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hyperopt_loss_interface.py
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30 lines
913 B
Python
30 lines
913 B
Python
"""
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IHyperOptLoss interface
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This module defines the interface for the loss-function for hyperopt
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"""
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from abc import ABC, abstractmethod
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from datetime import datetime
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from typing import Any, Dict
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from pandas import DataFrame
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class IHyperOptLoss(ABC):
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"""
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Interface for freqtrade hyperopt Loss functions.
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Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
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"""
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timeframe: str
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@staticmethod
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@abstractmethod
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def hyperopt_loss_function(results: DataFrame, trade_count: int,
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min_date: datetime, max_date: datetime,
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config: Dict, processed: Dict[str, DataFrame],
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backtest_stats: Dict[str, Any],
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*args, **kwargs) -> float:
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"""
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Objective function, returns smaller number for better results
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"""
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