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Merge pull request #4375 from flomerz/pass_processed_data

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pass data and config to loss function
This commit is contained in:
Matthias
2021-02-16 20:06:50 +01:00
committed by GitHub
parent a97a5a7ca8 009a447d8a
commit eff0d46ea1
3 changed files with 14 additions and 3 deletions
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8
freqtrade/optimize/hyperopt.py
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@@ -546,10 +546,11 @@ class Hyperopt:
)
return self._get_results_dict(backtesting_results, min_date, max_date,
params_dict, params_details)
params_dict, params_details,
processed=processed)
def _get_results_dict(self, backtesting_results, min_date, max_date,
params_dict, params_details):
params_dict, params_details, processed: Dict[str, DataFrame]):
results_metrics = self._calculate_results_metrics(backtesting_results)
results_explanation = self._format_results_explanation_string(results_metrics)
@@ -563,7 +564,8 @@ class Hyperopt:
loss: float = MAX_LOSS
if trade_count >= self.config['hyperopt_min_trades']:
loss = self.calculate_loss(results=backtesting_results, trade_count=trade_count,
min_date=min_date.datetime, max_date=max_date.datetime)
min_date=min_date.datetime, max_date=max_date.datetime,
config=self.config, processed=processed)
return {
'loss': loss,
'params_dict': params_dict,