Add sharpe ratio hyperopt loss

This commit is contained in:
Matthias
2019-07-16 06:45:13 +02:00
parent d23179e25c
commit ec49b22af3
4 changed files with 70 additions and 23 deletions

View File

@@ -288,7 +288,7 @@ class Configuration(object):
self._args_to_config(config, argname='hyperopt_continue',
logstring='Hyperopt continue: {}')
self._args_to_config(config, argname='loss_function',
self._args_to_config(config, argname='hyperopt_loss',
logstring='Using loss function: {}')
return config