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Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify

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Gerald Lonlas
2018-03-03 16:42:37 -08:00
parent 96a343fb29 1134c81aad
commit 38510d4b03
11 changed files with 285 additions and 75 deletions
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10
freqtrade/optimize/hyperopt.py
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@@ -240,15 +240,15 @@ class Hyperopt(Backtesting):
return trade_loss + profit_loss + duration_loss
@staticmethod
def generate_roi_table(params) -> Dict[str, float]:
def generate_roi_table(params) -> Dict[int, float]:
"""
Generate the ROI table thqt will be used by Hyperopt
"""
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