mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
switch signal handler to try catch. fix pickling and formatting output
This commit is contained in:
Janne Sinivirta
parent
8272120c3a
commit
a525cba8e9
|
|
@ -8,7 +8,6 @@ import json
|
|||
import logging
|
||||
import os
|
||||
import pickle
|
||||
import signal
|
||||
import sys
|
||||
import multiprocessing
|
||||
|
||||
|
|
@ -18,9 +17,7 @@ from math import exp
|
|||
from operator import itemgetter
|
||||
from typing import Dict, Any, Callable, Optional, List
|
||||
|
||||
import numpy
|
||||
import talib.abstract as ta
|
||||
from hyperopt import STATUS_FAIL, STATUS_OK, Trials, fmin, hp, space_eval, tpe
|
||||
from pandas import DataFrame
|
||||
|
||||
from skopt.space import Real, Integer, Categorical, Dimension
|
||||
|
|
@ -64,9 +61,9 @@ class Hyperopt(Backtesting):
|
|||
# Configuration and data used by hyperopt
|
||||
self.processed: Optional[Dict[str, Any]] = None
|
||||
|
||||
# Hyperopt Trials
|
||||
# Previous evaluations
|
||||
self.trials_file = os.path.join('user_data', 'hyperopt_trials.pickle')
|
||||
self.trials = Trials()
|
||||
self.trials = []
|
||||
|
||||
def get_args(self, params):
|
||||
dimensions = self.hyperopt_space()
|
||||
|
|
@ -104,10 +101,11 @@ class Hyperopt(Backtesting):
|
|||
"""
|
||||
Save hyperopt trials to file
|
||||
"""
|
||||
logger.info('Saving Trials to \'%s\'', self.trials_file)
|
||||
if self.trials:
|
||||
logger.info('Saving %d evaluations to \'%s\'', len(self.trials), self.trials_file)
|
||||
pickle.dump(self.trials, open(self.trials_file, 'wb'))
|
||||
|
||||
def read_trials(self) -> Trials:
|
||||
def read_trials(self) -> List:
|
||||
"""
|
||||
Read hyperopt trials file
|
||||
"""
|
||||
|
|
@ -120,9 +118,15 @@ class Hyperopt(Backtesting):
|
|||
"""
|
||||
Display Best hyperopt result
|
||||
"""
|
||||
vals = json.dumps(self.trials.best_trial['misc']['vals'], indent=4)
|
||||
results = self.trials.best_trial['result']['result']
|
||||
logger.info('Best result:\n%s\nwith values:\n%s', results, vals)
|
||||
results = sorted(self.trials, key=itemgetter('loss'))
|
||||
best_result = results[0]
|
||||
logger.info(
|
||||
'Best result:\n%s\nwith values:\n%s',
|
||||
best_result['result'],
|
||||
best_result['params']
|
||||
)
|
||||
if 'roi_t1' in best_result['params']:
|
||||
logger.info('ROI table:\n%s', self.generate_roi_table(best_result['params']))
|
||||
|
||||
def log_results(self, results) -> None:
|
||||
"""
|
||||
|
|
@ -202,7 +206,6 @@ class Hyperopt(Backtesting):
|
|||
Categorical([True, False], name='rsi-enabled'),
|
||||
]
|
||||
|
||||
|
||||
def has_space(self, space: str) -> bool:
|
||||
"""
|
||||
Tell if a space value is contained in the configuration
|
||||
|
|
@ -290,7 +293,7 @@ class Hyperopt(Backtesting):
|
|||
|
||||
return {
|
||||
'loss': loss,
|
||||
'status': STATUS_OK,
|
||||
'params': params,
|
||||
'result': result_explanation,
|
||||
}
|
||||
|
||||
|
|
@ -322,22 +325,15 @@ class Hyperopt(Backtesting):
|
|||
self.analyze.populate_indicators = Hyperopt.populate_indicators # type: ignore
|
||||
self.processed = self.tickerdata_to_dataframe(data)
|
||||
|
||||
logger.info('Preparing Trials..')
|
||||
signal.signal(signal.SIGINT, self.signal_handler)
|
||||
logger.info('Preparing..')
|
||||
# read trials file if we have one
|
||||
if os.path.exists(self.trials_file) and os.path.getsize(self.trials_file) > 0:
|
||||
self.trials = self.read_trials()
|
||||
|
||||
self.current_tries = len(self.trials.results)
|
||||
self.total_tries += self.current_tries
|
||||
logger.info(
|
||||
'Continuing with trials. Current: %d, Total: %d',
|
||||
self.current_tries,
|
||||
self.total_tries
|
||||
'Loaded %d previous evaluations from disk.',
|
||||
len(self.trials)
|
||||
)
|
||||
|
||||
# results = sorted(self.trials.results, key=itemgetter('loss'))
|
||||
# best_result = results[0]['result']
|
||||
cpus = multiprocessing.cpu_count()
|
||||
print(f'Found {cpus}. Let\'s make them scream!')
|
||||
|
||||
|
|
@ -349,12 +345,14 @@ class Hyperopt(Backtesting):
|
|||
acq_optimizer_kwargs={'n_jobs': -1}
|
||||
)
|
||||
|
||||
try:
|
||||
with Parallel(n_jobs=-1) as parallel:
|
||||
for i in range(self.total_tries//cpus):
|
||||
asked = opt.ask(n_points=cpus)
|
||||
f_val = parallel(delayed(self.generate_optimizer)(v) for v in asked)
|
||||
opt.tell(asked, [i['loss'] for i in f_val])
|
||||
|
||||
self.trials += f_val
|
||||
for j in range(cpus):
|
||||
self.log_results(
|
||||
{
|
||||
|
|
@ -364,35 +362,11 @@ class Hyperopt(Backtesting):
|
|||
'result': f_val[j]['result'],
|
||||
}
|
||||
)
|
||||
|
||||
# Improve best parameter logging display
|
||||
# if best_parameters:
|
||||
# best_parameters = space_eval(
|
||||
# self.hyperopt_space(),
|
||||
# best_parameters
|
||||
# )
|
||||
|
||||
# logger.info('Best parameters:\n%s', json.dumps(best_parameters, indent=4))
|
||||
# if 'roi_t1' in best_parameters:
|
||||
# logger.info('ROI table:\n%s', self.generate_roi_table(best_parameters))
|
||||
|
||||
# logger.info('Best Result:\n%s', best_result)
|
||||
|
||||
# # Store trials result to file to resume next time
|
||||
# self.save_trials()
|
||||
|
||||
def signal_handler(self, sig, frame) -> None:
|
||||
"""
|
||||
Hyperopt SIGINT handler
|
||||
"""
|
||||
logger.info(
|
||||
'Hyperopt received %s',
|
||||
signal.Signals(sig).name
|
||||
)
|
||||
except KeyboardInterrupt:
|
||||
print('User interrupted..')
|
||||
|
||||
self.save_trials()
|
||||
self.log_trials_result()
|
||||
sys.exit(0)
|
||||
|
||||
|
||||
def start(args: Namespace) -> None:
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user