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omit hyperopt output if total_profit doesn't go pass threashold (3)

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Samuel Husso 2017-12-02 01:32:23 +02:00
parent 965c075362
commit a7cca4985e
1 changed files with 34 additions and 3 deletions
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37
freqtrade/optimize/hyperopt.py
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@ -3,6 +3,7 @@
import json import json
import logging import logging
import sys
from functools import reduce from functools import reduce
from math import exp from math import exp
from operator import itemgetter from operator import itemgetter
@ -28,9 +29,9 @@ TARGET_TRADES = 1100
TOTAL_TRIES = None TOTAL_TRIES = None
_CURRENT_TRIES = 0 _CURRENT_TRIES = 0
TOTAL_PROFIT_TO_BEAT = 4 TOTAL_PROFIT_TO_BEAT = 3
AVG_PROFIT_TO_BEAT = 0.2 AVG_PROFIT_TO_BEAT = 0.2
AVG_DURATION_TO_BEAT = 70 AVG_DURATION_TO_BEAT = 50
# Configuration and data used by hyperopt # Configuration and data used by hyperopt
PROCESSED = optimize.preprocess(optimize.load_data()) PROCESSED = optimize.preprocess(optimize.load_data())
@ -101,6 +102,21 @@ SPACE = {
]), ]),
} }
def log_results(results):
"if results is better than _TO_BEAT show it"
current_try = results['current_tries']
total_tries = results['total_tries']
result = results['result']
profit = results['total_profit'] / 1000
outcome = '{:5d}/{}: {}'.format(current_try, total_tries, result)
if profit >= TOTAL_PROFIT_TO_BEAT:
logger.info(outcome)
else:
print('.', end='')
sys.stdout.flush()
def optimizer(params): def optimizer(params):
global _CURRENT_TRIES global _CURRENT_TRIES
@ -119,7 +135,22 @@ def optimizer(params):
profit_loss = max(0, 1 - total_profit / 10000) # max profit 10000 profit_loss = max(0, 1 - total_profit / 10000) # max profit 10000
_CURRENT_TRIES += 1 _CURRENT_TRIES += 1
logger.info('{:5d}/{}: {}'.format(_CURRENT_TRIES, TOTAL_TRIES, result))
result_data = {
'trade_count': trade_count,
'total_profit': total_profit,
'trade_loss': trade_loss,
'profit_loss': profit_loss,
'avg_profit': results.profit.mean() * 100.0,
'avg_duration': results.duration.mean() * 5,
'current_tries': _CURRENT_TRIES,
'total_tries': TOTAL_TRIES,
'result': result,
'results': results
}
# logger.info('{:5d}/{}: {}'.format(_CURRENT_TRIES, TOTAL_TRIES, result))
log_results(result_data)
return { return {
'loss': trade_loss + profit_loss, 'loss': trade_loss + profit_loss,