freqtrade_origin/freqtrade/optimize/hyperopt_loss_interface.py
2020-06-02 10:02:55 +02:00

26 lines
712 B
Python

"""
IHyperOptLoss interface
This module defines the interface for the loss-function for hyperopt
"""
from abc import ABC, abstractmethod
from datetime import datetime
from pandas import DataFrame
class IHyperOptLoss(ABC):
"""
Interface for freqtrade hyperopt Loss functions.
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
"""
timeframe: str
@staticmethod
@abstractmethod
def hyperopt_loss_function(results: DataFrame, trade_count: int,
min_date: datetime, max_date: datetime, *args, **kwargs) -> float:
"""
Objective function, returns smaller number for better results
"""