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https://github.com/freqtrade/freqtrade.git
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Store epochs as json per line
This commit is contained in:
Matthias
parent
7398ea88e0
commit
06bf1aa274
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@ -5,15 +5,16 @@ This module contains the hyperopt logic
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"""
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import logging
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import os
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import random
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import warnings
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from datetime import datetime, timezone
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from math import ceil
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from operator import itemgetter
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from pathlib import Path
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from typing import Any, Dict, List, Optional
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import progressbar
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import rapidjson
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from colorama import Fore, Style
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from colorama import init as colorama_init
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from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
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@ -86,7 +87,7 @@ class Hyperopt:
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time_now = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
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strategy = str(self.config['strategy'])
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self.results_file: Path = (self.config['user_data_dir'] / 'hyperopt_results' /
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f'strategy_{strategy}_hyperopt_results_{time_now}.pickle')
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f'strategy_{strategy}_hyperopt_results_{time_now}.fthypt')
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self.data_pickle_file = (self.config['user_data_dir'] /
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'hyperopt_results' / 'hyperopt_tickerdata.pkl')
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self.total_epochs = config.get('epochs', 0)
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@ -96,9 +97,7 @@ class Hyperopt:
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self.clean_hyperopt()
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self.num_epochs_saved = 0
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# Previous evaluations
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self.epochs: List = []
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self.current_best_epoch: Optional[Dict[str, Any]] = None
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# Populate functions here (hasattr is slow so should not be run during "regular" operations)
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if hasattr(self.custom_hyperopt, 'populate_indicators'):
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@ -156,15 +155,18 @@ class Hyperopt:
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# and the values are taken from the list of parameters.
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return {d.name: v for d, v in zip(dimensions, raw_params)}
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def _save_results(self) -> None:
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def _save_result(self, epoch: Dict) -> None:
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"""
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Save hyperopt results to file
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Store one line per epoch.
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While not a valid json object - this allows appending easily.
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:param epoch: result dictionary for this epoch.
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"""
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num_epochs = len(self.epochs)
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if num_epochs > self.num_epochs_saved:
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logger.debug(f"Saving {num_epochs} {plural(num_epochs, 'epoch')}.")
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dump(self.epochs, self.results_file)
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self.num_epochs_saved = num_epochs
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with self.results_file.open('a') as f:
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rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
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f.write(os.linesep)
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self.num_epochs_saved += 1
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logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
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f"saved to '{self.results_file}'.")
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# Store hyperopt filename
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@ -442,25 +444,21 @@ class Hyperopt:
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if is_best:
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self.current_best_loss = val['loss']
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self.epochs.append(val)
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self.current_best_epoch = val
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# Save results after each best epoch and every 100 epochs
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if is_best or current % 100 == 0:
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self._save_results()
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self._save_result(val)
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pbar.update(current)
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except KeyboardInterrupt:
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print('User interrupted..')
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self._save_results()
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logger.info(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
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f"saved to '{self.results_file}'.")
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if self.epochs:
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sorted_epochs = sorted(self.epochs, key=itemgetter('loss'))
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best_epoch = sorted_epochs[0]
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HyperoptTools.print_epoch_details(best_epoch, self.total_epochs, self.print_json)
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if self.current_best_epoch:
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HyperoptTools.print_epoch_details(self.current_best_epoch, self.total_epochs,
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self.print_json)
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else:
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# This is printed when Ctrl+C is pressed quickly, before first epochs have
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# a chance to be evaluated.
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@ -386,7 +386,8 @@ def test_roi_table_generation(hyperopt) -> None:
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def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
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dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
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mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
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@ -425,9 +426,9 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
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out, err = capsys.readouterr()
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assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out
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assert dumper.called
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# Should be called twice, once for historical candle data, once to save evaluations
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assert dumper.call_count == 2
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# Should be called for historical candle data
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assert dumper.call_count == 1
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assert dumper2.call_count == 1
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assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
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assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
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assert hasattr(hyperopt, "max_open_trades")
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@ -714,7 +715,8 @@ def test_clean_hyperopt(mocker, hyperopt_conf, caplog):
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def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
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dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
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mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
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@ -765,13 +767,14 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
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':{},"stoploss":null,"trailing_stop":null}'
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)
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assert result_str in out # noqa: E501
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assert dumper.called
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# Should be called twice, once for historical candle data, once to save evaluations
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assert dumper.call_count == 2
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# Should be called for historical candle data
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assert dumper.call_count == 1
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assert dumper2.call_count == 1
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def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
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dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
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mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
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MagicMock(return_value=(MagicMock(), None)))
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@ -813,13 +816,14 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
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out, err = capsys.readouterr()
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assert '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi":{},"stoploss":null}' in out # noqa: E501
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assert dumper.called
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# Should be called twice, once for historical candle data, once to save evaluations
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assert dumper.call_count == 2
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# Should be called for historical candle data
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assert dumper.call_count == 1
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assert dumper2.call_count == 1
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def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
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dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
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mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
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MagicMock(return_value=(MagicMock(), None)))
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@ -860,13 +864,14 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
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out, err = capsys.readouterr()
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assert '{"minimal_roi":{},"stoploss":null}' in out
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assert dumper.called
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# Should be called twice, once for historical candle data, once to save evaluations
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assert dumper.call_count == 2
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assert dumper.call_count == 1
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assert dumper2.call_count == 1
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def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
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dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
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mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
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MagicMock(return_value=(MagicMock(), None)))
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@ -908,9 +913,9 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
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out, err = capsys.readouterr()
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assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out
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assert dumper.called
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# Should be called twice, once for historical candle data, once to save evaluations
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assert dumper.call_count == 2
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assert dumper.call_count == 1
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assert dumper2.call_count == 1
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assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
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assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
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assert hasattr(hyperopt, "max_open_trades")
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@ -946,7 +951,8 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
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def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
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dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
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mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
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MagicMock(return_value=(MagicMock(), None)))
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@ -989,8 +995,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
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out, err = capsys.readouterr()
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assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out
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assert dumper.called
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# Should be called twice, once for historical candle data, once to save evaluations
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assert dumper.call_count == 2
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assert dumper.call_count == 1
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assert dumper2.call_count == 1
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assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
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assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
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assert hasattr(hyperopt, "max_open_trades")
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@ -999,7 +1005,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
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def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
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dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
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dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
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mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
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MagicMock(return_value=(MagicMock(), None)))
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@ -1042,8 +1049,8 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
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out, err = capsys.readouterr()
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assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out
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assert dumper.called
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# Should be called twice, once for historical candle data, once to save evaluations
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assert dumper.call_count == 2
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assert dumper.call_count == 1
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assert dumper2.call_count == 1
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assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
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assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
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assert hasattr(hyperopt, "max_open_trades")
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