minor: add OnlyProfitHyperOptLoss

This commit is contained in:
hroff-1902
2019-07-23 18:51:24 +03:00
parent 41f24898e5
commit 0c2c094db6
3 changed files with 49 additions and 13 deletions

View File

@@ -1,8 +1,9 @@
"""
IHyperOptLoss interface
This module defines the interface for the loss-function for hyperopts
"""
SharpeHyperOptLoss
This module defines the alternative HyperOptLoss class which can be used for
Hyperoptimization.
"""
from datetime import datetime
from pandas import DataFrame
@@ -13,8 +14,9 @@ from freqtrade.optimize.hyperopt import IHyperOptLoss
class SharpeHyperOptLoss(IHyperOptLoss):
"""
Defines the a loss function for hyperopt.
This implementation uses the sharpe ratio calculation.
Defines the loss function for hyperopt.
This implementation uses the Sharpe Ratio calculation.
"""
@staticmethod
@@ -22,8 +24,9 @@ class SharpeHyperOptLoss(IHyperOptLoss):
min_date: datetime, max_date: datetime,
*args, **kwargs) -> float:
"""
Objective function, returns smaller number for more optimal results
Using sharpe ratio calculation
Objective function, returns smaller number for more optimal results.
Uses Sharpe Ratio calculation.
"""
total_profit = results.profit_percent
days_period = (max_date - min_date).days