Update hyperopt-loss to use resolver

This commit is contained in:
Matthias
2019-07-16 06:27:23 +02:00
parent 7d62bb8c53
commit d23179e25c
9 changed files with 177 additions and 120 deletions

View File

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"""
IHyperOptLoss interface
This module defines the interface for the loss-function for hyperopts
"""
from abc import ABC, abstractmethod
from datetime import datetime
from pandas import DataFrame
class IHyperOptLoss(ABC):
"""
Interface for freqtrade hyperopts Loss functions.
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
"""
ticker_interval: str
@staticmethod
@abstractmethod
def hyperopt_loss_function(results: DataFrame, trade_count: int,
min_date: datetime, max_date: datetime, *args, **kwargs) -> float:
"""
Objective function, returns smaller number for better results
"""