added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels * added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table. * added daily sharpe ratio hyperopt loss method, ty @djacky * removed commented code * removed unused profit_abs * added proper slippage to each trade * replaced use of old value total_profit * Align quotes in same area * added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily * fixed some more line alignments * updated docs to include SharpeHyperOptLossDaily * Update dockerfile to 3.8.1 * Run tests against 3.8 * added daily sharpe ratio hyperopt loss method, ty @djacky * removed commented code * removed unused profit_abs * added proper slippage to each trade * replaced use of old value total_profit * added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily * updated docs to include SharpeHyperOptLossDaily * docs fixes * missed one fix * fixed standard deviation line * fixed to bracket notation * fixed to bracket notation * fixed syntax error * better readability, kept np.sqrt(365) which results in annualized sharpe ratio * fixed method arguments indentation * updated commented out debug print line * renamed after slippage profit_percent so it wont affect _calculate_results_metrics() * Reworked to fill leading and trailing days * No need for np; make flake happy * Fix risk free rate Co-authored-by: Matthias <xmatthias@outlook.com> Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
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@@ -256,7 +256,7 @@ AVAILABLE_CLI_OPTIONS = {
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help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
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'Different functions can generate completely different results, '
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'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
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'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.'
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'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss, SharpeHyperOptLossDaily.'
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'(default: `%(default)s`).',
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metavar='NAME',
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default=constants.DEFAULT_HYPEROPT_LOSS,
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