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feat: round hyperopt results to 13 digits (this removes floating point errors)

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Matthias
2025-05-08 19:24:31 +02:00
parent f94fd7d5fc
commit 8f8da51808
2 changed files with 26 additions and 17 deletions
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31
freqtrade/optimize/hyperopt/hyperopt_optimizer.py
View File

@@ -22,7 +22,7 @@ from freqtrade.data.history import get_timerange
from freqtrade.data.metrics import calculate_market_change from freqtrade.data.metrics import calculate_market_change
from freqtrade.enums import HyperoptState from freqtrade.enums import HyperoptState
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.misc import deep_merge_dicts from freqtrade.misc import deep_merge_dicts, round_dict
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
# Import IHyperOptLoss to allow unpickling classes from these modules # Import IHyperOptLoss to allow unpickling classes from these modules
@@ -145,27 +145,36 @@ class HyperOptimizer:
result: dict = {} result: dict = {}
if HyperoptTools.has_space(self.config, "buy"): if HyperoptTools.has_space(self.config, "buy"):
result["buy"] = {p.name: params.get(p.name) for p in self.buy_space} result["buy"] = round_dict({p.name: params.get(p.name) for p in self.buy_space}, 13)
if HyperoptTools.has_space(self.config, "sell"): if HyperoptTools.has_space(self.config, "sell"):
result["sell"] = {p.name: params.get(p.name) for p in self.sell_space} result["sell"] = round_dict({p.name: params.get(p.name) for p in self.sell_space}, 13)
if HyperoptTools.has_space(self.config, "protection"): if HyperoptTools.has_space(self.config, "protection"):
result["protection"] = {p.name: params.get(p.name) for p in self.protection_space} result["protection"] = round_dict(
{p.name: params.get(p.name) for p in self.protection_space}, 13
)
if HyperoptTools.has_space(self.config, "roi"): if HyperoptTools.has_space(self.config, "roi"):
result["roi"] = { result["roi"] = round_dict(
str(k): v for k, v in self.custom_hyperopt.generate_roi_table(params).items() {str(k): v for k, v in self.custom_hyperopt.generate_roi_table(params).items()}, 13
} )
if HyperoptTools.has_space(self.config, "stoploss"): if HyperoptTools.has_space(self.config, "stoploss"):
result["stoploss"] = {p.name: params.get(p.name) for p in self.stoploss_space} result["stoploss"] = round_dict(
{p.name: params.get(p.name) for p in self.stoploss_space}, 13
)
if HyperoptTools.has_space(self.config, "trailing"): if HyperoptTools.has_space(self.config, "trailing"):
result["trailing"] = self.custom_hyperopt.generate_trailing_params(params) result["trailing"] = round_dict(
self.custom_hyperopt.generate_trailing_params(params), 13
)
if HyperoptTools.has_space(self.config, "trades"): if HyperoptTools.has_space(self.config, "trades"):
result["max_open_trades"] = { result["max_open_trades"] = round_dict(
{
"max_open_trades": ( "max_open_trades": (
self.backtesting.strategy.max_open_trades self.backtesting.strategy.max_open_trades
if self.backtesting.strategy.max_open_trades != float("inf") if self.backtesting.strategy.max_open_trades != float("inf")
else -1 else -1
) )
} },
13,
)
return result return result

2
tests/optimize/test_hyperopt.py
View File

@@ -577,7 +577,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
"buy_plusdi": 0.02, "buy_plusdi": 0.02,
"buy_rsi": 35, "buy_rsi": 35,
}, },
"roi": {"0": 0.12000000000000001, "20.0": 0.02, "50.0": 0.01, "110.0": 0}, "roi": {"0": 0.12, "20.0": 0.02, "50.0": 0.01, "110.0": 0},
"protection": { "protection": {
"protection_cooldown_lookback": 20, "protection_cooldown_lookback": 20,
"protection_enabled": True, "protection_enabled": True,