stable/freqtrade/optimize/hyperopt_loss_interface.py
2022-09-18 13:31:52 +02:00

32 lines
951 B
Python

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