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added time scaling factor for the roi time based on candle size

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This commit is contained in:
werkkrew 2021-03-13 15:19:38 -05:00
parent eb98e3b6ca
commit 5e2445cd5e
1 changed files with 16 additions and 1 deletions
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17
freqtrade/optimize/hyperopt_interface.py
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@ -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')
]