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pass data and config to loss function

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Florian Merz 2021-02-16 10:11:33 +01:00
parent 10a11bda34
commit 3e06cd8b3a
1 changed files with 5 additions and 3 deletions
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8
freqtrade/optimize/hyperopt.py
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@ -546,10 +546,11 @@ class Hyperopt:
) )
return self._get_results_dict(backtesting_results, min_date, max_date, return self._get_results_dict(backtesting_results, min_date, max_date,
params_dict, params_details) params_dict, params_details,
processed=processed)
def _get_results_dict(self, backtesting_results, min_date, max_date, def _get_results_dict(self, backtesting_results, min_date, max_date,
params_dict, params_details): params_dict, params_details, processed: Dict):
results_metrics = self._calculate_results_metrics(backtesting_results) results_metrics = self._calculate_results_metrics(backtesting_results)
results_explanation = self._format_results_explanation_string(results_metrics) results_explanation = self._format_results_explanation_string(results_metrics)
@ -563,7 +564,8 @@ class Hyperopt:
loss: float = MAX_LOSS loss: float = MAX_LOSS
if trade_count >= self.config['hyperopt_min_trades']: if trade_count >= self.config['hyperopt_min_trades']:
loss = self.calculate_loss(results=backtesting_results, trade_count=trade_count, loss = self.calculate_loss(results=backtesting_results, trade_count=trade_count,
min_date=min_date.datetime, max_date=max_date.datetime) min_date=min_date.datetime, max_date=max_date.datetime,
config=self.config, processed=processed)
return { return {
'loss': loss, 'loss': loss,
'params_dict': params_dict, 'params_dict': params_dict,