mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Merge pull request #11141 from andrasmining/develop

Browse Source 
Adding drawdown information for hyperopt-list --export-csv command & small fix stake currency source
This commit is contained in:
Matthias
2024-12-24 13:55:23 +01:00
committed by GitHub
parent 93af2b7b1d b820810afe
commit 215b648edf
2 changed files with 13 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/optimize/hyperopt_tools.py
+8 -2
View File
@@ -374,7 +374,6 @@ class HyperoptTools:
trials = json_normalize(results, max_level=1) trials = json_normalize(results, max_level=1)
trials["Best"] = "" trials["Best"] = ""
trials["Stake currency"] = config["stake_currency"]
base_metrics = [ base_metrics = [
"Best", "Best",
@@ -383,11 +382,13 @@ class HyperoptTools:
"results_metrics.profit_mean", "results_metrics.profit_mean",
"results_metrics.profit_median", "results_metrics.profit_median",
"results_metrics.profit_total", "results_metrics.profit_total",
"Stake currency", "results_metrics.stake_currency",
"results_metrics.profit_total_abs", "results_metrics.profit_total_abs",
"results_metrics.holding_avg", "results_metrics.holding_avg",
"results_metrics.trade_count_long", "results_metrics.trade_count_long",
"results_metrics.trade_count_short", "results_metrics.trade_count_short",
"results_metrics.max_drawdown_abs",
"results_metrics.max_drawdown_account",
"loss", "loss",
"is_initial_point", "is_initial_point",
"is_best", "is_best",
@@ -409,6 +410,8 @@ class HyperoptTools:
"Avg duration", "Avg duration",
"Trade count long", "Trade count long",
"Trade count short", "Trade count short",
"Max drawdown",
"Max drawdown percent",
"Objective", "Objective",
"is_initial_point", "is_initial_point",
"is_best", "is_best",
@@ -432,6 +435,9 @@ class HyperoptTools:
trials["Avg profit"] = trials["Avg profit"].apply( trials["Avg profit"] = trials["Avg profit"].apply(
lambda x: f"{x * perc_multi:,.2f}%" if not isna(x) else "" 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( trials["Objective"] = trials["Objective"].apply(
lambda x: f"{x:,.5f}" if x != 100000 else "" lambda x: f"{x:,.5f}" if x != 100000 else ""
) )
tests/commands/test_commands.py
+5 -2
View File
@@ -1532,8 +1532,11 @@ def test_hyperopt_list(mocker, capsys, caplog, tmp_path):
assert csv_file.is_file() assert csv_file.is_file()
line = csv_file.read_text() line = csv_file.read_text()
assert ( assert (
'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line 'Best,1,2,-1.25%,-1.2222,-0.00125625,BTC,-2.51,"3,930.0 m",-0.00125625,23.00%,0.43662'
or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,2,0,0.43662" in line in line
or "Best,1,2,-1.25%,-1.2222,-0.00125625,BTC,-2.51,2 days 17:30:00,2,0,-0.00125625,23.00%,"
"0.43662"
in line
) )
csv_file.unlink() csv_file.unlink()