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Merge pull request #3008 from yazeed/more_info_hyperopt_fixed

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Wins/draws/losses/median profit in hyperopt output
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Matthias 2020-08-14 09:25:12 +02:00 committed by GitHub
commit 93717cfef1
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2 changed files with 27 additions and 4 deletions
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18
freqtrade/optimize/hyperopt.py
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@ -312,11 +312,16 @@ class Hyperopt:
trials = json_normalize(results, max_level=1) trials = json_normalize(results, max_level=1)
trials['Best'] = '' 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', trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
'results_metrics.winsdrawslosses',
'results_metrics.avg_profit', 'results_metrics.total_profit', 'results_metrics.avg_profit', 'results_metrics.total_profit',
'results_metrics.profit', 'results_metrics.duration', 'results_metrics.profit', 'results_metrics.duration',
'loss', 'is_initial_point', 'is_best']] 'loss', 'is_initial_point', 'is_best']]
trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', trials.columns = ['Best', 'Epoch', 'Trades', 'W/D/L', 'Avg profit', 'Total profit',
'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best']
trials['is_profit'] = False trials['is_profit'] = False
trials.loc[trials['is_initial_point'], 'Best'] = '* ' trials.loc[trials['is_initial_point'], 'Best'] = '* '
@ -558,9 +563,17 @@ class Hyperopt:
} }
def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict: def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict:
wins = len(backtesting_results[backtesting_results.profit_percent > 0])
draws = len(backtesting_results[backtesting_results.profit_percent == 0])
losses = len(backtesting_results[backtesting_results.profit_percent < 0])
return { return {
'trade_count': len(backtesting_results.index), 'trade_count': len(backtesting_results.index),
'wins': wins,
'draws': draws,
'losses': losses,
'winsdrawslosses': f"{wins}/{draws}/{losses}",
'avg_profit': backtesting_results.profit_percent.mean() * 100.0, 'avg_profit': backtesting_results.profit_percent.mean() * 100.0,
'median_profit': backtesting_results.profit_percent.median() * 100.0,
'total_profit': backtesting_results.profit_abs.sum(), 'total_profit': backtesting_results.profit_abs.sum(),
'profit': backtesting_results.profit_percent.sum() * 100.0, 'profit': backtesting_results.profit_percent.sum() * 100.0,
'duration': backtesting_results.trade_duration.mean(), 'duration': backtesting_results.trade_duration.mean(),
@ -572,7 +585,10 @@ class Hyperopt:
""" """
stake_cur = self.config['stake_currency'] stake_cur = self.config['stake_currency']
return (f"{results_metrics['trade_count']:6d} trades. " return (f"{results_metrics['trade_count']:6d} trades. "
f"{results_metrics['wins']}/{results_metrics['draws']}"
f"/{results_metrics['losses']} Wins/Draws/Losses. "
f"Avg profit {results_metrics['avg_profit']: 6.2f}%. " f"Avg profit {results_metrics['avg_profit']: 6.2f}%. "
f"Median profit {results_metrics['median_profit']: 6.2f}%. "
f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} " f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). " f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
f"Avg duration {results_metrics['duration']:5.1f} min." f"Avg duration {results_metrics['duration']:5.1f} min."

13
tests/optimize/test_hyperopt.py
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@ -744,8 +744,10 @@ def test_generate_optimizer(mocker, default_conf) -> None:
} }
response_expected = { response_expected = {
'loss': 1.9840569076926293, 'loss': 1.9840569076926293,
'results_explanation': (' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC ' 'results_explanation': (' 1 trades. 1/0/0 Wins/Draws/Losses. '
'( 2.31\N{GREEK CAPITAL LETTER SIGMA}%). Avg duration 100.0 min.' 'Avg profit 2.31%. Median profit 2.31%. Total profit '
'0.00023300 BTC ( 2.31\N{GREEK CAPITAL LETTER SIGMA}%). '
'Avg duration 100.0 min.'
).encode(locale.getpreferredencoding(), 'replace').decode('utf-8'), ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8'),
'params_details': {'buy': {'adx-enabled': False, 'params_details': {'buy': {'adx-enabled': False,
'adx-value': 0, 'adx-value': 0,
@ -776,10 +778,15 @@ def test_generate_optimizer(mocker, default_conf) -> None:
'trailing_stop_positive_offset': 0.07}}, 'trailing_stop_positive_offset': 0.07}},
'params_dict': optimizer_param, 'params_dict': optimizer_param,
'results_metrics': {'avg_profit': 2.3117, 'results_metrics': {'avg_profit': 2.3117,
'draws': 0,
'duration': 100.0, 'duration': 100.0,
'losses': 0,
'winsdrawslosses': '1/0/0',
'median_profit': 2.3117,
'profit': 2.3117, 'profit': 2.3117,
'total_profit': 0.000233, 'total_profit': 0.000233,
'trade_count': 1}, 'trade_count': 1,
'wins': 1},
'total_profit': 0.00023300 'total_profit': 0.00023300
} }