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Fix some typos and stuff in SplineHyperoptLOss

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This commit is contained in:
Matthias 2021-10-02 14:52:07 +02:00
parent 4bbdc2403a
commit 0506529817
1 changed files with 14 additions and 17 deletions
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31
freqtrade/optimize/hyperopt_loss_splinehyperoptloss.py
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@ -1,17 +1,20 @@
import logging
from datetime import datetime
from freqtrade.data.btanalysis import calculate_max_drawdown
from freqtrade.optimize.hyperopt import IHyperOptLoss
import numpy as np
from pandas import DataFrame
from scipy import interpolate
from freqtrade.data.btanalysis import calculate_max_drawdown
from freqtrade.optimize.hyperopt import IHyperOptLoss
logger = logging.getLogger(__name__)
import numpy as np
# HyperOpt Loss function, it is difficult to put the various optimizations into one number.
# To make it easier, you can specify one table per optimization here. Missing values are interpolated.
# To make it easier, you can specify one table per optimization here.
# Missing values are interpolated.
# In this way it is possible to create your own loss curves for each value quite easily.
#
@ -38,7 +41,7 @@ class SplineHyperOptLoss(IHyperOptLoss):
try:
max_drawdown = calculate_max_drawdown(results)[0]
except:
except Exception:
max_drawdown = 0.0
# profit_sum = results['profit_ratio'].sum()
@ -58,8 +61,7 @@ class SplineHyperOptLoss(IHyperOptLoss):
'100.0': 10000,
}
r = execute_table(profit_table, profit)
logger.debug(f'profit: {profit}')
logger.debug(f'profit ret: {r}')
logger.debug(f'profit: {profit} ret: {r}')
ret += r
profit_mean_table = {
@ -71,8 +73,7 @@ class SplineHyperOptLoss(IHyperOptLoss):
'0.05': 50,
}
r = execute_table(profit_mean_table, profit_mean)
logger.debug(f'profit_mean: {profit_mean}')
logger.debug(f'profit_mean ret: {r}')
logger.debug(f'profit_mean: {profit_mean} ret: {r}')
ret += r
profit_median_table = {
@ -84,8 +85,7 @@ class SplineHyperOptLoss(IHyperOptLoss):
'0.05': 10,
}
r = execute_table(profit_median_table, profit_median)
logger.debug(f'profit_median: {profit_median}')
logger.debug(f'profit_median ret: {r}')
logger.debug(f'profit_median: {profit_median} ret: {r}')
ret += r
trade_duration_table = {
@ -98,8 +98,7 @@ class SplineHyperOptLoss(IHyperOptLoss):
str(60 * 2000): -10,
}
r = execute_table(trade_duration_table, trade_duration)
logger.debug(f'trade_duration: {trade_duration}')
logger.debug(f'trade_duration ret: {r}')
logger.debug(f'trade_duration: {trade_duration} ret: {r}')
ret += r
trade_count_table = {
@ -111,8 +110,7 @@ class SplineHyperOptLoss(IHyperOptLoss):
'1000': 50,
}
r = execute_table(trade_count_table, trade_count)
logger.debug(f'trade_count: {trade_count}')
logger.debug(f'trade_count ret: {r}')
logger.debug(f'trade_count: {trade_count} ret: {r}')
ret += r
max_drawdown_table = {
@ -122,8 +120,7 @@ class SplineHyperOptLoss(IHyperOptLoss):
'0.8': -5000,
}
r = execute_table(max_drawdown_table, max_drawdown)
logger.debug(f'max_drawdown: {max_drawdown}')
logger.debug(f'max_drawdown ret: {r}')
logger.debug(f'max_drawdown: {max_drawdown} ret: {r}')
ret += r
return -ret