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fix typings for hyperopt code

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This commit is contained in:
Janne Sinivirta 2018-01-26 11:48:34 +02:00
parent a7a7c37121
commit f33923c784
1 changed files with 8 additions and 8 deletions
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16
freqtrade/optimize/hyperopt.py
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@ -10,7 +10,7 @@ import sys
from functools import reduce
from math import exp
from operator import itemgetter
from typing import Dict, List
from typing import Dict, Any, Callable
import numpy
import talib.abstract as ta
@ -35,7 +35,7 @@ logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logger = logging.getLogger(__name__)
# set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
# set TARGET_TRADES to suit your number concurrent trades so its realistic to the number of days
TARGET_TRADES = 600
TOTAL_TRIES = 0
_CURRENT_TRIES = 0
@ -225,7 +225,7 @@ def calculate_loss(total_profit: float, trade_count: int, trade_duration: float)
return trade_loss + profit_loss + duration_loss
def generate_roi_table(params):
def generate_roi_table(params) -> Dict[str, float]:
roi_table = {}
roi_table["0"] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
roi_table[str(params['roi_t3'])] = params['roi_p1'] + params['roi_p2']
@ -235,7 +235,7 @@ def generate_roi_table(params):
return roi_table
def roi_space() -> List[Dict]:
def roi_space() -> Dict[str, Any]:
return {
'roi_t1': hp.quniform('roi_t1', 10, 220, 10),
'roi_t2': hp.quniform('roi_t2', 10, 120, 10),
@ -246,13 +246,13 @@ def roi_space() -> List[Dict]:
}
def stoploss_space() -> Dict:
def stoploss_space() -> Dict[str, Any]:
return {
'stoploss': hp.uniform('stoploss', -0.5, -0.02),
}
def indicator_space() -> List[Dict]:
def indicator_space() -> Dict[str, Any]:
"""
Define your Hyperopt space for searching strategy parameters
"""
@ -312,11 +312,11 @@ def indicator_space() -> List[Dict]:
}
def hyperopt_space() -> List[Dict]:
def hyperopt_space() -> Dict[str, Any]:
return {**indicator_space(), **roi_space(), **stoploss_space()}
def buy_strategy_generator(params) -> None:
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
"""
Define the buy strategy parameters to be used by hyperopt
"""