adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

update table md formatting, enhance description

Browse Source
This commit is contained in:
hroff-1902 2019-09-03 16:52:55 +03:00 committed by GitHub
parent 87ae2430df
commit e8614abc5d
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 12 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

24
docs/hyperopt.md
View File

@ -389,22 +389,20 @@ minimal_roi = {
}
```
If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values can vary in the following ranges:
If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values can vary in the following ranges (for some of the most used ticker intervals, values are rounded to 5 digits after the decimal point):
5m ticker_interval:
| # step <td colspan=2> 1m <td colspan=2> 5m <td colspan=2> 1h <td colspan=2> 1d |
|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0.01161...0.11992 | 0 | 0.03...0.31 | 0 | 0.06883...0.71124 | 0 | 0.12178...1.25835 |
| 2 | 2...8 | 0.00774...0.04255 | 10...40 | 0.02...0.11 | 120...480 | 0.04589...0.25238 | 2880...11520 | 0.08118...0.44651 |
| 3 | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
| 4 | 6...44 | 0.0 | 30...220 | 0.0 | 360...2640 | 0.0 | 8640...63360 | 0.0 |
| # | minutes / ROI percentage |
||---|---|---|---|
|| 1m | 5m | 1h | 1d |
|---|---|---|---|---|
| 1 | always 0 / 0.01161...0.11992 | always 0 / 0.03...0.31 | always 0 / 0.06883...0.71124 | always 0 / 0.12178...1.25835 |
| 2 | 2...8 / 0.00774...0.04255 | 10...40 / 0.02...0.11 | 120...480 / 0.04589...0.25238 | 2880...11520 / 0.08118...0.44651 |
| 3 | 4...20 / 0.00387...0.01547 | 20...100 / 0.01...0.04 | 240...1200 / 0.02294...0.09177 | 5760...28800 / 0.04059...0.16237 |
| 4 | 6...44 / always 0.0 | 30...220 / always 0.0 | 360...2640 / always 0.0 | 8640...63360 / always 0.0 |
These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the ticker interval used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the ticker interval used.
These ranges should be sufficient in most cases. Override the `roi_space()` method defining the ranges desired if you need components of the ROI tables to vary in other ranges.
If you use legacy freqtrade HyperOpts class samples where the `generate_roi_table()` and `roi_space()` methods were copied in each custom hyperopt file, simply remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by freqtrade by default.
Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization in these methods if you need a different structure of the ROI table or other amount of rows (steps) in the ROI tables.
Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
### Understand Hyperopt Stoploss results
@ -426,6 +424,8 @@ Stoploss: -0.37996664668703606
If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace can vary in the range -0.5...-0.02, which is sufficient in most cases.
If you use legacy freqtrade HyperOpts class samples where `stoploss_space()` method was copied in each custom hyperopt file, simply remove it in order to utilize Stoploss hyperoptimization space generated by freqtrade by default.
Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization.
### Validate backtesting results