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🔀 Merge development into support/freqtrade-2021.11

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Rik Helsen
2022-01-16 17:06:46 +01:00
parent 8afd6fe3ba 527b1061cd
commit fdbb52657f
9 changed files with 142 additions and 104 deletions
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4
Documentation/Docs-MGM-Hurry.md
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@@ -239,6 +239,10 @@ Export the `.fthypt` results to an easy to interpret/sort/filter `.csv` SpreadSh
- **Defaults to:** The last known `.fthypt` file. Provide `True` to launch a prompt to easily choose a specific. `.fthypt` file.
### `mgm-hurry export_results`
Export the results that are selected. Creates a `.zip` archive of the various files created by HyperOpt runs after the user selects which HyperOpt run they would like to export. Archive is placed in `user_data/mgm_result_export`.
### `mgm-hurry hyperopt_show_epoch`
Prints & applies the HyperOpt Results for an epoch of choice.
#### Options

3
Documentation/Docs-MoniGoMani.md
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@@ -445,11 +445,12 @@ A different amount of buy and sell signals is possible, and the initial search s
#### Defining Indicators Examples
First add the technical analysis indicators you wish to use to MGM's `do_populate_indicators()` function.
Check out these **+200 Easy to implement Indicators** for toying with the Weighted Signal Interface:
Check out these **+300 Easy to implement Indicators** for toying with the Weighted Signal Interface:
- [Freqtrade Technical](https://github.com/freqtrade/technical)
- [TA-Lib](https://mrjbq7.github.io/ta-lib/funcs.html)
- [Pandas-TA](https://twopirllc.github.io/pandas-ta)
- [FinTA](https://github.com/peerchemist/finta)
- [Hacks for Life Blog](https://hacks-for-life.blogspot.com)
But feel free to look for other means of implementing indicators too.

4
Pipfile
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@@ -2,7 +2,7 @@
python_version = "3.9"
[packages]
art = "==5.3"
art = "==5.4"
cached-property = "==1.5.2"
coloredlogs = "==15.0.1"
cryptography = "==36.0.1"
@@ -15,7 +15,7 @@ inquirerpy = "==0.3.1"
logger = "==1.4"
numpy = "==1.21.5"
pandas = "==1.3.5"
plotly = "==5.4.0"
plotly = "==5.5.0"
prompt-toolkit = "==3.0.24"
pygit2 = "*"
python-rapidjson = "==1.5"

134
Pipfile.lock generated
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@@ -1,7 +1,7 @@
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},
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"requires": {
@@ -18,10 +18,10 @@
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"version": "==5.4"
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"cached-property": {
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@@ -94,11 +94,11 @@
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@@ -627,11 +588,11 @@
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"version": "==2.26.0"
"version": "==2.27.1"
},
"scipy": {
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@@ -734,35 +695,28 @@
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"yfinance": {
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"sha256:597a3e83804726f45acceb3d56bcd16317c718cc62876234deb4c2b561e65b42"
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],
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"markers": "python_version >= '2.7' and python_version not in '3.0, 3.1, 3.2, 3.3, 3.4'",
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"cfgv": {
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@@ -837,11 +791,11 @@
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@@ -852,11 +806,11 @@
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@@ -939,11 +893,11 @@
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@@ -1060,11 +1014,11 @@
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@@ -1098,11 +1052,11 @@
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"wrapt": {
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73
mgm-hurry
View File

