Load latest file

This commit is contained in:
Matthias 2020-09-27 16:50:22 +02:00
parent ff96cf154c
commit c42a924df8
4 changed files with 53 additions and 9 deletions

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@ -7,6 +7,7 @@ from colorama import init as colorama_init
from freqtrade.configuration import setup_utils_configuration from freqtrade.configuration import setup_utils_configuration
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.state import RunMode from freqtrade.state import RunMode
from freqtrade.data.btanalysis import get_latest_hyperopt_file
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -40,8 +41,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
'filter_max_objective': config.get('hyperopt_list_max_objective', None), 'filter_max_objective': config.get('hyperopt_list_max_objective', None),
} }
results_file = (config['user_data_dir'] / results_file = get_latest_hyperopt_file(config['user_data_dir'] / 'hyperopt_results')
'hyperopt_results' / 'hyperopt_results.pickle')
# Previous evaluations # Previous evaluations
epochs = Hyperopt.load_previous_results(results_file) epochs = Hyperopt.load_previous_results(results_file)
@ -80,8 +80,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
print_json = config.get('print_json', False) print_json = config.get('print_json', False)
no_header = config.get('hyperopt_show_no_header', False) no_header = config.get('hyperopt_show_no_header', False)
results_file = (config['user_data_dir'] / results_file = get_latest_hyperopt_file(config['user_data_dir'] / 'hyperopt_results')
'hyperopt_results' / 'hyperopt_results.pickle')
n = config.get('hyperopt_show_index', -1) n = config.get('hyperopt_show_index', -1)
filteroptions = { filteroptions = {

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@ -21,10 +21,11 @@ BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index",
"open_rate", "close_rate", "open_at_end", "sell_reason"] "open_rate", "close_rate", "open_at_end", "sell_reason"]
def get_latest_backtest_filename(directory: Union[Path, str]) -> str: def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
""" """
Get latest backtest export based on '.last_result.json'. Get latest backtest export based on '.last_result.json'.
:param directory: Directory to search for last result :param directory: Directory to search for last result
:param variant: 'backtest' or 'hyperopt' - the method to return
:return: string containing the filename of the latest backtest result :return: string containing the filename of the latest backtest result
:raises: ValueError in the following cases: :raises: ValueError in the following cases:
* Directory does not exist * Directory does not exist
@ -44,10 +45,53 @@ def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
with filename.open() as file: with filename.open() as file:
data = json_load(file) data = json_load(file)
if 'latest_backtest' not in data: if f'latest_{variant}' not in data:
raise ValueError(f"Invalid '{LAST_BT_RESULT_FN}' format.") raise ValueError(f"Invalid '{LAST_BT_RESULT_FN}' format.")
return data['latest_backtest'] return data[f'latest_{variant}']
def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
"""
Get latest backtest export based on '.last_result.json'.
:param directory: Directory to search for last result
:return: string containing the filename of the latest backtest result
:raises: ValueError in the following cases:
* Directory does not exist
* `directory/.last_result.json` does not exist
* `directory/.last_result.json` has the wrong content
"""
return get_latest_optimize_filename(directory, 'backtest')
def get_latest_hyperopt_filename(directory: Union[Path, str]) -> str:
"""
Get latest hyperopt export based on '.last_result.json'.
:param directory: Directory to search for last result
:return: string containing the filename of the latest hyperopt result
:raises: ValueError in the following cases:
* Directory does not exist
* `directory/.last_result.json` does not exist
* `directory/.last_result.json` has the wrong content
"""
try:
return get_latest_optimize_filename(directory, 'hyperopt')
except ValueError:
# Return default (legacy) pickle filename
return 'hyperopt_results.pickle'
def get_latest_hyperopt_file(directory: Union[Path, str]) -> Path:
"""
Get latest hyperopt export based on '.last_result.json'.
:param directory: Directory to search for last result
:return: string containing the filename of the latest hyperopt result
:raises: ValueError in the following cases:
* Directory does not exist
* `directory/.last_result.json` does not exist
* `directory/.last_result.json` has the wrong content
"""
return directory / get_latest_hyperopt_filename(directory)
def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]: def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]:

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@ -657,8 +657,6 @@ class Hyperopt:
self.backtesting.strategy.dp = None # type: ignore self.backtesting.strategy.dp = None # type: ignore
IStrategy.dp = None # type: ignore IStrategy.dp = None # type: ignore
self.epochs = self.load_previous_results(self.results_file)
cpus = cpu_count() cpus = cpu_count()
logger.info(f"Found {cpus} CPU cores. Let's make them scream!") logger.info(f"Found {cpus} CPU cores. Let's make them scream!")
config_jobs = self.config.get('hyperopt_jobs', -1) config_jobs = self.config.get('hyperopt_jobs', -1)

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@ -497,6 +497,7 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> None: def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> None:
epochs = create_results(mocker, hyperopt, testdatadir) epochs = create_results(mocker, hyperopt, testdatadir)
mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None) mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
mock_dump_json = mocker.patch('freqtrade.optimize.hyperopt.file_dump_json', return_value=None)
results_file = testdatadir / 'optimize' / 'ut_results.pickle' results_file = testdatadir / 'optimize' / 'ut_results.pickle'
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
@ -505,6 +506,7 @@ def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> Non
hyperopt._save_results() hyperopt._save_results()
assert log_has(f"1 epoch saved to '{results_file}'.", caplog) assert log_has(f"1 epoch saved to '{results_file}'.", caplog)
mock_dump.assert_called_once() mock_dump.assert_called_once()
mock_dump_json.assert_called_once()
hyperopt.epochs = epochs + epochs hyperopt.epochs = epochs + epochs
hyperopt._save_results() hyperopt._save_results()