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Merge pull request #154 from gcarq/hyperopt/simplify-logging

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Hyperopt/simplify logging
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Janne Sinivirta 2017-12-03 09:39:45 +02:00 committed by GitHub
commit e8c31142ae
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1 changed files with 37 additions and 1 deletions
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freqtrade/optimize/hyperopt.py
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@ -3,6 +3,7 @@
import json
import logging
import sys
from functools import reduce
from math import exp
from operator import itemgetter
@ -18,6 +19,7 @@ from freqtrade.vendor.qtpylib.indicators import crossed_above
# Remove noisy log messages
logging.getLogger('hyperopt.mongoexp').setLevel(logging.WARNING)
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logger = logging.getLogger(__name__)
@ -27,6 +29,10 @@ TARGET_TRADES = 1100
TOTAL_TRIES = None
_CURRENT_TRIES = 0
TOTAL_PROFIT_TO_BEAT = 3
AVG_PROFIT_TO_BEAT = 0.2
AVG_DURATION_TO_BEAT = 50
# Configuration and data used by hyperopt
PROCESSED = optimize.preprocess(optimize.load_data())
OPTIMIZE_CONFIG = {
@ -96,6 +102,21 @@ SPACE = {
]),
}
def log_results(results):
"if results is better than _TO_BEAT show it"
current_try = results['current_tries']
total_tries = results['total_tries']
result = results['result']
profit = results['total_profit'] / 1000
outcome = '{:5d}/{}: {}'.format(current_try, total_tries, result)
if profit >= TOTAL_PROFIT_TO_BEAT:
logger.info(outcome)
else:
print('.', end='')
sys.stdout.flush()
def optimizer(params):
global _CURRENT_TRIES
@ -114,7 +135,22 @@ def optimizer(params):
profit_loss = max(0, 1 - total_profit / 10000) # max profit 10000
_CURRENT_TRIES += 1
logger.info('{:5d}/{}: {}'.format(_CURRENT_TRIES, TOTAL_TRIES, result))
result_data = {
'trade_count': trade_count,
'total_profit': total_profit,
'trade_loss': trade_loss,
'profit_loss': profit_loss,
'avg_profit': results.profit.mean() * 100.0,
'avg_duration': results.duration.mean() * 5,
'current_tries': _CURRENT_TRIES,
'total_tries': TOTAL_TRIES,
'result': result,
'results': results
}
# logger.info('{:5d}/{}: {}'.format(_CURRENT_TRIES, TOTAL_TRIES, result))
log_results(result_data)
return {
'loss': trade_loss + profit_loss,