freqtrade_origin/freqtrade/optimize/hyperopt_loss_interface.py

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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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"""
from abc import ABC, abstractmethod
from datetime import datetime
from typing import Any, Dict
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from pandas import DataFrame
class IHyperOptLoss(ABC):
"""
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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.)
"""
timeframe: str
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@staticmethod
@abstractmethod
def hyperopt_loss_function(*, results: DataFrame, trade_count: int,
min_date: datetime, max_date: datetime,
config: Dict, processed: Dict[str, DataFrame],
backtest_stats: Dict[str, Any],
**kwargs) -> float:
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"""
Objective function, returns smaller number for better results
"""