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Fix wrong intendation for custom-hyperopt check

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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
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@ -1,9 +1,7 @@
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
from functools import reduce from functools import reduce
from math import exp
from typing import Any, Callable, Dict, List from typing import Any, Callable, Dict, List
from datetime import datetime
import talib.abstract as ta import talib.abstract as ta
from pandas import DataFrame from pandas import DataFrame
@ -33,21 +31,6 @@ class DefaultHyperOpts(IHyperOpt):
You can override it with your own hyperopt 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 @staticmethod
def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['adx'] = ta.ADX(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')): hasattr(self.custom_hyperopt, 'hyperopt_loss_custom')):
self.calculate_loss = self.custom_hyperopt.hyperopt_loss_custom # type: ignore self.calculate_loss = self.custom_hyperopt.hyperopt_loss_custom # type: ignore
# Implement fallback to avoid odd crashes when custom-hyperopt fails to load. # Implement fallback to avoid odd crashes when custom-hyperopt fails to load.
if not hasattr(self.custom_hyperopt, 'hyperopt_loss_custom'): if not hasattr(self.custom_hyperopt, 'hyperopt_loss_custom'):
logger.warning("Could not load hyperopt configuration. " logger.warning("Could not load hyperopt configuration. "
"Falling back to legacy configuration.") "Falling back to legacy configuration.")
raise OperationalException("Could not load hyperopt loss function.") raise OperationalException("Could not load hyperopt loss function.")
# Populate functions here (hasattr is slow so should not be run during "regular" operations) # Populate functions here (hasattr is slow so should not be run during "regular" operations)
if hasattr(self.custom_hyperopt, 'populate_buy_trend'): if hasattr(self.custom_hyperopt, 'populate_buy_trend'):