Merge pull request #2024 from freqtrade/custom_hyperopt_loss

Custom hyperopt loss function (and sharpe-ratio)

freqtrade/configuration/arguments.py

@@ -213,6 +213,21 @@ AVAILABLE_CLI_OPTIONS = {
         metavar='INT',
         default=1,
     ),
+    "hyperopt_continue": Arg(
+        "--continue",
+        help="Continue hyperopt from previous runs. "
+        "By default, temporary files will be removed and hyperopt will start from scratch.",
+        default=False,
+        action='store_true',
+    ),
+    "hyperopt_loss": Arg(
+        '--hyperopt-loss',
+        help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
+        'Different functions can generate completely different results, '
+        'since the target for optimization is different. (default: `%(default)s`).',
+        metavar='NAME',
+        default=constants.DEFAULT_HYPEROPT_LOSS,
+    ),
     # List exchanges
     "print_one_column": Arg(
         '-1', '--one-column',
@@ -299,7 +314,8 @@ ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_pos
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "position_stacking", "epochs", "spaces",
                                         "use_max_market_positions", "print_all", "hyperopt_jobs",
-                                        "hyperopt_random_state", "hyperopt_min_trades"]
+                                        "hyperopt_random_state", "hyperopt_min_trades",
+                                        "hyperopt_continue", "hyperopt_loss"]
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 

freqtrade/configuration/configuration.py

@@ -259,6 +259,12 @@ class Configuration(object):
         self._args_to_config(config, argname='hyperopt_min_trades',
                              logstring='Parameter --min-trades detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_continue',
+                             logstring='Hyperopt continue: {}')
+
+        self._args_to_config(config, argname='hyperopt_loss',
+                             logstring='Using loss function: {}')
+
     def _process_plot_options(self, config: Dict[str, Any]) -> None:
 
         self._args_to_config(config, argname='pairs',