Merge pull request #2888 from Fredrik81/hyperopt-filters

Added filter options to "hyperopt-list" in order to easier find epochs.

docs/utils.md

@@ -413,17 +413,40 @@ You can list the hyperoptimization epochs the Hyperopt module evaluated previous
 ```
 usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH] [--best]
-                               [--profitable] [--no-color] [--print-json]
+                               [--profitable] [--min-avg-time FLOAT]
-                               [--no-details]
+                               [--max-avg-time FLOAT] [--min-avg-profit FLOAT]
+                               [--min-total-profit FLOAT] [--no-color]
+                               [--print-json] [--no-details]
 
 optional arguments:
   -h, --help            show this help message and exit
   --best                Select only best epochs.
   --profitable          Select only profitable epochs.
+  --min-avg-time FLOAT  Select epochs on above average time.
+  --max-avg-time FLOAT  Select epochs on under average time.
+  --min-avg-profit FLOAT
+                        Select epochs on above average profit.
+  --min-total-profit FLOAT
+                        Select epochs on above total profit.
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.
   --no-details          Do not print best epoch details.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
 ```
  
 ### Examples

freqtrade/commands/arguments.py

@@ -61,8 +61,10 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]
 
-ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_colorized",
+ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
-                      "print_json", "hyperopt_list_no_details"]
+                      "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
+                      "hyperopt_list_min_avg_profit", "hyperopt_list_min_total_profit",
+                      "print_colorized", "print_json", "hyperopt_list_no_details"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperopt_show_no_header"]

freqtrade/commands/cli_options.py

@@ -398,6 +398,30 @@ AVAILABLE_CLI_OPTIONS = {
         help='Select only best epochs.',
         action='store_true',
     ),
+    "hyperopt_list_min_avg_time": Arg(
+        '--min-avg-time',
+        help='Select epochs on above average time.',
+        type=float,
+        metavar='FLOAT',
+    ),
+    "hyperopt_list_max_avg_time": Arg(
+        '--max-avg-time',
+        help='Select epochs on under average time.',
+        type=float,
+        metavar='FLOAT',
+    ),
+    "hyperopt_list_min_avg_profit": Arg(
+        '--min-avg-profit',
+        help='Select epochs on above average profit.',
+        type=float,
+        metavar='FLOAT',
+    ),
+    "hyperopt_list_min_total_profit": Arg(
+        '--min-total-profit',
+        help='Select epochs on above total profit.',
+        type=float,
+        metavar='FLOAT',
+    ),
     "hyperopt_list_no_details": Arg(
         '--no-details',
         help='Do not print best epoch details.',

freqtrade/commands/hyperopt_commands.py

@@ -19,13 +19,20 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    only_best = config.get('hyperopt_list_best', False)
-    only_profitable = config.get('hyperopt_list_profitable', False)
     print_colorized = config.get('print_colorized', False)
     print_json = config.get('print_json', False)
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 
+    filteroptions = {
+        'only_best': config.get('hyperopt_list_best', False),
+        'only_profitable': config.get('hyperopt_list_profitable', False),
+        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
+        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
+        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
+        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None)
+    }
+
     trials_file = (config['user_data_dir'] /
                    'hyperopt_results' / 'hyperopt_results.pickle')
 
@@ -33,7 +40,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     trials = Hyperopt.load_previous_results(trials_file)
     total_epochs = len(trials)
 
-    trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
+    trials = _hyperopt_filter_trials(trials, filteroptions)
 
     # TODO: fetch the interval for epochs to print from the cli option
     epoch_start, epoch_stop = 0, None
@@ -44,7 +51,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     try:
         # Human-friendly indexes used here (starting from 1)
         for val in trials[epoch_start:epoch_stop]:
-            Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized)
+            Hyperopt.print_results_explanation(val, total_epochs,
+                                               not filteroptions['only_best'], print_colorized)
 
     except KeyboardInterrupt:
         print('User interrupted..')
@@ -63,8 +71,14 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    only_best = config.get('hyperopt_list_best', False)
+    filteroptions = {
-    only_profitable = config.get('hyperopt_list_profitable', False)
+        'only_best': config.get('hyperopt_list_best', False),
+        'only_profitable': config.get('hyperopt_list_profitable', False),
+        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
+        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
+        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
+        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None)
+    }
     no_header = config.get('hyperopt_show_no_header', False)
 
     trials_file = (config['user_data_dir'] /
@@ -74,7 +88,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     trials = Hyperopt.load_previous_results(trials_file)
     total_epochs = len(trials)
 
-    trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
+    trials = _hyperopt_filter_trials(trials, filteroptions)
     trials_epochs = len(trials)
 
     n = config.get('hyperopt_show_index', -1)
@@ -97,18 +111,43 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
                                      header_str="Epoch details")
 
 
-def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
+def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
     """
     Filter our items from the list of hyperopt results
     """
-    if only_best:
+    if filteroptions['only_best']:
         trials = [x for x in trials if x['is_best']]
-    if only_profitable:
+    if filteroptions['only_profitable']:
         trials = [x for x in trials if x['results_metrics']['profit'] > 0]
+    if filteroptions['filter_min_avg_time'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
+                 ]
+    if filteroptions['filter_max_avg_time'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
+                 ]
+    if filteroptions['filter_min_avg_profit'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['avg_profit']
+                    > filteroptions['filter_min_avg_profit']
+                 ]
+    if filteroptions['filter_min_total_profit'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
+                 ]
 
     logger.info(f"{len(trials)} " +
-                ("best " if only_best else "") +
+                ("best " if filteroptions['only_best'] else "") +
-                ("profitable " if only_profitable else "") +
+                ("profitable " if filteroptions['only_profitable'] else "") +
                 "epochs found.")
 
     return trials

freqtrade/configuration/configuration.py

@@ -310,6 +310,18 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_list_profitable',
                              logstring='Parameter --profitable detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_min_avg_time',
+                             logstring='Parameter --min-avg-time detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_max_avg_time',
+                             logstring='Parameter --max-avg-time detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
+                             logstring='Parameter --min-avg-profit detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_min_total_profit',
+                             logstring='Parameter --min-total-profit detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_no_details',
                              logstring='Parameter --no-details detected: {}')
 

tests/commands/test_commands.py

@@ -778,6 +778,64 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert all(x not in captured.out
                for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
                          " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--min-avg-profit", "0.11"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 10/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--min-total-profit", "0.4"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--min-avg-time", "2000"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
+                         " 8/12", " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--max-avg-time", "1500"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 6/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
+                         " 9/12", " 10/12", " 11/12", " 12/12"])
 
 
 def test_hyperopt_show(mocker, capsys, hyperopt_results):