Add sharpe ratio as loss function

2019-07-15 22:52:33 +02:00
parent e5170582de
commit 55e8092cbf
5 changed files with 73 additions and 13 deletions
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -235,7 +235,7 @@ AVAILABLE_CLI_OPTIONS = {
        help='Define the loss-function to use for hyperopt.'
        'Possibilities are `legacy`, and `custom` (providing a custom loss-function).'
        'Default: `%(default)s`.',
-        choices=['legacy', 'custom'],
+        choices=['legacy', 'sharpe', 'custom'],
        default='legacy',
    ),
    # List exchanges