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Merge branch 'develop' into hyperopt-trailing-space

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hroff-1902
2019-11-23 03:42:58 +03:00
committed by GitHub
parent f9a92c2879 99eeb2e605
commit e7ddd81251
106 changed files with 2364 additions and 892 deletions
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14
freqtrade/optimize/hyperopt_interface.py
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@@ -1,6 +1,6 @@
"""
IHyperOpt interface
This module defines the interface to apply for hyperopts
This module defines the interface to apply for hyperopt
"""
import logging
import math
@@ -27,8 +27,8 @@ def _format_exception_message(method: str, space: str) -> str:
class IHyperOpt(ABC):
"""
Interface for freqtrade hyperopts
Defines the mandatory structure must follow any custom hyperopts
Interface for freqtrade hyperopt
Defines the mandatory structure must follow any custom hyperopt
Class attributes you can use:
ticker_interval -> int: value of the ticker interval to use for the strategy
@@ -106,10 +106,10 @@ class IHyperOpt(ABC):
roi_t_alpha = 1.0
roi_p_alpha = 1.0
ticker_interval_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
timeframe_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
# We define here limits for the ROI space parameters automagically adapted to the
# ticker_interval used by the bot:
# timeframe used by the bot:
#
# * 'roi_t' (limits for the time intervals in the ROI tables) components
# are scaled linearly.
@@ -117,8 +117,8 @@ class IHyperOpt(ABC):
#
# The scaling is designed so that it maps exactly to the legacy Freqtrade roi_space()
# method for the 5m ticker interval.
roi_t_scale = ticker_interval_mins / 5
roi_p_scale = math.log1p(ticker_interval_mins) / math.log1p(5)
roi_t_scale = timeframe_mins / 5
roi_p_scale = math.log1p(timeframe_mins) / math.log1p(5)
roi_limits = {
'roi_t1_min': int(10 * roi_t_scale * roi_t_alpha),
'roi_t1_max': int(120 * roi_t_scale * roi_t_alpha),