mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
39 lines
907 B
Python
39 lines
907 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 typing import Any, Dict
|
|
|
|
from pandas import DataFrame
|
|
|
|
from freqtrade.constants import Config
|
|
|
|
|
|
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,
|
|
config: Config,
|
|
processed: Dict[str, DataFrame],
|
|
backtest_stats: Dict[str, Any],
|
|
**kwargs,
|
|
) -> float:
|
|
"""
|
|
Objective function, returns smaller number for better results
|
|
"""
|