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make Strategy store roi and stoploss values as numbers to avoid later casting

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Janne Sinivirta
2018-02-11 15:02:42 +02:00
parent 5190cd507e
commit 2ce03ab1b5
5 changed files with 15 additions and 16 deletions
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10
freqtrade/optimize/hyperopt.py
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@@ -225,12 +225,12 @@ def calculate_loss(total_profit: float, trade_count: int, trade_duration: float)
return trade_loss + profit_loss + duration_loss
def generate_roi_table(params) -> Dict[str, float]:
def generate_roi_table(params) -> Dict[int, float]:
roi_table = {}
roi_table["0"] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
roi_table[str(params['roi_t3'])] = params['roi_p1'] + params['roi_p2']
roi_table[str(params['roi_t3'] + params['roi_t2'])] = params['roi_p1']
roi_table[str(params['roi_t3'] + params['roi_t2'] + params['roi_t1'])] = 0
roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
return roi_table