From a6a479f7aa31c0ec9db93a063256ad1d37e03648 Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Sun, 28 Jan 2018 10:46:22 +0200 Subject: [PATCH] balances to min roi hyperopt settings --- freqtrade/optimize/hyperopt.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 9962b0260..76932f7e3 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -221,7 +221,7 @@ def calculate_loss(total_profit: float, trade_count: int, trade_duration: float) """ objective function, returns smaller number for more optimal results """ trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8) profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT) - duration_loss = 0.7 + 0.3 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1) + duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1) return trade_loss + profit_loss + duration_loss @@ -237,12 +237,12 @@ def generate_roi_table(params) -> Dict[str, float]: def roi_space() -> Dict[str, Any]: return { - 'roi_t1': hp.quniform('roi_t1', 10, 220, 20), - 'roi_t2': hp.quniform('roi_t2', 10, 120, 15), - 'roi_t3': hp.quniform('roi_t3', 10, 120, 10), - 'roi_p1': hp.quniform('roi_p1', 0.01, 0.05, 0.01), - 'roi_p2': hp.quniform('roi_p2', 0.01, 0.10, 0.01), - 'roi_p3': hp.quniform('roi_p3', 0.01, 0.30, 0.01), + 'roi_t1': hp.quniform('roi_t1', 10, 120, 20), + 'roi_t2': hp.quniform('roi_t2', 10, 60, 15), + 'roi_t3': hp.quniform('roi_t3', 10, 40, 10), + 'roi_p1': hp.quniform('roi_p1', 0.01, 0.04, 0.01), + 'roi_p2': hp.quniform('roi_p2', 0.01, 0.07, 0.01), + 'roi_p3': hp.quniform('roi_p3', 0.01, 0.20, 0.01), }