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