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Reverted back to non-mongodb hyperopt.

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MoonGem 2018-03-23 16:52:50 -05:00 committed by GitHub
parent c352c9b293
commit b8c5f3eeea
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1 changed files with 16 additions and 15 deletions
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31
freqtrade/optimize/hyperopt.py
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@ -31,15 +31,6 @@ from freqtrade.optimize.backtesting import Backtesting
from user_data.hyperopt_conf import hyperopt_optimize_conf from user_data.hyperopt_conf import hyperopt_optimize_conf
class Testz():
db_name = 'freqtrade_hyperopt'
MongoTrials(
arg='mongo://127.0.0.1:1234/{}/jobs'.format(db_name),
exp_key='exp1'
)
class Hyperopt(Backtesting): class Hyperopt(Backtesting):
""" """
Hyperopt class, this class contains all the logic to run a hyperopt simulation Hyperopt class, this class contains all the logic to run a hyperopt simulation
@ -77,7 +68,7 @@ class Hyperopt(Backtesting):
# Hyperopt Trials # Hyperopt Trials
self.trials_file = os.path.join('user_data', 'hyperopt_trials.pickle') self.trials_file = os.path.join('user_data', 'hyperopt_trials.pickle')
self.trials = Testz() self.trials = Trials()
@staticmethod @staticmethod
def populate_indicators(dataframe: DataFrame) -> DataFrame: def populate_indicators(dataframe: DataFrame) -> DataFrame:
@ -524,6 +515,12 @@ class Hyperopt(Backtesting):
self.logger.info( self.logger.info(
'Start scripts/start-mongodb.sh and start-hyperopt-worker.sh manually!' 'Start scripts/start-mongodb.sh and start-hyperopt-worker.sh manually!'
) )
db_name = 'freqtrade_hyperopt'
self.trials = MongoTrials(
arg='mongo://127.0.0.1:1234/{}/jobs'.format(db_name),
exp_key='exp1'
)
else: else:
self.logger.info('Preparing Trials..') self.logger.info('Preparing Trials..')
signal.signal(signal.SIGINT, self.signal_handler) signal.signal(signal.SIGINT, self.signal_handler)
@ -538,23 +535,28 @@ class Hyperopt(Backtesting):
self.current_tries, self.current_tries,
self.total_tries self.total_tries
) )
try: try:
# change the Logging format
self.logging.set_format('\n%(message)s')
best_parameters = fmin( best_parameters = fmin(
fn=self.generate_optimizer, fn=self.generate_optimizer,
space=self.hyperopt_space(), space=self.hyperopt_space(),
algo=tpe.suggest, algo=tpe.suggest,
max_evals=self.total_tries, max_evals=self.total_tries,
trials=MongoTrials(arg='mongo://127.0.0.1:1234/freqtrade_hyperopt/jobs', exp_key='exp1') trials=self.trials
) )
# change the Logging format
self.logging.set_format('\n%(message)s')
results = sorted(self.trials.results, key=itemgetter('loss')) results = sorted(self.trials.results, key=itemgetter('loss'))
best_result = results[0]['result'] best_result = results[0]['result']
# Improve best parameter logging display
except ValueError: except ValueError:
best_parameters = {} best_parameters = {}
best_result = 'Sorry, Hyperopt was not able to find good parameters. Please ' \ best_result = 'Sorry, Hyperopt was not able to find good parameters. Please ' \
'try with more epochs (param: -e).' 'try with more epochs (param: -e).'
# Improve best parameter logging display
if best_parameters: if best_parameters:
best_parameters = space_eval( best_parameters = space_eval(
self.hyperopt_space(), self.hyperopt_space(),
@ -584,7 +586,6 @@ class Hyperopt(Backtesting):
sys.exit(0) sys.exit(0)
def start(args: Namespace) -> None: def start(args: Namespace) -> None:
""" """
Start Backtesting script Start Backtesting script