Add sharpe ratio hyperopt loss

2019-07-16 06:45:13 +02:00
parent d23179e25c
commit ec49b22af3
4 changed files with 70 additions and 23 deletions
--- a/freqtrade/optimize/default_hyperopt_loss.py
+++ b/freqtrade/optimize/default_hyperopt_loss.py
@@ -1,6 +1,7 @@
 """
-IHyperOptLoss interface
-This module defines the interface for the loss-function for hyperopts
+DefaultHyperOptLoss
+This module defines the default HyperoptLoss class which is being used for
+Hyperoptimization.
 """

 from math import exp