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