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Keep hyperopt result history

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This commit is contained in:
Matthias 2020-09-27 16:33:26 +02:00
parent 7a652b07d5
commit ff96cf154c
1 changed files with 9 additions and 6 deletions
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15
freqtrade/optimize/hyperopt.py
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@ -10,6 +10,7 @@ import logging
import random
import warnings
from collections import OrderedDict
from datetime import datetime
from math import ceil
from operator import itemgetter
from pathlib import Path
@ -25,16 +26,15 @@ from joblib import (Parallel, cpu_count, delayed, dump, load,
wrap_non_picklable_objects)
from pandas import DataFrame, isna, json_normalize
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
from freqtrade.data.converter import trim_dataframe
from freqtrade.data.history import get_timerange
from freqtrade.exceptions import OperationalException
from freqtrade.misc import plural, round_dict
from freqtrade.misc import file_dump_json, plural, round_dict
from freqtrade.optimize.backtesting import Backtesting
# Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
from freqtrade.optimize.hyperopt_interface import IHyperOpt # noqa: F401
from freqtrade.optimize.hyperopt_loss_interface import \
IHyperOptLoss # noqa: F401
from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss # noqa: F401
from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver,
HyperOptResolver)
from freqtrade.strategy import IStrategy
@ -77,9 +77,9 @@ class Hyperopt:
self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
time_now = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
self.results_file = (self.config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
'hyperopt_results' / f'hyperopt_results_{time_now}.pickle')
self.data_pickle_file = (self.config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_tickerdata.pkl')
self.total_epochs = config.get('epochs', 0)
@ -162,6 +162,9 @@ class Hyperopt:
self.num_epochs_saved = num_epochs
logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
f"saved to '{self.results_file}'.")
# Store hyperopt filename
latest_filename = Path.joinpath(self.results_file.parent, LAST_BT_RESULT_FN)
file_dump_json(latest_filename, {'latest_hyperopt': str(self.results_file.name)})
@staticmethod
def _read_results(results_file: Path) -> List: