import io import logging from pathlib import Path from typing import Any, Dict, List import rapidjson import tabulate from colorama import Fore, Style from pandas import isna, json_normalize from freqtrade.exceptions import OperationalException from freqtrade.misc import round_coin_value, round_dict logger = logging.getLogger(__name__) class HyperoptTools(): @staticmethod def has_space(config: Dict[str, Any], space: str) -> bool: """ Tell if the space value is contained in the configuration """ # The 'trailing' space is not included in the 'default' set of spaces if space == 'trailing': return any(s in config['spaces'] for s in [space, 'all']) else: return any(s in config['spaces'] for s in [space, 'all', 'default']) @staticmethod def _read_results_pickle(results_file: Path) -> List: """ Read hyperopt results from pickle file LEGACY method - new files are written as json and cannot be read with this method. """ from joblib import load logger.info(f"Reading pickled epochs from '{results_file}'") data = load(results_file) return data @staticmethod def _read_results(results_file: Path) -> List: """ Read hyperopt results from file """ import rapidjson logger.info(f"Reading epochs from '{results_file}'") with results_file.open('r') as f: data = [rapidjson.loads(line) for line in f] return data @staticmethod def load_previous_results(results_file: Path) -> List: """ Load data for epochs from the file if we have one """ epochs: List = [] if results_file.is_file() and results_file.stat().st_size > 0: if results_file.suffix == '.pickle': epochs = HyperoptTools._read_results_pickle(results_file) else: epochs = HyperoptTools._read_results(results_file) # Detection of some old format, without 'is_best' field saved if epochs[0].get('is_best') is None: raise OperationalException( "The file with HyperoptTools results is incompatible with this version " "of Freqtrade and cannot be loaded.") logger.info(f"Loaded {len(epochs)} previous evaluations from disk.") return epochs @staticmethod def show_epoch_details(results, total_epochs: int, print_json: bool, no_header: bool = False, header_str: str = None) -> None: """ Display details of the hyperopt result """ params = results.get('params_details', {}) non_optimized = results.get('params_not_optimized', {}) # Default header string if header_str is None: header_str = "Best result" if not no_header: explanation_str = HyperoptTools._format_explanation_string(results, total_epochs) print(f"\n{header_str}:\n\n{explanation_str}\n") if print_json: result_dict: Dict = {} for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']: HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s) print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE)) else: HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:", non_optimized) HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:", non_optimized) HyperoptTools._params_pretty_print(params, 'roi', "ROI table:") HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:") HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:") @staticmethod def _params_update_for_json(result_dict, params, non_optimized, space: str) -> None: if space in params: space_params = HyperoptTools._space_params(params, space) space_non_optimized = HyperoptTools._space_params(non_optimized, space) all_space_params = space_params # Include non optimized params if there are any if len(space_non_optimized) > 0: for non_optimized_param in space_non_optimized: if non_optimized_param not in all_space_params: all_space_params[non_optimized_param] = \ space_non_optimized[non_optimized_param] if space in ['buy', 'sell']: result_dict.setdefault('params', {}).update(all_space_params) elif space == 'roi': # Convert keys in min_roi dict to strings because # rapidjson cannot dump dicts with integer keys... result_dict['minimal_roi'] = {str(k): v for k, v in all_space_params.items()} else: # 'stoploss', 'trailing' result_dict.update(all_space_params) @staticmethod def _params_pretty_print(params, space: str, header: str, non_optimized={}) -> None: if space in params or space in non_optimized: space_params = HyperoptTools._space_params(params, space, 5) result = f"\n# {header}\n" if space == 'stoploss': result += f"stoploss = {space_params.get('stoploss')}" elif space == 'roi': minimal_roi_result = rapidjson.dumps({ str(k): v for k, v in space_params.items() }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE) result += f"minimal_roi = {minimal_roi_result}" elif space == 'trailing': for k, v in space_params.items(): result += f'{k} = {v}\n' else: no_params = HyperoptTools._space_params(non_optimized, space, 5) result += f"{space}_params = {HyperoptTools._pprint(space_params, no_params)}" result = result.replace("\n", "\n ") print(result) @staticmethod def _space_params(params, space: str, r: int = None) -> Dict: d = params.get(space) if d: # Round floats to `r` digits after the decimal point if requested return round_dict(d, r) if r else d return {} @staticmethod def _pprint(params, non_optimized, indent: int = 4): """ Pretty-print hyperopt results (based on 2 dicts - with add. comment) """ p = params.copy() p.update(non_optimized) result = '{\n' for k, param in p.items(): result += " " * indent + f'"{k}": ' result += f'"{param}",' if isinstance(param, str) else f'{param},' if k in non_optimized: result += " # value loaded from strategy" result += "\n" result += '}' return result @staticmethod def is_best_loss(results, current_best_loss: float) -> bool: return bool(results['loss'] < current_best_loss) @staticmethod def format_results_explanation_string(results_metrics: Dict, stake_currency: str) -> str: """ Return the formatted results explanation in a string """ return (f"{results_metrics['total_trades']:6d} trades. " f"{results_metrics['wins']}/{results_metrics['draws']}" f"/{results_metrics['losses']} Wins/Draws/Losses. " f"Avg profit {results_metrics['profit_mean'] * 100: 6.2f}%. " f"Median profit {results_metrics['profit_median'] * 100: 6.2f}%. " f"Total profit {results_metrics['profit_total_abs']: 11.8f} {stake_currency} " f"({results_metrics['profit_total'] * 100: 7.2f}%). " f"Avg duration {results_metrics['holding_avg']} min." ) @staticmethod def _format_explanation_string(results, total_epochs) -> str: return (("*" if results['is_initial_point'] else " ") + f"{results['current_epoch']:5d}/{total_epochs}: " + f"{results['results_explanation']} " + f"Objective: {results['loss']:.5f}") @staticmethod def prepare_trials_columns(trials, legacy_mode: bool, has_drawdown: bool) -> str: trials['Best'] = '' if 'results_metrics.winsdrawslosses' not in trials.columns: # Ensure compatibility with older versions of hyperopt results trials['results_metrics.winsdrawslosses'] = 'N/A' if not has_drawdown: # Ensure compatibility with older versions of hyperopt results trials['results_metrics.max_drawdown_abs'] = None trials['results_metrics.max_drawdown'] = None if not legacy_mode: # New mode, using backtest result for metrics trials['results_metrics.winsdrawslosses'] = trials.apply( lambda x: f"{x['results_metrics.wins']} {x['results_metrics.draws']:>4} " f"{x['results_metrics.losses']:>4}", axis=1) trials = trials[['Best', 'current_epoch', 'results_metrics.total_trades', 'results_metrics.winsdrawslosses', 'results_metrics.profit_mean', 'results_metrics.profit_total_abs', 'results_metrics.profit_total', 'results_metrics.holding_avg', 'results_metrics.max_drawdown', 'results_metrics.max_drawdown_abs', 'loss', 'is_initial_point', 'is_best']] else: # Legacy mode trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count', 'results_metrics.winsdrawslosses', 'results_metrics.avg_profit', 'results_metrics.total_profit', 'results_metrics.profit', 'results_metrics.duration', 'results_metrics.max_drawdown', 'results_metrics.max_drawdown_abs', 'loss', 'is_initial_point', 'is_best']] trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit', 'Total profit', 'Profit', 'Avg duration', 'Max Drawdown', 'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_best'] return trials @staticmethod def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool, print_colorized: bool, remove_header: int) -> str: """ Log result table """ if not results: return '' tabulate.PRESERVE_WHITESPACE = True trials = json_normalize(results, max_level=1) legacy_mode = 'results_metrics.total_trades' not in trials has_drawdown = 'results_metrics.max_drawdown_abs' in trials.columns trials = HyperoptTools.prepare_trials_columns(trials, legacy_mode, has_drawdown) trials['is_profit'] = False trials.loc[trials['is_initial_point'], 'Best'] = '* ' trials.loc[trials['is_best'], 'Best'] = 'Best' trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best' trials.loc[trials['Total profit'] > 0, 'is_profit'] = True trials['Trades'] = trials['Trades'].astype(str) perc_multi = 1 if legacy_mode else 100 trials['Epoch'] = trials['Epoch'].apply( lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs) ) trials['Avg profit'] = trials['Avg profit'].apply( lambda x: f'{x * perc_multi:,.2f}%'.rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ') ) trials['Avg duration'] = trials['Avg duration'].apply( lambda x: f'{x:,.1f} m'.rjust(7, ' ') if isinstance(x, float) else