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Merge pull request #2882 from hroff-1902/update_advanced_hyperopt_template

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Update advanced hyperopt template
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Matthias 2020-02-08 09:07:18 +01:00 committed by GitHub
commit 67e66a6c4a
2 changed files with 11 additions and 4 deletions
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2
freqtrade/optimize/hyperopt_interface.py
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@ -207,7 +207,7 @@ class IHyperOpt(ABC):
# so this intermediate parameter is used as the value of the difference between # 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 # them. The value of the 'trailing_stop_positive_offset' is constructed in the
# generate_trailing_params() method. # generate_trailing_params() method.
# # This is similar to the hyperspace dimensions used for constructing the ROI tables. # This is similar to the hyperspace dimensions used for constructing the ROI tables.
Real(0.001, 0.1, name='trailing_stop_positive_offset_p1'), Real(0.001, 0.1, name='trailing_stop_positive_offset_p1'),
Categorical([True, False], name='trailing_only_offset_is_reached'), Categorical([True, False], name='trailing_only_offset_is_reached'),

13
freqtrade/templates/sample_hyperopt_advanced.py
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@ -230,7 +230,7 @@ class AdvancedSampleHyperOpt(IHyperOpt):
'stoploss' optimization hyperspace. 'stoploss' optimization hyperspace.
""" """
return [ return [
Real(-0.5, -0.02, name='stoploss'), Real(-0.35, -0.02, name='stoploss'),
] ]
@staticmethod @staticmethod
@ -249,8 +249,15 @@ class AdvancedSampleHyperOpt(IHyperOpt):
# other 'trailing' hyperspace parameters. # other 'trailing' hyperspace parameters.
Categorical([True], name='trailing_stop'), Categorical([True], name='trailing_stop'),
Real(0.02, 0.35, name='trailing_stop_positive'), Real(0.01, 0.35, name='trailing_stop_positive'),
Real(0.01, 0.1, name='trailing_stop_positive_offset'),
# '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.
Real(0.001, 0.1, name='trailing_stop_positive_offset_p1'),
Categorical([True, False], name='trailing_only_offset_is_reached'), Categorical([True, False], name='trailing_only_offset_is_reached'),
] ]