Matthias
|
9ad32fd846
|
fix: improved defaultHyperoptLoss alias
this gives the class it's proper name.
|
2024-10-22 06:38:20 +02:00 |
|
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 |
|