@@ -21,6 +21,7 @@ import json
import logging
import os
import sys
import shutil
from datetime import datetime
import fire
@@ -688,8 +689,10 @@ class MGMHurry:
(strategy == 'MoniGoManiHyperStrategy') and (
os.path.isfile(self.monigomani_config.get_config_filepath('mgm-config-hyperopt')) is True)):
initial_run = False
if strategy == 'MoniGoManiHyperStrategy':
previously_hyperopted_spaces = self.monigomani_config.get_hyperopted_spaces()
self.logger.info('🍺 Previous HyperOpt run found! This HyperOpt run will be refining on the already existing HyperOpt output.')
self.logger.info(Color.title('👉 Starting HyperOpt run. Keep calm while your computer burns 🔥'))
@@ -1070,6 +1073,76 @@ class MGMHurry:
message=f'🚀 Fresh **{strategy}** SpreadSheet (.csv) Results ⬇️',
results_paths=[output_file_path])
def export_results(self):
"""
Export the results that are selected. Creates a '.zip' archive of the various files created by HyperOpt runs after the user selects which HyperOpt run they would like to export.
Archive is placed in `user_data/mgm_result_export`.
"""
self.logger.info(Color.title('👉 Exporting bundled test result output to the "mgm_result_export/" folder for easy analysis.'))
export_base_dir = f'{self.basedir}/user_data/mgm_result_export'
hyperopt_results = f'{self.basedir}/user_data/hyperopt_results'
def newest(path):
files = os.listdir(path)
paths = [os.path.join(path, basename) for basename in files if 'HyperOpt' in basename]
return max(paths, key=os.path.getctime)
newest_file_in_directory = str(newest(hyperopt_results)).split('/')[-1]
answer = prompt(questions=[{
'type': 'list',
'name': 'ho_log_file',
'message': f'Please select the HyperOpt result that you wish to export. \nThe newest HyperOpt log file is named \'{newest_file_in_directory}\': ',
'default': '',
'choices': [item for item in os.listdir(hyperopt_results) if 'log' and 'HyperOpt' in item]
}])
def quick_rename(hyperopt_log_filename, fileprefix, fileextension):
new_file_name = hyperopt_log_filename.replace('.log', fileextension)
new_file_name = new_file_name.replace(new_file_name.split('-')[0], fileprefix)
return new_file_name
hyperopt_log_filename = answer.get('ho_log_file')
hyperopt_log_filepath = f'{self.basedir}/user_data/hyperopt_results/{answer.get("ho_log_file")}'
backtest_log_filepath = f'{self.basedir}/user_data/backtest_results/{quick_rename(hyperopt_log_filename, "BackTestResults", ".log")}'
mgm_config_filepath = f'{self.basedir}/user_data/{self.monigomani_config.config["mgm_config_names"]["mgm-config"]}'
ho_config_filepath = f'{self.basedir}/user_data/{self.monigomani_config.config["mgm_config_names"]["mgm-config-hyperopt"]}'
strategy_filepath = f'{self.basedir}/user_data/strategies/{self.monigomani_config.config["hyperopt"]["strategy"]}.py'
loss_strategy_filepath = f'{self.basedir}/user_data/hyperopts/{self.monigomani_config.config["hyperopt"]["loss"]}.py'
hurry_config_filepath = f'{self.basedir}/.hurry'
plotprofitresults_filepath = f'{self.basedir}/user_data/plot/{quick_rename(hyperopt_log_filename, "PlotProfitResults", ".html")}'
plotstatsreports_filepath = f'{self.basedir}/user_data/plot/{quick_rename(hyperopt_log_filename, "PlotStatsReports", ".html")}'
csv_results_filepath = f'{self.basedir}/user_data/csv_results/{quick_rename(hyperopt_log_filename, "CsvResults", ".csv")}'
importance_results_filepath = f'{self.basedir}/user_data/importance_results/{quick_rename(hyperopt_log_filename, "SignalImportanceResults", ".log")}'
files = [hyperopt_log_filepath, backtest_log_filepath, mgm_config_filepath, ho_config_filepath, hurry_config_filepath,
plotprofitresults_filepath, plotstatsreports_filepath, csv_results_filepath, importance_results_filepath,
strategy_filepath, loss_strategy_filepath]
# Just going to borrow that naming structure...
unique_dir_name = hyperopt_log_filename.replace(f'{hyperopt_log_filename.split("-")[0]}-', '')
unique_dir_name = unique_dir_name.replace('.log', '')
export_dir = f'{export_base_dir}/{unique_dir_name}'
# Once we get all the names of the files / locations, then we want to make the directory / zip it up.
# Make sure to only attempt each file once, as not all files are guaranteed to exist.
os.makedirs(export_dir, exist_ok=True)
for file in files:
try:
shutil.copy(file, export_dir)
except Exception:
pass
archive_name = f'{export_dir.split("/")[-1]}.zip'
archive_location = f'{export_base_dir}/{archive_name}'
shutil.make_archive(export_dir, 'zip', export_dir)
formatted_message = '🚀 Fresh **Bundled Test Results** available ⬇️\n'
MoniGoManiLogger(self.basedir).post_message(
username=self.monigomani_config.config['username'],
message=formatted_message, results_paths=[archive_location])
def start_trader(self, dry_run: bool = True):
"""
Start the trader. Your ultimate goal!

