Align sample_hyperopt_advanced.py to hyperopt_interface.py

This commit is contained in:
hroff-1902 2020-02-08 02:47:50 +03:00
parent c501fd0a70
commit 28184201e4

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@ -230,7 +230,7 @@ class AdvancedSampleHyperOpt(IHyperOpt):
'stoploss' optimization hyperspace.
"""
return [
Real(-0.5, -0.02, name='stoploss'),
Real(-0.35, -0.02, name='stoploss'),
]
@staticmethod
@ -249,8 +249,15 @@ class AdvancedSampleHyperOpt(IHyperOpt):
# other 'trailing' hyperspace parameters.
Categorical([True], name='trailing_stop'),
Real(0.02, 0.35, name='trailing_stop_positive'),
Real(0.01, 0.1, name='trailing_stop_positive_offset'),
Real(0.01, 0.35, name='trailing_stop_positive'),
# 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
# so this intermediate parameter is used as the value of the difference between
# them. The value of the 'trailing_stop_positive_offset' is constructed in the
# generate_trailing_params() method.
# This is similar to the hyperspace dimensions used for constructing the ROI tables.
Real(0.001, 0.1, name='trailing_stop_positive_offset_p1'),
Categorical([True, False], name='trailing_only_offset_is_reached'),
]