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adicionado pontuação no texto

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This commit is contained in:
Rafael Rodrigues 2019-06-06 00:24:54 -03:00
parent 4526f39903
commit 0bad002ed8
1 changed files with 9 additions and 9 deletions
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18
freqtrade/optimize/hyperopt.py
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@ -140,14 +140,14 @@ class Hyperopt(Backtesting):
sys.stdout.flush()
# def calculate_loss(self, total_profit: float, trade_count: int, trade_duration: float) -> float:
# """
# Objective function, returns smaller number for more optimal results
# """
# trade_loss = 1 - 0.25 * exp(-(trade_count - self.target_trades) ** 2 / 10 ** 5.8)
# profit_loss = max(0, 1 - total_profit / self.expected_max_profit)
# duration_loss = 0.4 * min(trade_duration / self.max_accepted_trade_duration, 1)
# result = trade_loss + profit_loss + duration_loss
# return result
# """
# Objective function, returns smaller number for more optimal results
# """
# trade_loss = 1 - 0.25 * exp(-(trade_count - self.target_trades) ** 2 / 10 ** 5.8)
# profit_loss = max(0, 1 - total_profit / self.expected_max_profit)
# duration_loss = 0.4 * min(trade_duration / self.max_accepted_trade_duration, 1)
# result = trade_loss + profit_loss + duration_loss
# return result
def calculate_loss(self, total_profit: list, trade_count: int) -> float:
"""
@ -163,7 +163,7 @@ class Hyperopt(Backtesting):
if (np.std(total_profit) != 0.):
sharp_ratio = expected_average_return/np.std(total_profit)*np.sqrt(365)
else:
sharp_ratio = -20
sharp_ratio = -20.
sharp_ratio = -sharp_ratio
# print(expected_average_return, np.std(total_profit), sharp_ratio)