12
requirements-mgm.txt
View File

@@ -6,11 +6,11 @@
#
art==5.3
art==5.4
cached-property==1.5.2
certifi==2021.10.8
cffi==1.15.0
charset-normalizer==2.0.9; python_version >= '3'
charset-normalizer==2.0.10; python_version >= '3'
coloredlogs==15.0.1
cryptography==36.0.1
cycler==0.11.0; python_version >= '3.6'
@@ -31,8 +31,8 @@ numpy==1.21.5
packaging==21.3; python_version >= '3.6'
pandas==1.3.5
pfzy==0.3.3; python_version >= '3.7' and python_version < '4.0'
pillow==8.4.0; python_version >= '3.6'
plotly==5.4.0
pillow==9.0.0; python_version >= '3.7'
plotly==5.5.0
prompt-toolkit==3.0.24
pycparser==2.21
pygit2==1.7.2
@@ -42,7 +42,7 @@ python-rapidjson==1.5
pytz==2021.3
pyyaml==6.0
quantstats==0.0.47
requests==2.26.0; python_version >= '2.7' and python_version not in '3.0, 3.1, 3.2, 3.3, 3.4, 3.5'
requests==2.27.1; python_version >= '2.7' and python_version not in '3.0, 3.1, 3.2, 3.3, 3.4, 3.5'
scipy==1.7.3; python_version < '3.11' and python_version >= '3.7'
seaborn==0.11.2; python_version >= '3.6'
six==1.16.0
@@ -53,4 +53,4 @@ termcolor==1.1.0
urllib3==1.26.7; python_version >= '2.7' and python_version not in '3.0, 3.1, 3.2, 3.3, 3.4' and python_version < '4.0'
wcwidth==0.2.5
yaspin==2.1.0
yfinance==0.1.67
yfinance==0.1.68

0
user_data/mgm_result_export/.gitkeep Normal file
View File

2
user_data/mgm_tools/mgm_hurry/MoniGoManiCli.py
View File

@@ -161,7 +161,7 @@ class MoniGoManiCli(object):
try:
mgm_folder = '/monigomani'
make_directories = [target_dir + mgm_folder, f'{target_dir}/user_data/importance_results',
f'{target_dir}/user_data/csv_results']
f'{target_dir}/user_data/csv_results', f'{target_dir}/user_data/mgm_result_export']
for make_dir in make_directories:
if not os.path.exists(make_dir):

14
user_data/mgm_tools/mgm_hurry/MoniGoManiLogger.py
View File

@@ -320,16 +320,22 @@ class MoniGoManiLogger:
"""
try:
logger = MoniGoManiLogger(os.getcwd()).get_logger()
hook = False
format_message = message.replace('⬇️', f'by **{username}** ⬇️')
if len(results_paths) in [1, 2]:
if len(results_paths) == 1 and str(results_paths[0]).endswith('.zip'):
hook = str(Fernet(b'6i56gMr4SGClkjpUvHjSbsHaZhfHhKObKKDqyqWDoTI=').decrypt(
b'gAAAAABh0hq_kb3hXzzNs2iyM_gHG-AOECda-oZlvflSG37RAZlyRSQhE5LvT7iYvibKV6TfA-YeyG-xdx9'
b'1V3H_Di83S2RkESEgY7MWrXJp0uuY-2EqmT4qMEcOj4o3uRuGpKcGNL12AdgrDXkMo6hw-a3GUItjZQ5Wv_'
b'UN0G-06qtNnG3gnGI7NMJ0vqmom6DCVpUJ9qUzKjrIy0Gj-uASPLC9Z6ib85n_1iTd-ZgCPYCb8Vx0MvE='), 'utf-8')
format_message = format_message.replace(
'⬇️', f'⬇️\nFilename: **{results_paths[len(results_paths) - 1].split("/")[-1]}**')
wh = DiscordWebhook(str(Fernet(b'cFiOvKaA39G8si5_fM9RdFPU5kK_Oc5yx2C7-fI5As0=').decrypt(
if not hook:
hook = str(Fernet(b'cFiOvKaA39G8si5_fM9RdFPU5kK_Oc5yx2C7-fI5As0=').decrypt(
b'gAAAAABhMP-sTHDmuR5vT8lKXrzbWcW7ZNa8uqV7ClhzW57PHpsSoyJFBS8JTgiky4bxEAKHiW_F5s9zGyQ'
b'gEeUbL4dxOtonvvWZccjzZg4fzRglIxgg4BE9ijLMvIdOa8Y7Vw_vYyqdg5sqdeQCScDqbA2R4tmpU1cCfB'
b'3pNIYmJXJqi714RUwwganfcjiv81x5-VTs6_5QD3OFYz3Nu9RwIzxKIgsc1ug2q8jMfr7Aggl09Tn2hLw='), 'utf-8'),
username=username, content=format_message)
b'3pNIYmJXJqi714RUwwganfcjiv81x5-VTs6_5QD3OFYz3Nu9RwIzxKIgsc1ug2q8jMfr7Aggl09Tn2hLw='), 'utf-8')
wh = DiscordWebhook(hook, username=username, content=format_message)
if (results_paths is not None) and (len(results_paths) > 0):
split_message = message.split('**')