freqtrade_origin/freqtrade/optimize/hyperopt_output.py
2024-08-29 20:38:25 +02:00

144 lines
5.5 KiB
Python

import sys
from os import get_terminal_size
from typing import Any, List, Optional
from rich.align import Align
from rich.console import Console
from rich.table import Table
from rich.text import Text
from freqtrade.constants import Config
from freqtrade.optimize.optimize_reports import generate_wins_draws_losses
from freqtrade.util import fmt_coin
class HyperoptOutput:
def __init__(self, streaming=False) -> None:
self._results: List[Any] = []
self._streaming = streaming
self.__init_table()
def __call__(self, *args: Any, **kwds: Any) -> Any:
return Align.center(self.table)
def __init_table(self) -> None:
"""Initialize table"""
self.table = Table(
title="Hyperopt results",
)
# Headers
self.table.add_column("Best", justify="left")
self.table.add_column("Epoch", justify="right")
self.table.add_column("Trades", justify="right")
self.table.add_column("Win Draw Loss Win%", justify="right")
self.table.add_column("Avg profit", justify="right")
self.table.add_column("Profit", justify="right")
self.table.add_column("Avg duration", justify="right")
self.table.add_column("Objective", justify="right")
self.table.add_column("Max Drawdown (Acct)", justify="right")
def print(self, console: Optional[Console] = None, *, print_colorized=True):
if not console:
console = Console(
color_system="auto" if print_colorized else None,
width=200 if "pytest" in sys.modules else None,
)
console.print(self.table)
def add_data(
self,
config: Config,
results: list,
total_epochs: int,
highlight_best: bool,
) -> None:
"""Format one or multiple rows and add them"""
stake_currency = config["stake_currency"]
self._results.extend(results)
max_rows: Optional[int] = None
if self._streaming:
try:
ts = get_terminal_size()
# Get terminal size.
# Account for header, borders, and for the progress bar.
# This assumes that lines don't wrap.
if ts.columns < 148:
# If the terminal is too small, we can't display the table properly.
# We will halve the number of rows to display.
max_rows = -(int(ts.lines / 2) - 6)
else:
max_rows = -(ts.lines - 6)
except OSError:
# If we can't get the terminal size, we will just display the last 10 rows.
pass
self.__init_table()
for r in self._results[max_rows:]:
self.table.add_row(
*[
# "Best":
(
("*" if r["is_initial_point"] or r["is_random"] else "")
+ (" Best" if r["is_best"] else "")
).lstrip(),
# "Epoch":
f"{r['current_epoch']}/{total_epochs}",
# "Trades":
str(r["results_metrics"]["total_trades"]),
# "Win Draw Loss Win%":
generate_wins_draws_losses(
r["results_metrics"]["wins"],
r["results_metrics"]["draws"],
r["results_metrics"]["losses"],
),
# "Avg profit":
f"{r['results_metrics']['profit_mean']:.2%}"
if r["results_metrics"]["profit_mean"] is not None
else "--",
# "Profit":
Text(
"{} {}".format(
fmt_coin(
r["results_metrics"]["profit_total_abs"],
stake_currency,
keep_trailing_zeros=True,
),
f"({r['results_metrics']['profit_total']:,.2%})".rjust(10, " "),
)
if r["results_metrics"].get("profit_total_abs", 0) != 0.0
else "--",
style=(
"green"
if r["results_metrics"].get("profit_total_abs", 0) > 0
else "red"
)
if not r["is_best"]
else "",
),
# "Avg duration":
str(r["results_metrics"]["holding_avg"]),
# "Objective":
f"{r['loss']:,.5f}" if r["loss"] != 100000 else "N/A",
# "Max Drawdown (Acct)":
"{} {}".format(
fmt_coin(
r["results_metrics"]["max_drawdown_abs"],
stake_currency,
keep_trailing_zeros=True,
),
(f"({r['results_metrics']['max_drawdown_account']:,.2%})").rjust(10, " "),
)
if r["results_metrics"]["max_drawdown_account"] != 0.0
else "--",
],
style=" ".join(
[
"bold gold1" if r["is_best"] and highlight_best else "",
"italic " if r["is_initial_point"] else "",
]
),
)