Remove hyperopt-loss default option

Force users to make a concious choice on a hyperopt-loss function
This commit is contained in:
Matthias
2020-10-05 19:27:28 +02:00
parent 584d095295
commit 378b214a56
9 changed files with 17 additions and 23 deletions

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@@ -27,9 +27,9 @@ class MyAwesomeHyperOpt2(MyAwesomeHyperOpt):
and then quickly switch between hyperopt classes, running optimization process with hyperopt class you need in each particular case:
```
$ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt --strategy MyAwesomeStrategy ...
$ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --strategy MyAwesomeStrategy ...
or
$ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt2 --strategy MyAwesomeStrategy ...
$ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt2 --hyperopt-loss SharpeHyperOptLossDaily --strategy MyAwesomeStrategy ...
```
## Creating and using a custom loss function

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@@ -356,8 +356,7 @@ optional arguments:
Hyperopt-loss-functions are: DefaultHyperOptLoss,
OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
SharpeHyperOptLossDaily, SortinoHyperOptLoss,
SortinoHyperOptLossDaily.(default:
`DefaultHyperOptLoss`).
SortinoHyperOptLossDaily.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).

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@@ -140,7 +140,7 @@ Since hyperopt uses Bayesian search, running for too many epochs may not produce
It's therefore recommended to run between 500-1000 epochs over and over until you hit at least 10.000 epochs in total (or are satisfied with the result). You can best judge by looking at the results - if the bot keeps discovering better strategies, it's best to keep on going.
```bash
freqtrade hyperopt --hyperop SampleHyperopt --strategy SampleStrategy -e 1000
freqtrade hyperopt --hyperop SampleHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy SampleStrategy -e 1000
```
### Why does it take a long time to run hyperopt?

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@@ -80,7 +80,7 @@ Rarely you may also need to override:
# Have a working strategy at hand.
freqtrade new-hyperopt --hyperopt EmptyHyperopt
freqtrade hyperopt --hyperopt EmptyHyperopt --spaces roi stoploss trailing --strategy MyWorkingStrategy --config config.json -e 100
freqtrade hyperopt --hyperopt EmptyHyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss trailing --strategy MyWorkingStrategy --config config.json -e 100
```
### 1. Install a Custom Hyperopt File
@@ -205,14 +205,12 @@ add it to the `populate_indicators()` method in your custom hyperopt file.
Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.
By default, Freqtrade uses a loss function, which has been with freqtrade since the beginning and optimizes mostly for short trade duration and avoiding losses.
A different loss function can be specified by using the `--hyperopt-loss <Class-name>` argument.
A loss function must be specified via the `--hyperopt-loss <Class-name>` argument (or optionally via the configuration under the `"hyperopt_loss"` key).
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)
* `DefaultHyperOptLoss` (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)
@@ -229,7 +227,7 @@ Because hyperopt tries a lot of combinations to find the best parameters it will
We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
```bash
freqtrade hyperopt --config config.json --hyperopt <hyperoptname> --strategy <strategyname> -e 500 --spaces all
freqtrade hyperopt --config config.json --hyperopt <hyperoptname> --hyperopt-loss <hyperoptlossname> --strategy <strategyname> -e 500 --spaces all
```
Use `<hyperoptname>` as the name of the custom hyperopt used.
@@ -263,7 +261,7 @@ freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timeran
Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
```bash
freqtrade hyperopt --strategy SampleStrategy --hyperopt SampleHyperopt
freqtrade hyperopt --hyperopt SampleHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy SampleStrategy
```
### Running Hyperopt with Smaller Search Space