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Adding drawdown information for hyperopt-list --export-csv command

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This commit is contained in:
Andras Kovacs
2024-12-24 12:52:35 +01:00
parent 2a526a815e
commit 59b1460e30
2 changed files with 11 additions and 2 deletions
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7
freqtrade/optimize/hyperopt_tools.py
View File

@@ -388,6 +388,8 @@ class HyperoptTools:
"results_metrics.holding_avg",
"results_metrics.trade_count_long",
"results_metrics.trade_count_short",
"results_metrics.max_drawdown_abs",
"results_metrics.max_drawdown_account",
"loss",
"is_initial_point",
"is_best",
@@ -409,6 +411,8 @@ class HyperoptTools:
"Avg duration",
"Trade count long",
"Trade count short",
"Max drawdown",
"Max drawdown percent",
"Objective",
"is_initial_point",
"is_best",
@@ -432,6 +436,9 @@ class HyperoptTools:
trials["Avg profit"] = trials["Avg profit"].apply(
lambda x: f"{x * perc_multi:,.2f}%" if not isna(x) else ""
)
trials["Max drawdown percent"] = trials["Max drawdown percent"].apply(
lambda x: f"{x * perc_multi:,.2f}%" if not isna(x) else ""
)
trials["Objective"] = trials["Objective"].apply(
lambda x: f"{x:,.5f}" if x != 100000 else ""
)

6
tests/commands/test_commands.py
View File

@@ -1532,8 +1532,10 @@ def test_hyperopt_list(mocker, capsys, caplog, tmp_path):
assert csv_file.is_file()
line = csv_file.read_text()
assert (
'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,2,0,0.43662" in line
'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",-0.00125625,23.00%,0.43662' in line
or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,2,0,-0.00125625,23.00%,"
"0.43662"
in line
)
csv_file.unlink()