Add ProfitDrawdownHyperoptLoss method

This commit is contained in:
zx
2022-02-06 15:40:54 +01:00
parent 6ed237a72a
commit 0b01fcf047
4 changed files with 34 additions and 3 deletions

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@@ -26,7 +26,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
'CalmarHyperOptLoss',
'MaxDrawDownHyperOptLoss']
'MaxDrawDownHyperOptLoss', 'ProfitDrawDownHyperOptLoss']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',