Merge pull request #2879 from freqtrade/sortino_hyperopt_loss

Sortino hyperopt loss
2020-02-29 11:36:27 +03:00
parent ac7fa8252b bee8e92f02
commit 0528af1700
6 changed files with 174 additions and 15 deletions
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -257,7 +257,8 @@ AVAILABLE_CLI_OPTIONS = {
        help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
        'Different functions can generate completely different results, '
        'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
-        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss, SharpeHyperOptLossDaily.'
+        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss, SharpeHyperOptLossDaily, '
+        'SortinoHyperOptLoss, SortinoHyperOptLossDaily.'
        '(default: `%(default)s`).',
        metavar='NAME',
        default=constants.DEFAULT_HYPEROPT_LOSS,