Add ProfitDrawdownHyperoptLoss method

2022-02-06 15:40:54 +01:00
parent 6ed237a72a
commit 0b01fcf047
4 changed files with 34 additions and 3 deletions
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -86,6 +86,7 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
    "SharpeHyperOptLossDaily",
    "MaxDrawDownHyperOptLoss",
    "CalmarHyperOptLoss",
+    "ProfitDrawDownHyperOptLoss",

 ])
 def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
@@ -106,7 +107,7 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
        config=default_conf,
        processed=None,
        backtest_stats={'profit_total': hyperopt_results['profit_abs'].sum()}
-        )
+    )
    over = hl.hyperopt_loss_function(
        results_over,
        trade_count=len(results_over),