fix default hyperopt trailing stoploss

This commit is contained in:
Zegelink 2021-12-10 11:50:21 +08:00
parent be6b1f6f83
commit 6dc6354854

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@ -180,14 +180,14 @@ class IHyperOpt(ABC):
# other 'trailing' hyperspace parameters.
Categorical([True], name='trailing_stop'),
SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
SKDecimal(0.001, 0.1, 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'),
SKDecimal(0.02, 0.35, decimals=3, name='trailing_stop_positive_offset_p1'),
Categorical([True, False], name='trailing_only_offset_is_reached'),
]