Commit Graph

30 Commits

Author SHA1 Message Date
Matthias
0a91189e6a chore: remove unused kwargs 2024-10-19 13:10:40 +02:00
Matthias
e9d9ebf156 docs: Update documentation for MultiMetricHyperOptLoss 2024-10-19 13:05:59 +02:00
Matthias
1a85dc9b99 chore: Update to new code standard 2024-10-19 13:02:45 +02:00
Matthias
660af7ec70 chore: Fix test failure, sort imports 2024-10-19 13:02:27 +02:00
bearvar
78bf40eaa9 Edit EXPECTANCY_CONST to show it can be decimal. 2024-10-17 22:09:00 +05:00
bearvar
578604619a Edit PF_CONST to show it can be decimal. 2024-10-17 22:07:32 +05:00
bearvar
6eac798d91 Rename ComplexHyperOptLoss to MultiMetricHyperOptLoss. Add it to test_loss_functions_better_profits. 2024-10-17 21:54:25 +05:00
Alex
121bdbad84
Update and rename hyperopt_loss_complex.py to hyperopt_loss_multi_metric.py 2024-10-17 21:42:34 +05:00
bearvar
9209d11084 Add new hyperopt loss function 2024-10-16 21:52:42 +05:00
Matthias
dc92787f1d Fix gone-wrong hyperopt fix
closes #10192
2024-05-25 11:52:41 +02:00
Matthias
480477d17a Improve profitdrawdownhyperopt balancing 2024-05-19 10:12:50 +02:00
Matthias
2a1ff7f9b3 Try improve profit-drawdown hyperopt 2024-05-19 09:45:32 +02:00
Matthias
a6b07ec96f Remove compatibility layer for calculate_max_drawdown 2024-05-15 06:54:17 +02:00
Matthias
94786454b7 Use calc_drawdown method throughout the bot 2024-05-14 19:37:41 +02:00
Matthias
0aa3ec2845 Have hyperopt-loss function use calc_max_drawdown 2024-05-14 19:28:48 +02:00
Matthias
f1ef537dfa ruff format: hyperopt-loss 2024-05-13 07:10:25 +02:00
Matthias
f8b97b6aa7 Fix dtype mismatch error 2023-09-08 07:05:38 +02:00
Matthias
5073c780d8 .agg would like strings, not the sum function. 2023-01-31 11:22:04 +00:00
root
7bf531c8b8 isort fix 2023-01-07 09:50:05 +09:00
Stefano Ariestasia
c1042996db flake8 fix 2023-01-07 09:46:46 +09:00
Stefano Ariestasia
6198b21001 update calmar loss 2023-01-07 09:30:16 +09:00
Stefano Ariestasia
d3b1aa7f01 update sortino calc 2023-01-07 09:19:06 +09:00
Stefano Ariestasia
157bf962f7 add missing imports 2023-01-07 09:14:56 +09:00
Stefano Ariestasia
86ba7dae92 change sharpe hyperopt loss 2023-01-07 08:56:40 +09:00
Matthias
994c1c5ea0 use Config typing in more places 2022-09-18 13:31:52 +02:00
Matthias
1e2523af61 Fix some assumptions on the data
available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
Matthias
53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias
c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias
4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias
2acb68e6e2 Move hyperopt-loss functions to their own package 2022-04-30 13:59:23 +02:00