adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Enhance documentation with full space override sample 

closes #7643
This commit is contained in:
Matthias 2022-10-25 20:27:38 +02:00
parent d94c0039eb
commit 604f966c82
1 changed files with 28 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

29
docs/advanced-hyperopt.md
View File

@ -78,7 +78,7 @@ This function needs to return a floating point number (`float`). Smaller numbers
To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_space`, `trailing_space`), define a nested class called Hyperopt and define the required spaces as follows:
```python
from freqtrade.optimize.space import Integer, SKDecimal
from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal
class MyAwesomeStrategy(IStrategy):
class HyperOpt:
@ -96,6 +96,33 @@ class MyAwesomeStrategy(IStrategy):
SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
]
def generate_roi_table(params: Dict) -> Dict[int, float]:
roi_table = {}
roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
return roi_table
def trailing_space() -> List[Dimension]:
# All parameters here are mandatory, you can only modify their type or the range.
return [
# Fixed to true, if optimizing trailing_stop we assume to use trailing stop at all times.
Categorical([True], name='trailing_stop'),
SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
# 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
# so this intermediate parameter is used as the value of the difference between
# them. The value of the 'trailing_stop_positive_offset' is constructed in the
# generate_trailing_params() method.
# This is similar to the hyperspace dimensions used for constructing the ROI tables.
SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'),
Categorical([True, False], name='trailing_only_offset_is_reached'),
]
```
!!! Note