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Merge pull request #2123 from freqtrade/hyperoptloss_help

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[minor] Improve hyperopt-loss docs
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Matthias 2019-08-12 14:08:32 +02:00 committed by GitHub
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9
docs/bot-usage.md
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@ -256,12 +256,13 @@ optional arguments:
--continue Continue hyperopt from previous runs. By default, --continue Continue hyperopt from previous runs. By default,
temporary files will be removed and hyperopt will temporary files will be removed and hyperopt will
start from scratch. start from scratch.
--hyperopt-loss NAME --hyperopt-loss NAME Specify the class name of the hyperopt loss function
Specify the class name of the hyperopt loss function
class (IHyperOptLoss). Different functions can class (IHyperOptLoss). Different functions can
generate completely different results, since the generate completely different results, since the
target for optimization is different. (default: target for optimization is different. Built-in
`DefaultHyperOptLoss`). Hyperopt-loss-functions are: DefaultHyperOptLoss,
OnlyProfitHyperOptLoss, SharpeHyperOptLoss.
(default: `DefaultHyperOptLoss`).
``` ```
## Edge commands ## Edge commands

6
docs/hyperopt.md
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@ -164,7 +164,11 @@ By default, FreqTrade uses a loss function, which has been with freqtrade since
A different loss function can be specified by using the `--hyperopt-loss <Class-name>` argument. A different loss function can be specified by using the `--hyperopt-loss <Class-name>` argument.
This class should be in its own file within the `user_data/hyperopts/` directory. This class should be in its own file within the `user_data/hyperopts/` directory.
Currently, the following loss functions are builtin: `DefaultHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function), `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on the trade returns) and `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration). Currently, the following loss functions are builtin:
* `DefaultHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function)
* `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on the trade returns)
### Creating and using a custom loss function ### Creating and using a custom loss function

4
freqtrade/configuration/cli_options.py
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@ -226,7 +226,9 @@ AVAILABLE_CLI_OPTIONS = {
'--hyperopt-loss', '--hyperopt-loss',
help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). ' help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
'Different functions can generate completely different results, ' 'Different functions can generate completely different results, '
'since the target for optimization is different. (default: `%(default)s`).', 'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.'
'(default: `%(default)s`).',
metavar='NAME', metavar='NAME',
default=constants.DEFAULT_HYPEROPT_LOSS, default=constants.DEFAULT_HYPEROPT_LOSS,
), ),