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Merge pull request #231 from gcarq/fix/hyperopt-filter-nan

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filter nan values from total_profit and avg_profit
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Janne Sinivirta 2017-12-23 15:07:40 +02:00 committed by GitHub
commit efe0d77dbb
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1 changed files with 14 additions and 2 deletions
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16
freqtrade/optimize/hyperopt.py
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@ -11,6 +11,7 @@ from operator import itemgetter
from hyperopt import fmin, tpe, hp, Trials, STATUS_OK
from hyperopt.mongoexp import MongoTrials
from pandas import DataFrame
import numpy as np
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
@ -148,7 +149,9 @@ def optimizer(params):
return {
'loss': trade_loss + profit_loss,
'status': STATUS_OK,
'result': result
'result': result,
'total_profit': total_profit,
'avg_profit': result_data['avg_profit'],
}
@ -162,6 +165,10 @@ def format_results(results: DataFrame):
)
def filter_nan(result, filter_key):
return [r for r in result if not np.isnan(r[filter_key])]
def buy_strategy_generator(params):
def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
conditions = []
@ -236,5 +243,10 @@ def start(args):
best = fmin(fn=optimizer, space=SPACE, algo=tpe.suggest, max_evals=TOTAL_TRIES, trials=trials)
logger.info('Best parameters:\n%s', json.dumps(best, indent=4))
results = sorted(trials.results, key=itemgetter('loss'))
filt_res = filter_nan(trials.results, 'total_profit')
filt_res = filter_nan(filt_res, 'avg_profit')
results = sorted(filt_res, key=itemgetter('loss'))
logger.info('Best Result:\n%s', results[0]['result'])