added CalmarHyperOptLoss

I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
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Robert Roman 2021-09-23 21:37:28 -05:00 committed by GitHub
parent 3b99c84b0a
commit 0f29cbc882
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@ -24,7 +24,8 @@ ORDERTYPE_POSSIBILITIES = ['limit', 'market']
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
'CalmarHyperOptLoss']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
@ -69,7 +70,9 @@ DUST_PER_COIN = {
# Source files with destination directories within user-directory
USER_DATA_FILES = {
'sample_strategy.py': USERPATH_STRATEGIES,
'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
'sample_hyperopt_loss.py': USERPATH_HYPEROPTS,
'sample_hyperopt.py': USERPATH_HYPEROPTS,
'strategy_analysis_example.ipynb': USERPATH_NOTEBOOKS,
}