Merge pull request #330 from gcarq/feature/better_hp_result_display

Make readable hyperopt best parameters result

docs/hyperopt.md

@@ -204,19 +204,39 @@ signal. Given following result from hyperopt:
 ```
 Best parameters:
 {
-  "adx": 1,
+    "adx": {
-  "adx-value": 15.0,
+        "enabled": true,
-  "fastd": 1,
+        "value": 15.0
-  "fastd-value": 40.0,
+    },
-  "green_candle": 1,
+    "fastd": {
-  "mfi": 0,
+        "enabled": true,
-  "over_sar": 0,
+        "value": 40.0
-  "rsi": 1,
+    },
-  "rsi-value": 37.0,
+    "green_candle": {
-  "trigger": 0,
+        "enabled": true
-  "uptrend_long_ema": 1,
+    },
-  "uptrend_short_ema": 0,
+    "mfi": {
-  "uptrend_sma": 0
+        "enabled": false
+    },
+    "over_sar": {
+        "enabled": false
+    },
+    "rsi": {
+        "enabled": true,
+        "value": 37.0
+    },
+    "trigger": {
+        "type": "lower_bb"
+    },
+    "uptrend_long_ema": {
+        "enabled": true
+    },
+    "uptrend_short_ema": {
+        "enabled": false
+    },
+    "uptrend_sma": {
+        "enabled": false
+    }
 }
 
 Best Result:
@@ -224,14 +244,14 @@ Best Result:
 ```
 
 You should understand this result like:
-- You should **consider** the guard "adx" (`"adx": 1,` = `adx` is true) 
+- You should **consider** the guard "adx" (`"adx"` is `"enabled": true`) 
-and the best value is `15.0` (`"adx-value": 15.0,`)
+and the best value is `15.0` (`"value": 15.0,`)
-- You should **consider** the guard "fastd" (`"fastd": 1,` = `fastd` 
+- You should **consider** the guard "fastd" (`"fastd"` is `"enabled": 
-is true) and the best value is `40.0` (`"fastd-value": 40.0,`)
+true`) and the best value is `40.0` (`"value": 40.0,`)
 - You should **consider** to enable the guard "green_candle" 
-(`"green_candle": 1,` = `candle` is true) but this guards as no 
+(`"green_candle"` is `"enabled": true`) but this guards as no 
 customizable value.
-- You should **ignore** the guard "mfi" (`"mfi": 0,` = `mfi` is false)
+- You should **ignore** the guard "mfi" (`"mfi"` is `"enabled": false`)
 - and so on...
 
 
@@ -239,8 +259,8 @@ You have to look from
 [freqtrade/optimize/hyperopt.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L170-L200) 
 what those values match to.   
   
-So for example you had `adx-value: 15.0` (and `adx: 1` was true) so we 
+So for example you had `adx:` with the `value: 15.0` so we would look 
-would look at `adx`-block from 
+at `adx`-block from 
 [freqtrade/optimize/hyperopt.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L178-L179). 
 That translates to the following code block to 
 [analyze.populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/analyze.py#L73)

freqtrade/optimize/hyperopt.py

@@ -8,7 +8,7 @@ from functools import reduce
 from math import exp
 from operator import itemgetter
 
-from hyperopt import fmin, tpe, hp, Trials, STATUS_OK, STATUS_FAIL
+from hyperopt import fmin, tpe, hp, Trials, STATUS_OK, STATUS_FAIL, space_eval
 from hyperopt.mongoexp import MongoTrials
 from pandas import DataFrame
 
@@ -209,7 +209,7 @@ def buy_strategy_generator(params):
 
 
 def start(args):
-    global TOTAL_TRIES, PROCESSED
+    global TOTAL_TRIES, PROCESSED, SPACE
     TOTAL_TRIES = args.epochs
 
     exchange._API = Bittrex({'key': '', 'secret': ''})
@@ -236,6 +236,11 @@ def start(args):
         trials = Trials()
 
     best = fmin(fn=optimizer, space=SPACE, algo=tpe.suggest, max_evals=TOTAL_TRIES, trials=trials)
+
+    # Improve best parameter logging display
+    if best:
+        best = space_eval(SPACE, best)
+
     logger.info('Best parameters:\n%s', json.dumps(best, indent=4))
 
     results = sorted(trials.results, key=itemgetter('loss'))

freqtrade/tests/optimize/test_hyperopt.py

@@ -77,3 +77,40 @@ def test_no_log_if_loss_does_not_improve(mocker):
     })
 
     assert not logger.called
+
+
+def test_fmin_best_results(mocker, caplog):
+    fmin_result = {
+      "adx": 1,
+      "adx-value": 15.0,
+      "fastd": 1,
+      "fastd-value": 40.0,
+      "green_candle": 1,
+      "mfi": 0,
+      "over_sar": 0,
+      "rsi": 1,
+      "rsi-value": 37.0,
+      "trigger": 2,
+      "uptrend_long_ema": 1,
+      "uptrend_short_ema": 0,
+      "uptrend_sma": 0
+    }
+
+    mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
+    mocker.patch('freqtrade.optimize.preprocess')
+    mocker.patch('freqtrade.optimize.load_data')
+    mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
+
+    args = mocker.Mock(epochs=1, config='config.json.example')
+    start(args)
+
+    exists = [
+        'Best parameters',
+        '"adx": {\n        "enabled": true,\n        "value": 15.0\n    },',
+        '"green_candle": {\n        "enabled": true\n    },',
+        '"mfi": {\n        "enabled": false\n    },',
+        '"trigger": {\n        "type": "ao_cross_zero"\n    },'
+    ]
+
+    for line in exists:
+        assert line in caplog.text