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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
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@@ -22,7 +22,7 @@ from freqtrade.data.history import get_timerange
from freqtrade.data.metrics import calculate_market_change
from freqtrade.enums import HyperoptState
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
# Import IHyperOptLoss to allow unpickling classes from these modules
@@ -145,27 +145,36 @@ class HyperOptimizer:
result: dict = {}
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"):
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"):
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"):
result["roi"] = {
str(k): v for k, v in self.custom_hyperopt.generate_roi_table(params).items()
}
result["roi"] = round_dict(
{str(k): v for k, v in self.custom_hyperopt.generate_roi_table(params).items()}, 13
)
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"):
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"):
result["max_open_trades"] = {
result["max_open_trades"] = round_dict(
{
"max_open_trades": (
self.backtesting.strategy.max_open_trades
if self.backtesting.strategy.max_open_trades != float("inf")
else -1
)
}
},
13,
)
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_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_cooldown_lookback": 20,
"protection_enabled": True,