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hyperopt: --print-json option added

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hroff-1902 2019-08-15 21:39:04 +03:00
parent 585536835a
commit 4fa92ec0fa
4 changed files with 49 additions and 15 deletions
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2
freqtrade/configuration/arguments.py
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@ -22,7 +22,7 @@ ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_pos
ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
"position_stacking", "epochs", "spaces",
"use_max_market_positions", "print_all",
"print_colorized", "hyperopt_jobs",
"print_colorized", "print_json", "hyperopt_jobs",
"hyperopt_random_state", "hyperopt_min_trades",
"hyperopt_continue", "hyperopt_loss"]

6
freqtrade/configuration/cli_options.py
View File

@ -198,6 +198,12 @@ AVAILABLE_CLI_OPTIONS = {
action='store_false',
default=True,
),
"print_json": Arg(
'--print-json',
help='Print best result detailization in JSON format.',
action='store_true',
default=False,
),
"hyperopt_jobs": Arg(
'-j', '--job-workers',
help='The number of concurrently running jobs for hyperoptimization '

3
freqtrade/configuration/configuration.py
View File

@ -242,6 +242,9 @@ class Configuration(object):
else:
config.update({'print_colorized': True})
self._args_to_config(config, argname='print_json',
logstring='Parameter --print-json detected ...')
self._args_to_config(config, argname='hyperopt_jobs',
logstring='Parameter -j/--job-workers detected: {}')

53
freqtrade/optimize/hyperopt.py
View File

@ -8,11 +8,14 @@ import logging
import os
import sys
from collections import OrderedDict
from operator import itemgetter
from pathlib import Path
from pprint import pprint
from typing import Any, Dict, List, Optional
import rapidjson
from colorama import init as colorama_init
from colorama import Fore, Style
from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count
@ -133,22 +136,44 @@ class Hyperopt(Backtesting):
results = sorted(self.trials, key=itemgetter('loss'))
best_result = results[0]
params = best_result['params']
log_str = self.format_results_logstring(best_result)
print(f"\nBest result:\n\n{log_str}\n")
if self.has_space('buy'):
print('Buy hyperspace params:')
pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')},
indent=4)
if self.has_space('sell'):
print('Sell hyperspace params:')
pprint({p.name: params.get(p.name) for p in self.hyperopt_space('sell')},
indent=4)
if self.has_space('roi'):
print("ROI table:")
pprint(self.custom_hyperopt.generate_roi_table(params), indent=4)
if self.has_space('stoploss'):
print(f"Stoploss: {params.get('stoploss')}")
if self.config.get('print_json'):
result_dict = {}
if self.has_space('buy') or self.has_space('sell'):
result_dict['params'] = {}
if self.has_space('buy'):
result_dict['params'].update({p.name: params.get(p.name)
for p in self.hyperopt_space('buy')})
if self.has_space('sell'):
result_dict['params'].update({p.name: params.get(p.name)
for p in self.hyperopt_space('sell')})
if self.has_space('roi'):
min_roi = self.custom_hyperopt.generate_roi_table(params)
# Convert keys in min_roi dict to strings because
# rapidjson cannot dump dicts with integer keys...
# OrderedDict is used to keep the numeric order of the items
# in the dict.
min_roi = OrderedDict((str(k),v) for k,v in min_roi.items())
result_dict['minimal_roi'] = min_roi
if self.has_space('stoploss'):
result_dict['stoploss'] = params.get('stoploss')
print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
else:
if self.has_space('buy'):
print('Buy hyperspace params:')
pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')},
indent=4)
if self.has_space('sell'):
print('Sell hyperspace params:')
pprint({p.name: params.get(p.name) for p in self.hyperopt_space('sell')},
indent=4)
if self.has_space('roi'):
print("ROI table:")
pprint(self.custom_hyperopt.generate_roi_table(params), indent=4)
if self.has_space('stoploss'):
print(f"Stoploss: {params.get('stoploss')}")
def log_results(self, results) -> None:
"""