Fix hypeopt issue when no result found

freqtrade/optimize/hyperopt.py

@@ -235,13 +235,26 @@ def start(args):
     else:
         trials = Trials()
 
-    best = fmin(fn=optimizer, space=SPACE, algo=tpe.suggest, max_evals=TOTAL_TRIES, trials=trials)
-
-    # Improve best parameter logging display
-    if best:
-        best = space_eval(SPACE, best)
-
-    logger.info('Best parameters:\n%s', json.dumps(best, indent=4))
+    try:
+        best_parameters = fmin(
+            fn=optimizer,
+            space=SPACE,
+            algo=tpe.suggest,
+            max_evals=TOTAL_TRIES,
+            trials=trials
+        )
 
         results = sorted(trials.results, key=itemgetter('loss'))
-    logger.info('Best Result:\n%s', results[0]['result'])
+        best_result = results[0]['result']
+
+    except ValueError:
+        best_parameters = {}
+        best_result = 'Sorry, Hyperopt was not able to find good parameters. Please ' \
+                      'try with more epochs (param: -e).'
+
+    # Improve best parameter logging display
+    if best_parameters:
+        best_parameters = space_eval(SPACE, best_parameters)
+
+    logger.info('Best parameters:\n%s', json.dumps(best_parameters, indent=4))
+    logger.info('Best Result:\n%s', best_result)

freqtrade/tests/optimize/test_hyperopt.py

@@ -114,3 +114,22 @@ def test_fmin_best_results(mocker, caplog):
 
     for line in exists:
         assert line in caplog.text
+
+
+def test_fmin_throw_value_error(mocker, caplog):
+    mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
+    mocker.patch('freqtrade.optimize.preprocess')
+    mocker.patch('freqtrade.optimize.load_data')
+    mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
+
+    args = mocker.Mock(epochs=1, config='config.json.example')
+    start(args)
+
+    exists = [
+        'Best Result:',
+        'Sorry, Hyperopt was not able to find good parameters. Please try with more epochs '
+        '(param: -e).',
+    ]
+
+    for line in exists:
+        assert line in caplog.text