f"{x}" if not isna(x) else "--".rjust(7, ' ') ) trials['Objective'] = trials['Objective'].apply( lambda x: f'{x:,.5f}'.rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ') ) stake_currency = config['stake_currency'] if has_drawdown: trials['Max Drawdown'] = trials.apply( lambda x: '{} {}'.format( round_coin_value(x['max_drawdown_abs'], stake_currency), '({:,.2f}%)'.format(x['Max Drawdown'] * perc_multi).rjust(10, ' ') ).rjust(25 + len(stake_currency)) if x['Max Drawdown'] != 0.0 else '--'.rjust(25 + len(stake_currency)), axis=1 ) else: trials = trials.drop(columns=['Max Drawdown']) trials = trials.drop(columns=['max_drawdown_abs']) trials['Profit'] = trials.apply( lambda x: '{} {}'.format( round_coin_value(x['Total profit'], stake_currency), '({:,.2f}%)'.format(x['Profit'] * perc_multi).rjust(10, ' ') ).rjust(25+len(stake_currency)) if x['Total profit'] != 0.0 else '--'.rjust(25+len(stake_currency)), axis=1 ) trials = trials.drop(columns=['Total profit']) if print_colorized: for i in range(len(trials)): if trials.loc[i]['is_profit']: for j in range(len(trials.loc[i])-3): trials.iat[i, j] = "{}{}{}".format(Fore.GREEN, str(trials.loc[i][j]), Fore.RESET) if trials.loc[i]['is_best'] and highlight_best: for j in range(len(trials.loc[i])-3): trials.iat[i, j] = "{}{}{}".format(Style.BRIGHT, str(trials.loc[i][j]), Style.RESET_ALL) trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit']) if remove_header > 0: table = tabulate.tabulate( trials.to_dict(orient='list'), tablefmt='orgtbl', headers='keys', stralign="right" ) table = table.split("\n", remove_header)[remove_header] elif remove_header < 0: table = tabulate.tabulate( trials.to_dict(orient='list'), tablefmt='psql', headers='keys', stralign="right" ) table = "\n".join(table.split("\n")[0:remove_header]) else: table = tabulate.tabulate( trials.to_dict(orient='list'), tablefmt='psql', headers='keys', stralign="right" ) return table @staticmethod def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool, csv_file: str) -> None: """ Log result to csv-file """ if not results: return # Verification for overwrite if Path(csv_file).is_file(): logger.error(f"CSV file already exists: {csv_file}") return try: io.open(csv_file, 'w+').close() except IOError: logger.error(f"Failed to create CSV file: {csv_file}") return trials = json_normalize(results, max_level=1) trials['Best'] = '' trials['Stake currency'] = config['stake_currency'] if 'results_metrics.total_trades' in trials: base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades', 'results_metrics.profit_mean', 'results_metrics.profit_median', 'results_metrics.profit_total', 'Stake currency', 'results_metrics.profit_total_abs', 'results_metrics.holding_avg', 'loss', 'is_initial_point', 'is_best'] perc_multi = 100 else: perc_multi = 1 base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count', 'results_metrics.avg_profit', 'results_metrics.median_profit', 'results_metrics.total_profit', 'Stake currency', 'results_metrics.profit', 'results_metrics.duration', 'loss', 'is_initial_point', 'is_best'] param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()] trials = trials[base_metrics + param_metrics] base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Median profit', 'Total profit', 'Stake currency', 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] param_columns = list(results[0]['params_dict'].keys()) trials.columns = base_columns + param_columns trials['is_profit'] = False trials.loc[trials['is_initial_point'], 'Best'] = '*' trials.loc[trials['is_best'], 'Best'] = 'Best' trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best' trials.loc[trials['Total profit'] > 0, 'is_profit'] = True trials['Epoch'] = trials['Epoch'].astype(str) trials['Trades'] = trials['Trades'].astype(str) trials['Median profit'] = trials['Median profit'] * perc_multi trials['Total profit'] = trials['Total profit'].apply( lambda x: f'{x:,.8f}' if x != 0.0 else "" ) trials['Profit'] = trials['Profit'].apply( lambda x: f'{x:,.2f}' if not isna(x) else "" ) trials['Avg profit'] = trials['Avg profit'].apply( lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else "" ) if perc_multi == 1: trials['Avg duration'] = trials['Avg duration'].apply( lambda x: f'{x:,.1f} m' if isinstance( x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else "" ) trials['Objective'] = trials['Objective'].apply( lambda x: f'{x:,.5f}' if x != 100000 else "" ) trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit']) trials.to_csv(csv_file, index=False, header=True, mode='w', encoding='UTF-8') logger.info(f"CSV file created: {csv_file}")