Merge pull request #2089 from hroff-1902/hyperopt-print-colorized
Hyperopt print colorized results
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@@ -23,7 +23,8 @@ ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_pos
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ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
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"position_stacking", "epochs", "spaces",
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"use_max_market_positions", "print_all", "hyperopt_jobs",
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"use_max_market_positions", "print_all",
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"print_colorized", "hyperopt_jobs",
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"hyperopt_random_state", "hyperopt_min_trades",
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"hyperopt_continue", "hyperopt_loss"]
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@@ -191,6 +191,13 @@ AVAILABLE_CLI_OPTIONS = {
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action='store_true',
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default=False,
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),
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"print_colorized": Arg(
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'--no-color',
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help='Disable colorization of hyperopt results. May be useful if you are '
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'redirecting output to a file.',
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action='store_false',
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default=True,
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),
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"hyperopt_jobs": Arg(
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'-j', '--job-workers',
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help='The number of concurrently running jobs for hyperoptimization '
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@@ -236,6 +236,12 @@ class Configuration(object):
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self._args_to_config(config, argname='print_all',
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logstring='Parameter --print-all detected ...')
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if 'print_colorized' in self.args and not self.args.print_colorized:
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logger.info('Parameter --no-color detected ...')
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config.update({'print_colorized': False})
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else:
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config.update({'print_colorized': True})
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self._args_to_config(config, argname='hyperopt_jobs',
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logstring='Parameter -j/--job-workers detected: {}')
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@@ -13,6 +13,8 @@ from pathlib import Path
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from pprint import pprint
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from typing import Any, Dict, List, Optional
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from colorama import init as colorama_init
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from colorama import Fore, Style
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from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count
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from pandas import DataFrame
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from skopt import Optimizer
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@@ -153,8 +155,17 @@ class Hyperopt(Backtesting):
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Log results if it is better than any previous evaluation
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"""
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print_all = self.config.get('print_all', False)
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if print_all or results['loss'] < self.current_best_loss:
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is_best_loss = results['loss'] < self.current_best_loss
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if print_all or is_best_loss:
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if is_best_loss:
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self.current_best_loss = results['loss']
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log_str = self.format_results_logstring(results)
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# Colorize output
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if self.config.get('print_colorized', False):
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if results['total_profit'] > 0:
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log_str = Fore.GREEN + log_str
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if print_all and is_best_loss:
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log_str = Style.BRIGHT + log_str
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if print_all:
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print(log_str)
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else:
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@@ -169,7 +180,6 @@ class Hyperopt(Backtesting):
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total = self.total_epochs
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res = results['results_explanation']
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loss = results['loss']
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self.current_best_loss = results['loss']
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log_str = f'{current:5d}/{total}: {res} Objective: {loss:.5f}'
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log_str = f'*{log_str}' if results['is_initial_point'] else f' {log_str}'
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return log_str
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@@ -237,6 +247,7 @@ class Hyperopt(Backtesting):
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results_explanation = self.format_results(results)
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trade_count = len(results.index)
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total_profit = results.profit_abs.sum()
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# If this evaluation contains too short amount of trades to be
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# interesting -- consider it as 'bad' (assigned max. loss value)
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@@ -247,6 +258,7 @@ class Hyperopt(Backtesting):
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'loss': MAX_LOSS,
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'params': params,
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'results_explanation': results_explanation,
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'total_profit': total_profit,
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}
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loss = self.calculate_loss(results=results, trade_count=trade_count,
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@@ -256,6 +268,7 @@ class Hyperopt(Backtesting):
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'loss': loss,
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'params': params,
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'results_explanation': results_explanation,
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'total_profit': total_profit,
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}
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def format_results(self, results: DataFrame) -> str:
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@@ -339,6 +352,10 @@ class Hyperopt(Backtesting):
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logger.info(f'Number of parallel jobs set as: {config_jobs}')
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opt = self.get_optimizer(config_jobs)
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if self.config.get('print_colorized', False):
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colorama_init(autoreset=True)
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try:
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with Parallel(n_jobs=config_jobs) as parallel:
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jobs = parallel._effective_n_jobs()
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@@ -578,7 +578,8 @@ def test_generate_optimizer(mocker, default_conf) -> None:
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'loss': 1.9840569076926293,
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'results_explanation': ' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC '
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'( 2.31Σ%). Avg duration 100.0 mins.',
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'params': optimizer_param
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'params': optimizer_param,
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'total_profit': 0.00023300
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}
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hyperopt = Hyperopt(default_conf)
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