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hyperopt --min-trades parameter

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This commit is contained in:
hroff-1902 2019-05-01 15:27:58 +03:00
parent e1acf0a94d
commit e7b81e4d46
3 changed files with 18 additions and 1 deletions
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9
freqtrade/arguments.py
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@ -325,6 +325,15 @@ class Arguments(object):
type=Arguments.check_int_positive,
metavar='INT',
)
parser.add_argument(
'--min-trades',
help="Set minimal desired number of trades for evaluations in the hyperopt "
"optimization path (default: 1).",
dest='hyperopt_min_trades',
default=1,
type=Arguments.check_int_positive,
metavar='INT',
)
def _build_subcommands(self) -> None:
"""

4
freqtrade/configuration.py
View File

@ -312,6 +312,10 @@ class Configuration(object):
self._args_to_config(config, argname='hyperopt_random_state',
logstring='Parameter --random-state detected: {}')
self._args_to_config(config, argname='hyperopt_min_trades',
logstring='Parameter --min-trades detected: {}')
return config
def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]:

6
freqtrade/optimize/hyperopt.py
View File

@ -204,7 +204,11 @@ class Hyperopt(Backtesting):
trade_count = len(results.index)
trade_duration = results.trade_duration.mean()
if trade_count == 0:
# If this evaluation contains too short small amount of trades
# to be interesting -- consider it as 'bad' (assign max. loss value)
# in order to cast this hyperspace point away from optimization
# path. We do not want to optimize 'hodl' strategies.
if trade_count < self.config['hyperopt_min_trades']:
return {
'loss': MAX_LOSS,
'params': params,