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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 random
import warnings import warnings
from collections import OrderedDict from collections import OrderedDict
from datetime import datetime
from math import ceil from math import ceil
from operator import itemgetter from operator import itemgetter
from pathlib import Path from pathlib import Path
@ -25,16 +26,15 @@ from joblib import (Parallel, cpu_count, delayed, dump, load,
wrap_non_picklable_objects) wrap_non_picklable_objects)
from pandas import DataFrame, isna, json_normalize 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.converter import trim_dataframe
from freqtrade.data.history import get_timerange from freqtrade.data.history import get_timerange
from freqtrade.exceptions import OperationalException 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 from freqtrade.optimize.backtesting import Backtesting
# Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
from freqtrade.optimize.hyperopt_interface import IHyperOpt # noqa: F401 from freqtrade.optimize.hyperopt_interface import IHyperOpt # noqa: F401
from freqtrade.optimize.hyperopt_loss_interface import \ from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss # noqa: F401
IHyperOptLoss # noqa: F401
from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver, from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver,
HyperOptResolver) HyperOptResolver)
from freqtrade.strategy import IStrategy from freqtrade.strategy import IStrategy
@ -77,9 +77,9 @@ class Hyperopt:
self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config) self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function 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'] / 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'] / self.data_pickle_file = (self.config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_tickerdata.pkl') 'hyperopt_results' / 'hyperopt_tickerdata.pkl')
self.total_epochs = config.get('epochs', 0) self.total_epochs = config.get('epochs', 0)
@ -162,6 +162,9 @@ class Hyperopt:
self.num_epochs_saved = num_epochs self.num_epochs_saved = num_epochs
logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} " logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
f"saved to '{self.results_file}'.") 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 @staticmethod
def _read_results(results_file: Path) -> List: def _read_results(results_file: Path) -> List: