adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

improvements to hyperopt output

Browse Source
This commit is contained in:
hroff-1902 2019-08-02 22:22:58 +03:00
parent e8be357624
commit aa8f44f68c
1 changed files with 21 additions and 9 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

30
freqtrade/optimize/hyperopt.py
View File

@ -11,7 +11,7 @@ import sys
from operator import itemgetter from operator import itemgetter
from pathlib import Path from pathlib import Path
from pprint import pprint 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 joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count
from pandas import DataFrame from pandas import DataFrame
@ -70,7 +70,7 @@ class Hyperopt(Backtesting):
if hasattr(self.custom_hyperopt, 'populate_sell_trend'): if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
self.advise_sell = self.custom_hyperopt.populate_sell_trend # type: ignore 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): if self.config.get('use_max_market_positions', True):
self.max_open_trades = self.config['max_open_trades'] self.max_open_trades = self.config['max_open_trades']
else: else:
@ -134,10 +134,19 @@ class Hyperopt(Backtesting):
log_str = self.format_results_logstring(best_result) log_str = self.format_results_logstring(best_result)
print(f"\nBest result:\n{log_str}\nwith values:") 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'): if self.has_space('roi'):
print("ROI table:") print("ROI table:")
pprint(self.custom_hyperopt.generate_roi_table(params), indent=4) 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: 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']) 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] = [] 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") logger.debug("Hyperopt has 'buy' space")
spaces += self.custom_hyperopt.indicator_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") logger.debug("Hyperopt has 'sell' space")
spaces += self.custom_hyperopt.sell_indicator_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") logger.debug("Hyperopt has 'roi' space")
spaces += self.custom_hyperopt.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") logger.debug("Hyperopt has 'stoploss' space")
spaces += self.custom_hyperopt.stoploss_space() spaces += self.custom_hyperopt.stoploss_space()
return spaces return spaces