Commit Graph
21 Commits
Author SHA1 Message Date
Robert Roman 88b96d5d1b Update hyperopt_loss_calmar.py 2021-10-25 00:45:10 -05:00
Robert Roman ca973c05d1 Merge branch 'freqtrade:develop' into develop 2021-09-28 10:16:36 -05:00
Robert Roman 626a40252d resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:33:29 -05:00
Robert Roman c3414c3b78 resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:32:49 -05:00
Robert Roman 67e9626da1 fixed isort issue 2021-09-27 12:16:57 -05:00
Robert Roman a1566fe5d7 updated to latest constant.py file 2021-09-27 11:47:03 -05:00
Robert Roman bc86cb3280 updated to correct hyperopt.md file 2021-09-27 11:41:38 -05:00
Robert Roman 193b22475d Merge branch 'freqtrade:develop' into develop 2021-09-27 11:35:34 -05:00
Robert Roman bdca3e2343 Merge branch 'freqtrade:develop' into develop 2021-09-26 15:37:09 -05:00
Robert Roman a77ca22026 Merge branch 'freqtrade:develop' into develop 2021-09-26 02:57:02 -05:00
Robert Roman e1036d6f58 Added Calmar Ratio Daily to hyperopt.md file 2021-09-25 16:40:02 -05:00
Robert Roman 89b7dfda0e Added Calmar Ratio Daily 2021-09-25 16:34:41 -05:00
Robert Roman 24baad7884 Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
2021-09-25 16:28:36 -05:00
Robert Roman ca20e17d40 added CalmarHyperOpt to hyperopt.md
i added CalmarHyperOpt to hyperopt.md and gave a brief description inside the docs
2021-09-23 21:48:08 -05:00
Robert Roman b2ac039d5c added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN
I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
2021-09-23 21:46:07 -05:00
Robert Roman 0f29cbc882 added CalmarHyperOptLoss
I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
2021-09-23 21:37:28 -05:00
Robert Roman 3b99c84b0a resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
2021-09-23 21:31:33 -05:00
Robert Roman c6b684603c removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
2021-09-22 09:21:43 -05:00
Robert Roman b946f8e7f1 I sorted imports with isort 2021-09-22 09:18:17 -05:00
Robert Roman 3834bb86ff updated line 42
I removed the minus sign on max drawdown.
2021-09-21 20:25:17 -05:00
Robert Roman 3845d55186 a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.

Calmar Ratio = average annual rate of return / maximum drawdown
2021-09-21 20:04:23 -05:00