no_details', False)
|
||||
no_header = False
|
||||
|
||||
trials_file = (config['user_data_dir'] /
|
||||
'hyperopt_results' / 'hyperopt_results.pickle')
|
||||
|
||||
# Previous evaluations
|
||||
trials = Hyperopt.load_previous_results(trials_file)
|
||||
total_epochs = len(trials)
|
||||
|
||||
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
|
||||
|
||||
# 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 only_best, print_colorized)
|
||||
|
||||
except KeyboardInterrupt:
|
||||
print('User interrupted..')
|
||||
|
||||
if trials and not no_details:
|
||||
sorted_trials = sorted(trials, key=itemgetter('loss'))
|
||||
results = sorted_trials[0]
|
||||
Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
|
||||
|
||||
|
||||
def start_hyperopt_show(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
"""
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||
|
||||
only_best = config.get('hyperopt_list_best', False)
|
||||
only_profitable = config.get('hyperopt_list_profitable', False)
|
||||
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)
|
||||
total_epochs = len(trials)
|
||||
|
||||
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
|
||||
|
||||
n = config.get('hyperopt_show_index', -1)
|
||||
if n > total_epochs:
|
||||
raise OperationalException(
|
||||
f"The index of the epoch to show should be less than {total_epochs + 1}.")
|
||||
if n < -total_epochs:
|
||||
raise OperationalException(
|
||||
f"The index of the epoch to showshould be greater than {-total_epochs - 1}.")
|
||||
|
||||
# Translate epoch index from human-readable format to pythonic
|
||||
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,
|
||||
header_str="Epoch details")
|
||||
|
||||
|
||||
def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
|
||||
"""
|
||||
Filter our items from the list of hyperopt results
|
||||
"""
|
||||
if only_best:
|
||||
trials = [x for x in trials if x['is_best']]
|
||||
if only_profitable:
|
||||
trials = [x for x in trials if x['results_metrics']['profit'] > 0]
|
||||
|
||||
logger.info(f"{len(trials)} " +
|
||||
("best " if only_best else "") +
|
||||
("profitable " if only_profitable else "") +
|
||||
"epochs found.")
|
||||
|
||||
return trials
|
||||
|
Loading…
Reference in New Issue
Block a user