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

..

space

Use 3 decimals for ROI space

2021-04-15 21:38:20 +02:00

__init__.py

Small adjustments for moved commands

2020-01-26 13:46:01 +01:00

backtesting.py

[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.

2021-09-18 10:48:53 +03:00

bt_progress.py

Don't void backtest object when not necessary

2021-07-10 10:59:00 +02:00

edge_cli.py

[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.

2021-09-18 10:48:53 +03:00

hyperopt_auto.py

Add possibility to override estimator from within hyperopt

2021-09-15 21:36:53 +02:00

hyperopt_epoch_filters.py

Stream hyperopt-result in small batches

2021-08-10 10:12:57 +02:00

hyperopt_interface.py

Add possibility to override estimator from within hyperopt

2021-09-15 21:36:53 +02:00

hyperopt_loss_calmar.py

a new hyperopt loss created that uses calmar ratio

2021-09-21 20:04:23 -05:00

hyperopt_loss_interface.py

Provide full backtest-statistics to Hyperopt loss functions

2021-07-04 10:15:19 +02:00

hyperopt_loss_onlyprofit.py

Update onlyprofit loss should use absolute profit

2021-05-28 08:38:46 +02:00

hyperopt_loss_sharpe_daily.py

Don't use profit_percent for backtesting results anymore

2021-01-24 08:58:41 +01:00

hyperopt_loss_sharpe.py

Don't use profit_percent for backtesting results anymore

2021-01-24 08:58:41 +01:00

hyperopt_loss_short_trade_dur.py

rename default_hyperopt_loss file

2021-08-26 19:39:57 +02:00

hyperopt_loss_sortino_daily.py

Don't use profit_percent for backtesting results anymore

2021-01-24 08:58:41 +01:00

hyperopt_loss_sortino.py

Don't use profit_percent for backtesting results anymore

2021-01-24 08:58:41 +01:00

hyperopt_tools.py

Merge pull request #5587 from raph92/patch-3

2021-09-18 08:08:18 +02:00

hyperopt.py

Add some errorhandling for custom estimator

2021-09-16 07:13:25 +02:00

optimize_reports.py

Seperate detail data loading from regular backest-data loading

2021-08-14 16:33:01 +02:00