From aa8f44f68c428962485231628a38dc9820009280 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 2 Aug 2019 22:22:58 +0300 Subject: [PATCH] improvements to hyperopt output --- freqtrade/optimize/hyperopt.py | 30 +++++++++++++++++++++--------- 1 file changed, 21 insertions(+), 9 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 479f8c70a..b68b1ac4f 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -11,7 +11,7 @@ import sys from operator import itemgetter from pathlib import Path from pprint import pprint -from typing import Any, Dict, List +from typing import Any, Dict, List, Optional from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count from pandas import DataFrame @@ -70,7 +70,7 @@ class Hyperopt(Backtesting): if hasattr(self.custom_hyperopt, 'populate_sell_trend'): self.advise_sell = self.custom_hyperopt.populate_sell_trend # type: ignore - # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set + # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set if self.config.get('use_max_market_positions', True): self.max_open_trades = self.config['max_open_trades'] else: @@ -134,10 +134,19 @@ class Hyperopt(Backtesting): log_str = self.format_results_logstring(best_result) print(f"\nBest result:\n{log_str}\nwith values:") - pprint(params, indent=4) + if self.has_space('buy'): + print('Buy hyperspace params:') + pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')}, + indent=4) + if self.has_space('sell'): + print('Sell hyperspace params:') + pprint({p.name: params.get(p.name) for p in self.hyperopt_space('sell')}, + indent=4) if self.has_space('roi'): print("ROI table:") pprint(self.custom_hyperopt.generate_roi_table(params), indent=4) + if self.has_space('stoploss'): + print(f"Stoploss: {params.get('stoploss')}") def log_results(self, results) -> None: """ @@ -171,21 +180,24 @@ class Hyperopt(Backtesting): """ return any(s in self.config['spaces'] for s in [space, 'all']) - def hyperopt_space(self) -> List[Dimension]: + def hyperopt_space(self, space: Optional[str] = None) -> List[Dimension]: """ - Return the space to use during Hyperopt + Return the dimentions in the hyperoptimization space. + :param space: Defines hyperspace to return dimentions for. + If None, then the self.has_space() will be used to return dimentions + for all hyperspaces used. """ spaces: List[Dimension] = [] - if self.has_space('buy'): + if space == 'buy' or (space is None and self.has_space('buy')): logger.debug("Hyperopt has 'buy' space") spaces += self.custom_hyperopt.indicator_space() - if self.has_space('sell'): + if space == 'sell' or (space is None and self.has_space('sell')): logger.debug("Hyperopt has 'sell' space") spaces += self.custom_hyperopt.sell_indicator_space() - if self.has_space('roi'): + if space == 'roi' or (space is None and self.has_space('roi')): logger.debug("Hyperopt has 'roi' space") spaces += self.custom_hyperopt.roi_space() - if self.has_space('stoploss'): + if space == 'stoploss' or (space is None and self.has_space('stoploss')): logger.debug("Hyperopt has 'stoploss' space") spaces += self.custom_hyperopt.stoploss_space() return spaces