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adjust default target values for hyperopt

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Janne Sinivirta 2018-01-16 16:35:48 +02:00
parent ec7bfba8df
commit 38fe7ec7cd
1 changed files with 3 additions and 3 deletions
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6
freqtrade/optimize/hyperopt.py
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@ -30,19 +30,19 @@ logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
# set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data # set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
TARGET_TRADES = 1100 TARGET_TRADES = 600
TOTAL_TRIES = 0 TOTAL_TRIES = 0
_CURRENT_TRIES = 0 _CURRENT_TRIES = 0
CURRENT_BEST_LOSS = 100 CURRENT_BEST_LOSS = 100
# max average trade duration in minutes # max average trade duration in minutes
# if eval ends with higher value, we consider it a failed eval # if eval ends with higher value, we consider it a failed eval
MAX_ACCEPTED_TRADE_DURATION = 240 MAX_ACCEPTED_TRADE_DURATION = 300
# this is expexted avg profit * expected trade count # this is expexted avg profit * expected trade count
# for example 3.5%, 1100 trades, EXPECTED_MAX_PROFIT = 3.85 # for example 3.5%, 1100 trades, EXPECTED_MAX_PROFIT = 3.85
# check that the reported Σ% values do not exceed this! # check that the reported Σ% values do not exceed this!
EXPECTED_MAX_PROFIT = 3.85 EXPECTED_MAX_PROFIT = 3.0
# Configuration and data used by hyperopt # Configuration and data used by hyperopt
PROCESSED = None # optimize.preprocess(optimize.load_data()) PROCESSED = None # optimize.preprocess(optimize.load_data())