Adjust documentation for new parameter in loss functions

This commit is contained in:
Matthias
2021-02-16 19:51:09 +01:00
parent 3e06cd8b3a
commit 009a447d8a
3 changed files with 10 additions and 1 deletions

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@@ -40,6 +40,11 @@ For the sample below, you then need to add the command line parameter `--hyperop
A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found in [userdata/hyperopts](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_loss.py).
``` python
from datetime import datetime
from typing import Dict
from pandas import DataFrame
from freqtrade.optimize.hyperopt import IHyperOptLoss
TARGET_TRADES = 600
@@ -54,6 +59,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
@staticmethod
def hyperopt_loss_function(results: DataFrame, trade_count: int,
min_date: datetime, max_date: datetime,
processed: Dict[str, DataFrame],
*args, **kwargs) -> float:
"""
Objective function, returns smaller number for better results
@@ -81,6 +87,7 @@ Currently, the arguments are:
* `trade_count`: Amount of trades (identical to `len(results)`)
* `min_date`: Start date of the timerange used
* `min_date`: End date of the timerange used
* `processed`: Dict of Dataframes with the pair as keys containing the data used for backtesting.
This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.