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Merge branch 'develop' into feat/backtest_speedup_serialize

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Matthias
2020-10-18 16:19:04 +02:00
parent 2591a34db4 f64ed6b878
commit 380e6628e0
43 changed files with 423 additions and 271 deletions
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8
freqtrade/optimize/default_hyperopt_loss.py
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@@ -1,5 +1,5 @@
"""
DefaultHyperOptLoss
ShortTradeDurHyperOptLoss
This module defines the default HyperoptLoss class which is being used for
Hyperoptimization.
"""
@@ -26,7 +26,7 @@ EXPECTED_MAX_PROFIT = 3.0
MAX_ACCEPTED_TRADE_DURATION = 300
class DefaultHyperOptLoss(IHyperOptLoss):
class ShortTradeDurHyperOptLoss(IHyperOptLoss):
"""
Defines the default loss function for hyperopt
"""
@@ -50,3 +50,7 @@ class DefaultHyperOptLoss(IHyperOptLoss):
duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
result = trade_loss + profit_loss + duration_loss
return result
# Create an alias for This to allow the legacy Method to work as well.
DefaultHyperOptLoss = ShortTradeDurHyperOptLoss