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Update hyperopt.py

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MoonGem 2018-03-22 23:00:47 -05:00 committed by GitHub
parent 8d65452631
commit e49e361da5
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1 changed files with 26 additions and 21 deletions
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47
freqtrade/optimize/hyperopt.py
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@ -21,7 +21,7 @@ import talib.abstract as ta
from hyperopt import STATUS_FAIL, STATUS_OK, Trials, fmin, hp, space_eval, tpe
from hyperopt.mongoexp import MongoTrials
from pandas import DataFrame
import fire
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
@ -31,6 +31,18 @@ from freqtrade.optimize.backtesting import Backtesting
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'
)
async = 'Null'
attachments = 'Null'
class Hyperopt(Backtesting):
"""
Hyperopt class, this class contains all the logic to run a hyperopt simulation
@ -68,7 +80,7 @@ class Hyperopt(Backtesting):
# Hyperopt Trials
self.trials_file = os.path.join('user_data', 'hyperopt_trials.pickle')
self.trials = Trials()
self.trials = Testz()
@staticmethod
def populate_indicators(dataframe: DataFrame) -> DataFrame:
@ -515,12 +527,6 @@ class Hyperopt(Backtesting):
self.logger.info(
'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:
self.logger.info('Preparing Trials..')
signal.signal(signal.SIGINT, self.signal_handler)
@ -536,26 +542,24 @@ class Hyperopt(Backtesting):
self.total_tries
)
try:
# change the Logging format
self.logging.set_format('\n%(message)s')
A = self.generate_optimizer
B = self.hyperopt_space()
C = self.total_tries
def Tests():
best_parameters = fmin(
fn=self.generate_optimizer,
space=self.hyperopt_space(),
algo=tpe.suggest,
max_evals=self.total_tries,
trials=self.trials
trials=MongoTrials('mongo://127.0.0.1:1234/freqtrade_hyperopt/jobs')
)
results = sorted(self.trials.results, key=itemgetter('loss'))
best_result = results[0]['result']
except ValueError:
best_parameters = {}
best_result = 'Sorry, Hyperopt was not able to find good parameters. Please ' \
'try with more epochs (param: -e).'
# change the Logging format
self.logging.set_format('\n%(message)s')
# best_parameters = Tests(self)
best_parameters = Tests()
results = sorted(self.trials.results, key=itemgetter('loss'))
best_result = results[0]['result']
# Improve best parameter logging display
if best_parameters:
best_parameters = space_eval(
@ -586,6 +590,7 @@ class Hyperopt(Backtesting):
sys.exit(0)
def start(args: Namespace) -> None:
"""
Start Backtesting script