diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index c654ce68a..e77becde6 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -239,11 +239,26 @@ class IHyperOpt(ABC): You may override it in your custom Hyperopt class. """ + # Time and percentage scaling are the same as in roi_space() + # Refer to the notes there for additional details + roi_t_alpha = 1.0 + timeframe_min = timeframe_to_minutes(IHyperOpt.ticker_interval) + roi_t_scale = timeframe_min / 5 + + # scaled range in minutes + # candle min max + # 1m 30 144 + # 5m 150 720 + # 1h 1800 8640 + # 1d 3456 207360 + time_min = 150 * roi_t_scale * roi_t_alpha + time_max = 720 * roi_t_scale * roi_t_alpha + return [ Categorical([True, False], name='dynamic_roi_enabled'), Categorical(['linear', 'exponential', 'connect'], name='dynamic_roi_type'), Real(0.001, 0.03, name='dynamic_roi_rate'), - Integer(180, 1440, name='dynamic_roi_time'), + Integer(time_min, time_max, name='dynamic_roi_time'), Real(0.05, 0.25, name='dynamic_roi_start'), Real(0, 0.005, name='dynamic_roi_end') ]