26 lines
720 B
Python
26 lines
720 B
Python
|
"""
|
||
|
IHyperOptLoss interface
|
||
|
This module defines the interface for the loss-function for hyperopts
|
||
|
"""
|
||
|
|
||
|
from abc import ABC, abstractmethod
|
||
|
from datetime import datetime
|
||
|
|
||
|
from pandas import DataFrame
|
||
|
|
||
|
|
||
|
class IHyperOptLoss(ABC):
|
||
|
"""
|
||
|
Interface for freqtrade hyperopts Loss functions.
|
||
|
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
|
||
|
"""
|
||
|
ticker_interval: str
|
||
|
|
||
|
@staticmethod
|
||
|
@abstractmethod
|
||
|
def hyperopt_loss_function(results: DataFrame, trade_count: int,
|
||
|
min_date: datetime, max_date: datetime, *args, **kwargs) -> float:
|
||
|
"""
|
||
|
Objective function, returns smaller number for better results
|
||
|
"""
|