32 Commits

Author	SHA1	Message	Date
Matthias	84fc5dfcf7	refactor: move hyperopt-loss interface	2024-11-11 19:43:37 +01:00
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