Merge pull request #2905 from Fredrik81/hyperopt-more-filters

Adding --min-trades, --max-trades, --max-avg-profit, --max-total-profit for hyperopt-list

docs/utils.md

@@ -413,21 +413,30 @@ You can list the hyperoptimization epochs the Hyperopt module evaluated previous
 ```
 usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH] [--best]
-                               [--profitable] [--min-avg-time FLOAT]
+                               [--profitable] [--min-trades INT]
+                               [--max-trades INT] [--min-avg-time FLOAT]
                                [--max-avg-time FLOAT] [--min-avg-profit FLOAT]
-                               [--min-total-profit FLOAT] [--no-color]
+                               [--max-avg-profit FLOAT]
+                               [--min-total-profit FLOAT]
+                               [--max-total-profit FLOAT] [--no-color]
                                [--print-json] [--no-details]
 
 optional arguments:
   -h, --help            show this help message and exit
   --best                Select only best epochs.
   --profitable          Select only profitable epochs.
+  --min-trades INT      Select epochs with more than INT trades.
+  --max-trades INT      Select epochs with less than INT trades.
   --min-avg-time FLOAT  Select epochs on above average time.
   --max-avg-time FLOAT  Select epochs on under average time.
   --min-avg-profit FLOAT
                         Select epochs on above average profit.
+  --max-avg-profit FLOAT
+                        Select epochs on below average profit.
   --min-total-profit FLOAT
                         Select epochs on above total profit.
+  --max-total-profit FLOAT
+                        Select epochs on below total profit.
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.

freqtrade/commands/arguments.py

@@ -62,8 +62,10 @@ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]
 
 ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
+                      "hyperopt_list_min_trades", "hyperopt_list_max_trades",
                       "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
-                      "hyperopt_list_min_avg_profit", "hyperopt_list_min_total_profit",
+                      "hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
+                      "hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
                       "print_colorized", "print_json", "hyperopt_list_no_details"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",

freqtrade/commands/cli_options.py

@@ -398,6 +398,18 @@ AVAILABLE_CLI_OPTIONS = {
         help='Select only best epochs.',
         action='store_true',
     ),
+    "hyperopt_list_min_trades": Arg(
+        '--min-trades',
+        help='Select epochs with more than INT trades.',
+        type=check_int_positive,
+        metavar='INT',
+    ),
+    "hyperopt_list_max_trades": Arg(
+        '--max-trades',
+        help='Select epochs with less than INT trades.',
+        type=check_int_positive,
+        metavar='INT',
+    ),
     "hyperopt_list_min_avg_time": Arg(
         '--min-avg-time',
         help='Select epochs on above average time.',
@@ -416,12 +428,24 @@ AVAILABLE_CLI_OPTIONS = {
         type=float,
         metavar='FLOAT',
     ),
+    "hyperopt_list_max_avg_profit": Arg(
+        '--max-avg-profit',
+        help='Select epochs on below average profit.',
+        type=float,
+        metavar='FLOAT',
+    ),
     "hyperopt_list_min_total_profit": Arg(
         '--min-total-profit',
         help='Select epochs on above total profit.',
         type=float,
         metavar='FLOAT',
     ),
+    "hyperopt_list_max_total_profit": Arg(
+        '--max-total-profit',
+        help='Select epochs on below total profit.',
+        type=float,
+        metavar='FLOAT',
+    ),
     "hyperopt_list_no_details": Arg(
         '--no-details',
         help='Do not print best epoch details.',

freqtrade/commands/hyperopt_commands.py

@@ -27,10 +27,14 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     filteroptions = {
         'only_best': config.get('hyperopt_list_best', False),
         'only_profitable': config.get('hyperopt_list_profitable', False),
+        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
+        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
         'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
         'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None)
+        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
+        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
+        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
     }
 
     trials_file = (config['user_data_dir'] /
@@ -74,10 +78,14 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     filteroptions = {
         'only_best': config.get('hyperopt_list_best', False),
         'only_profitable': config.get('hyperopt_list_profitable', False),
+        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
+        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
         'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
         'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None)
+        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
+        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
+        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
     }
     no_header = config.get('hyperopt_show_no_header', False)
 
@@ -119,6 +127,16 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
         trials = [x for x in trials if x['is_best']]
     if filteroptions['only_profitable']:
         trials = [x for x in trials if x['results_metrics']['profit'] > 0]
+    if filteroptions['filter_min_trades'] > 0:
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
+                 ]
+    if filteroptions['filter_max_trades'] > 0:
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
+                 ]
     if filteroptions['filter_min_avg_time'] is not None:
         trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
         trials = [
@@ -138,12 +156,25 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
                     if x['results_metrics']['avg_profit']
                     > filteroptions['filter_min_avg_profit']
                  ]
+    if filteroptions['filter_max_avg_profit'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['avg_profit']
+                    < filteroptions['filter_max_avg_profit']
+                 ]
     if filteroptions['filter_min_total_profit'] is not None:
         trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
         trials = [
                     x for x in trials
                     if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
                  ]
+    if filteroptions['filter_max_total_profit'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
+                 ]
 
     logger.info(f"{len(trials)} " +
                 ("best " if filteroptions['only_best'] else "") +

freqtrade/configuration/configuration.py

@@ -310,6 +310,12 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_list_profitable',
                              logstring='Parameter --profitable detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_min_trades',
+                             logstring='Parameter --min-trades detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_max_trades',
+                             logstring='Parameter --max-trades detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_min_avg_time',
                              logstring='Parameter --min-avg-time detected: {}')
 
@@ -319,9 +325,15 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
                              logstring='Parameter --min-avg-profit detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_max_avg_profit',
+                             logstring='Parameter --max-avg-profit detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_min_total_profit',
                              logstring='Parameter --min-total-profit detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_max_total_profit',
+                             logstring='Parameter --max-total-profit detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_no_details',
                              logstring='Parameter --no-details detected: {}')
 

tests/commands/test_commands.py

@@ -773,6 +773,35 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     pargs['config'] = None
     start_hyperopt_list(pargs)
     captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--min-trades", "20"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--max-trades", "20"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
     assert all(x in captured.out
                for x in [" 2/12", " 10/12"])
     assert all(x not in captured.out
@@ -793,6 +822,20 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert all(x not in captured.out
                for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
                          " 10/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--max-avg-profit", "0.10"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
     args = [
         "hyperopt-list",
         "--no-details",
@@ -807,6 +850,20 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert all(x not in captured.out
                for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
                          " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--max-total-profit", "0.4"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 4/12", " 10/12", " 12/12"])
     args = [
         "hyperopt-list",
         "--profitable",