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Merge pull request #6563 from italodamato/opt-ask-force-new-points

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Optimize only new points
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Matthias
2022-04-23 09:43:33 +02:00
committed by GitHub
parent e4629a2730 1153e65b3e
commit 7328553c0b
4 changed files with 71 additions and 8 deletions
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14
freqtrade/optimize/hyperopt_tools.py
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@@ -310,6 +310,8 @@ class HyperoptTools():
if not has_drawdown:
# Ensure compatibility with older versions of hyperopt results
trials['results_metrics.max_drawdown_account'] = None
if 'is_random' not in trials.columns:
trials['is_random'] = False
# New mode, using backtest result for metrics
trials['results_metrics.winsdrawslosses'] = trials.apply(
@@ -322,12 +324,12 @@ class HyperoptTools():
'results_metrics.profit_total', 'results_metrics.holding_avg',
'results_metrics.max_drawdown',
'results_metrics.max_drawdown_account', 'results_metrics.max_drawdown_abs',
'loss', 'is_initial_point', 'is_best']]
'loss', 'is_initial_point', 'is_random', 'is_best']]
trials.columns = [
'Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
'Total profit', 'Profit', 'Avg duration', 'max_drawdown', 'max_drawdown_account',
'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_best'
'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_random', 'is_best'
]
return trials
@@ -349,9 +351,11 @@ class HyperoptTools():
trials = HyperoptTools.prepare_trials_columns(trials, has_account_drawdown)
trials['is_profit'] = False
trials.loc[trials['is_initial_point'], 'Best'] = '* '
trials.loc[trials['is_initial_point'] | trials['is_random'], 'Best'] = '* '
trials.loc[trials['is_best'], 'Best'] = 'Best'
trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best'
trials.loc[
(trials['is_initial_point'] | trials['is_random']) & trials['is_best'],
'Best'] = '* Best'
trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
trials['Trades'] = trials['Trades'].astype(str)
# perc_multi = 1 if legacy_mode else 100
@@ -407,7 +411,7 @@ class HyperoptTools():
trials.iat[i, j] = "{}{}{}".format(Style.BRIGHT,
str(trials.loc[i][j]), Style.RESET_ALL)
trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit', 'is_random'])
if remove_header > 0:
table = tabulate.tabulate(
trials.to_dict(orient='list'), tablefmt='orgtbl',