Don't use --hyperopt-loss-class, but --hyperopt-loss instead
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@ -219,7 +219,7 @@ usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
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[-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
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[-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
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[--dmmp] [--print-all] [-j JOBS]
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[--dmmp] [--print-all] [-j JOBS]
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[--random-state INT] [--min-trades INT] [--continue]
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[--random-state INT] [--min-trades INT] [--continue]
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[--hyperopt-loss-class NAME]
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[--hyperopt-loss NAME]
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optional arguments:
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optional arguments:
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-h, --help show this help message and exit
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-h, --help show this help message and exit
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@ -264,7 +264,7 @@ optional arguments:
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--continue Continue hyperopt from previous runs. By default,
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--continue Continue hyperopt from previous runs. By default,
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temporary files will be removed and hyperopt will
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temporary files will be removed and hyperopt will
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start from scratch.
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start from scratch.
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--hyperopt-loss-class NAME
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--hyperopt-loss NAME
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Specify the class name of the hyperopt loss function
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Specify the class name of the hyperopt loss function
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class (IHyperOptLoss). Different functions can
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class (IHyperOptLoss). Different functions can
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generate completely different results, since the
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generate completely different results, since the
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@ -156,15 +156,15 @@ Each hyperparameter tuning requires a target. This is usually defined as a loss
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By default, FreqTrade uses a loss function, which has been with freqtrade since the beginning and optimizes mostly for short trade duration and avoiding losses.
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By default, FreqTrade uses a loss function, which has been with freqtrade since the beginning and optimizes mostly for short trade duration and avoiding losses.
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A different version this can be used by using the `--hyperopt-loss-class <Class-name>` argument.
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A different version this can be used by using the `--hyperopt-loss <Class-name>` argument.
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This class should be in it's own file within the `user_data/hyperopts/` directory.
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This class should be in it's own file within the `user_data/hyperopts/` directory.
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Currently, the following loss-functions are builtin: `SharpeHyperOptLoss` and `DefaultHyperOptLoss`.
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Currently, the following loss functions are builtin: `SharpeHyperOptLoss` and `DefaultHyperOptLoss`.
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### Creating and using a custom loss function
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### Creating and using a custom loss function
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To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
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To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
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For the sample below, you then need to add the command line parameter `--hyperopt-loss-class SuperDuperHyperOptLoss` to your hyperopt call so this fuction is being used.
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For the sample below, you then need to add the command line parameter `--hyperopt-loss SuperDuperHyperOptLoss` to your hyperopt call so this fuction is being used.
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A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_loss.py)
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A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_loss.py)
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@ -252,7 +252,7 @@ use data from directory `user_data/data`.
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### Running Hyperopt with Smaller Testset
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### Running Hyperopt with Smaller Testset
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Use the `--timerange` argument to change how much of the testset you want to use.
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Use the `--timerange` argument to change how much of the testset you want to use.
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To use one month of data, use the following parameter:
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For example, to use one month of data, pass the following parameter to the hyperopt call:
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```bash
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```bash
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freqtrade hyperopt --timerange 20180401-20180501
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freqtrade hyperopt --timerange 20180401-20180501
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@ -231,7 +231,7 @@ AVAILABLE_CLI_OPTIONS = {
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action='store_true',
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action='store_true',
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),
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),
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"hyperopt_loss": Arg(
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"hyperopt_loss": Arg(
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'--hyperopt-loss-class',
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'--hyperopt-loss',
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help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
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help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
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'Different functions can generate completely different results, '
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'Different functions can generate completely different results, '
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'since the target for optimization is different. (default: `%(default)s`).',
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'since the target for optimization is different. (default: `%(default)s`).',
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