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Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss

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Matthias
2020-10-10 14:22:29 +02:00
parent 028dd8be3e
commit 23bad8fd9f
5 changed files with 18 additions and 14 deletions
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2
docs/bot-usage.md
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@@ -353,7 +353,7 @@ optional arguments:
class (IHyperOptLoss). Different functions can
generate completely different results, since the
target for optimization is different. Built-in
Hyperopt-loss-functions are: DefaultHyperOptLoss,
Hyperopt-loss-functions are: ShortTradeDurHyperOptLoss,
OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
SharpeHyperOptLossDaily, SortinoHyperOptLoss,
SortinoHyperOptLossDaily.

2
docs/hyperopt.md
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@@ -221,7 +221,7 @@ This class should be in its own file within the `user_data/hyperopts/` directory
Currently, the following loss functions are builtin:
* `DefaultHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
* `ShortTradeHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
* `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on trade returns relative to standard deviation)
* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation)