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fix Hyperopt-list avg-time filters

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These should use a numeric field (which currently isn't available).

closes #5061
This commit is contained in:
Matthias
2021-05-31 20:00:47 +02:00
parent 2f816dff9b
commit f920c26802
4 changed files with 31 additions and 13 deletions
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8
freqtrade/commands/hyperopt_commands.py
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@@ -197,8 +197,12 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
return x['results_metrics']['duration']
else:
# New mode
avg = x['results_metrics']['holding_avg']
return avg.total_seconds() // 60
if 'holding_avg_s' in x['results_metrics']:
avg = x['results_metrics']['holding_avg_s']
return avg // 60
raise OperationalException(
"Holding-average not available. Please omit the filter on average time, "
"or rerun hyperopt with this version")
if filteroptions['filter_min_avg_time'] is not None:
epochs = _hyperopt_filter_epochs_trade(epochs, 0)

19
freqtrade/optimize/optimize_reports.py
View File

@@ -232,16 +232,23 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
zero_duration_trades = len(results.loc[(results['trade_duration'] == 0) &
(results['sell_reason'] == 'trailing_stop_loss')])
holding_avg = (timedelta(minutes=round(results['trade_duration'].mean()))
if not results.empty else timedelta())
winner_holding_avg = (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
if not winning_trades.empty else timedelta())
loser_holding_avg = (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
if not losing_trades.empty else timedelta())
return {
'wins': len(winning_trades),
'losses': len(losing_trades),
'draws': len(draw_trades),
'holding_avg': (timedelta(minutes=round(results['trade_duration'].mean()))
if not results.empty else timedelta()),
'winner_holding_avg': (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
if not winning_trades.empty else timedelta()),
'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
if not losing_trades.empty else timedelta()),
'holding_avg': holding_avg,
'holding_avg_s': holding_avg.total_seconds(),
'winner_holding_avg': winner_holding_avg,
'winner_holding_avg_s': winner_holding_avg.total_seconds(),
'loser_holding_avg': loser_holding_avg,
'loser_holding_avg_s': loser_holding_avg.total_seconds(),
'zero_duration_trades': zero_duration_trades,
}