From b3ea0f4ec5cc97f4d16fd9470d2ade0369f20d32 Mon Sep 17 00:00:00 2001 From: Gerald Lonlas Date: Sat, 6 Jan 2018 17:12:32 -0800 Subject: [PATCH] Make readable hyperopt best parameters result --- docs/hyperopt.md | 62 +++++++++++++++-------- freqtrade/optimize/hyperopt.py | 9 +++- freqtrade/tests/optimize/test_hyperopt.py | 37 ++++++++++++++ 3 files changed, 85 insertions(+), 23 deletions(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 212a3f56c..6cf0d3f90 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -204,19 +204,39 @@ signal. Given following result from hyperopt: ``` Best parameters: { - "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": 0, - "uptrend_long_ema": 1, - "uptrend_short_ema": 0, - "uptrend_sma": 0 + "adx": { + "enabled": true, + "value": 15.0 + }, + "fastd": { + "enabled": true, + "value": 40.0 + }, + "green_candle": { + "enabled": true + }, + "mfi": { + "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) -and the best value is `15.0` (`"adx-value": 15.0,`) -- You should **consider** the guard "fastd" (`"fastd": 1,` = `fastd` -is true) and the best value is `40.0` (`"fastd-value": 40.0,`) +- You should **consider** the guard "adx" (`"adx"` is `"enabled": true`) +and the best value is `15.0` (`"value": 15.0,`) +- You should **consider** the guard "fastd" (`"fastd"` is `"enabled": +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 -would look at `adx`-block from +So for example you had `adx:` with the `value: 15.0` so we would look +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) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index d0d0916f8..88d61e37b 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/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')) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 104b3bfdd..24d3ec8c6 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/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