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Fix wrong intendation for custom-hyperopt check

This commit is contained in:
Matthias 2019-07-15 23:14:07 +02:00
parent 7be25313a5
commit 07a1c48e8c
2 changed files with 5 additions and 22 deletions
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17
freqtrade/optimize/default_hyperopt.py
View File

@ -1,9 +1,7 @@
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
from functools import reduce
from math import exp
from typing import Any, Callable, Dict, List
from datetime import datetime
import talib.abstract as ta
from pandas import DataFrame
@ -33,21 +31,6 @@ class DefaultHyperOpts(IHyperOpt):
You can override it with your own hyperopt
"""
@staticmethod
def hyperopt_loss_custom(results: DataFrame, trade_count: int,
min_date: datetime, max_date: datetime, *args, **kwargs) -> float:
"""
Objective function, returns smaller number for more optimal results
"""
total_profit = results.profit_percent.sum()
trade_duration = results.trade_duration.mean()
trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
result = trade_loss + profit_loss + duration_loss
return result
@staticmethod
def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['adx'] = ta.ADX(dataframe)

10
freqtrade/optimize/hyperopt.py
View File

@ -80,11 +80,11 @@ class Hyperopt(Backtesting):
hasattr(self.custom_hyperopt, 'hyperopt_loss_custom')):
self.calculate_loss = self.custom_hyperopt.hyperopt_loss_custom # type: ignore
# Implement fallback to avoid odd crashes when custom-hyperopt fails to load.
if not hasattr(self.custom_hyperopt, 'hyperopt_loss_custom'):
logger.warning("Could not load hyperopt configuration. "
"Falling back to legacy configuration.")
raise OperationalException("Could not load hyperopt loss function.")
# Implement fallback to avoid odd crashes when custom-hyperopt fails to load.
if not hasattr(self.custom_hyperopt, 'hyperopt_loss_custom'):
logger.warning("Could not load hyperopt configuration. "
"Falling back to legacy configuration.")
raise OperationalException("Could not load hyperopt loss function.")
# Populate functions here (hasattr is slow so should not be run during "regular" operations)
if hasattr(self.custom_hyperopt, 'populate_buy_trend'):