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Merge pull request #344 from gcarq/fix-hyperopt-stoploss

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Fix hyperopt stoploss
This commit is contained in:
Janne Sinivirta 2018-01-09 06:42:13 +02:00 committed by GitHub
commit e46fcf0e02
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2 changed files with 16 additions and 16 deletions
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2
freqtrade/optimize/hyperopt.py
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@ -95,7 +95,7 @@ SPACE = {
{'type': 'stochf_cross'},
{'type': 'ht_sine'},
]),
'stoploss': hp.quniform('stoploss', -30, -2, 1),
'stoploss': hp.uniform('stoploss', -0.5, -0.02),
}

30
freqtrade/tests/optimize/test_hyperopt.py
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@ -87,20 +87,20 @@ def test_no_log_if_loss_does_not_improve(mocker):
def test_fmin_best_results(mocker, caplog):
fmin_result = {
"adx": 1,
"adx-value": 15.0,
"fastd": 1,
"fastd-value": 40.0,
"green_candle": 1,
"mfi": 0,
"over_sar": 0,
"rsi": 1,
"rsi-value": 37.0,
"trigger": 2,
"uptrend_long_ema": 1,
"uptrend_short_ema": 0,
"uptrend_sma": 0,
"stoploss": -10,
"adx": 1,
"adx-value": 15.0,
"fastd": 1,
"fastd-value": 40.0,
"green_candle": 1,
"mfi": 0,
"over_sar": 0,
"rsi": 1,
"rsi-value": 37.0,
"trigger": 2,
"uptrend_long_ema": 1,
"uptrend_short_ema": 0,
"uptrend_sma": 0,
"stoploss": -0.1,
}
mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
@ -117,7 +117,7 @@ def test_fmin_best_results(mocker, caplog):
'"green_candle": {\n "enabled": true\n },',
'"mfi": {\n "enabled": false\n },',
'"trigger": {\n "type": "ao_cross_zero"\n },',
'"stoploss": -10.0',
'"stoploss": -0.1',
]
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