106 lines
3.6 KiB
Python
Executable File
106 lines
3.6 KiB
Python
Executable File
import logging
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from operator import itemgetter
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from typing import Any, Dict
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from colorama import init as colorama_init
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from freqtrade.configuration import setup_utils_configuration
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from freqtrade.data.btanalysis import get_latest_hyperopt_file
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from freqtrade.enums import RunMode
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from freqtrade.exceptions import OperationalException
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from freqtrade.optimize.optimize_reports import show_backtest_result
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logger = logging.getLogger(__name__)
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def start_hyperopt_list(args: Dict[str, Any]) -> None:
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"""
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List hyperopt epochs previously evaluated
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"""
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from freqtrade.optimize.hyperopt_tools import HyperoptTools
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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print_colorized = config.get('print_colorized', False)
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print_json = config.get('print_json', False)
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export_csv = config.get('export_csv', None)
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no_details = config.get('hyperopt_list_no_details', False)
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no_header = False
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results_file = get_latest_hyperopt_file(
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config['user_data_dir'] / 'hyperopt_results',
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config.get('hyperoptexportfilename'))
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# Previous evaluations
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epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
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if print_colorized:
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colorama_init(autoreset=True)
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if not export_csv:
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try:
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print(HyperoptTools.get_result_table(config, epochs, total_epochs,
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not config.get('hyperopt_list_best', False),
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print_colorized, 0))
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except KeyboardInterrupt:
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print('User interrupted..')
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if epochs and not no_details:
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sorted_epochs = sorted(epochs, key=itemgetter('loss'))
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results = sorted_epochs[0]
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HyperoptTools.show_epoch_details(results, total_epochs, print_json, no_header)
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if epochs and export_csv:
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HyperoptTools.export_csv_file(
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config, epochs, total_epochs, not config.get('hyperopt_list_best', False), export_csv
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)
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def start_hyperopt_show(args: Dict[str, Any]) -> None:
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"""
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Show details of a hyperopt epoch previously evaluated
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"""
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from freqtrade.optimize.hyperopt_tools import HyperoptTools
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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print_json = config.get('print_json', False)
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no_header = config.get('hyperopt_show_no_header', False)
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results_file = get_latest_hyperopt_file(
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config['user_data_dir'] / 'hyperopt_results',
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config.get('hyperoptexportfilename'))
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n = config.get('hyperopt_show_index', -1)
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# Previous evaluations
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epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
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filtered_epochs = len(epochs)
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if n > filtered_epochs:
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raise OperationalException(
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f"The index of the epoch to show should be less than {filtered_epochs + 1}.")
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if n < -filtered_epochs:
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raise OperationalException(
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f"The index of the epoch to show should be greater than {-filtered_epochs - 1}.")
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# Translate epoch index from human-readable format to pythonic
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if n > 0:
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n -= 1
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if epochs:
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val = epochs[n]
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metrics = val['results_metrics']
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if 'strategy_name' in metrics:
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strategy_name = metrics['strategy_name']
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show_backtest_result(strategy_name, metrics,
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metrics['stake_currency'])
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HyperoptTools.try_export_params(config, strategy_name, val)
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HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
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header_str="Epoch details")
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# TODO-lev: Hyperopt optimal leverage
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