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Fix stake_currency return by Hyperopt

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Hyperopt had BTC hard coded in the result. This commit  will display
the real stake_currency used.

If you used `"stake_currency": "USDT",` in your config file.
Before this commit you saw a message like:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins."

Now with the commit, we fix the wrong BTC currency:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."
This commit is contained in:
Gerald Lonlas 2018-06-02 14:07:31 -07:00
parent 127cf5d619
commit fe8ff1b929
2 changed files with 21 additions and 6 deletions
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6
freqtrade/optimize/hyperopt.py
View File

@ -479,16 +479,16 @@ class Hyperopt(Backtesting):
'result': result_explanation, 'result': result_explanation,
} }
@staticmethod def format_results(self, results: DataFrame) -> str:
def format_results(results: DataFrame) -> str:
""" """
Return the format result in a string Return the format result in a string
""" """
return ('{:6d} trades. Avg profit {: 5.2f}%. ' return ('{:6d} trades. Avg profit {: 5.2f}%. '
'Total profit {: 11.8f} BTC ({:.4f}Σ%). Avg duration {:5.1f} mins.').format( 'Total profit {: 11.8f} {} ({:.4f}Σ%). Avg duration {:5.1f} mins.').format(
len(results.index), len(results.index),
results.profit_percent.mean() * 100.0, results.profit_percent.mean() * 100.0,
results.profit_BTC.sum(), results.profit_BTC.sum(),
self.config['stake_currency'],
results.profit_percent.sum(), results.profit_percent.sum(),
results.duration.mean(), results.duration.mean(),
) )

21
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -389,10 +389,12 @@ def test_start_uses_mongotrials(mocker, init_hyperopt, default_conf) -> None:
# test buy_strategy_generator def populate_buy_trend # test buy_strategy_generator def populate_buy_trend
# test optimizer if 'ro_t1' in params # test optimizer if 'ro_t1' in params
def test_format_results(): def test_format_results(init_hyperopt):
""" """
Test Hyperopt.format_results() Test Hyperopt.format_results()
""" """
# Test with BTC as stake_currency
trades = [ trades = [
('ETH/BTC', 2, 2, 123), ('ETH/BTC', 2, 2, 123),
('LTC/BTC', 1, 1, 123), ('LTC/BTC', 1, 1, 123),
@ -400,8 +402,21 @@ def test_format_results():
] ]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
df = pd.DataFrame.from_records(trades, columns=labels) df = pd.DataFrame.from_records(trades, columns=labels)
x = Hyperopt.format_results(df)
assert x.find(' 66.67%') result = _HYPEROPT.format_results(df)
assert result.find(' 66.67%')
assert result.find('Total profit 1.00000000 BTC')
assert result.find('2.0000Σ %')
# Test with EUR as stake_currency
trades = [
('ETH/EUR', 2, 2, 123),
('LTC/EUR', 1, 1, 123),
('XPR/EUR', -1, -2, -246)
]
df = pd.DataFrame.from_records(trades, columns=labels)
result = _HYPEROPT.format_results(df)
assert result.find('Total profit 1.00000000 EUR')
def test_signal_handler(mocker, init_hyperopt): def test_signal_handler(mocker, init_hyperopt):