From 0c2c094db6233383079c54b42eae296daf4fb5d9 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Tue, 23 Jul 2019 18:51:24 +0300
Subject: [PATCH] minor: add OnlyProfitHyperOptLoss

---
 freqtrade/optimize/default_hyperopt_loss.py   | 11 +++---
 .../optimize/hyperopt_loss_onlyprofit.py      | 34 +++++++++++++++++++
 freqtrade/optimize/hyperopt_loss_sharpe.py    | 17 ++++++----
 3 files changed, 49 insertions(+), 13 deletions(-)
 create mode 100644 freqtrade/optimize/hyperopt_loss_onlyprofit.py

diff --git a/freqtrade/optimize/default_hyperopt_loss.py b/freqtrade/optimize/default_hyperopt_loss.py
index 2879c4091..4ab9fbe44 100644
--- a/freqtrade/optimize/default_hyperopt_loss.py
+++ b/freqtrade/optimize/default_hyperopt_loss.py
@@ -3,27 +3,26 @@ DefaultHyperOptLoss
 This module defines the default HyperoptLoss class which is being used for
 Hyperoptimization.
 """
-
 from math import exp
 
 from pandas import DataFrame
 
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
-# Define some constants:
 
-# set TARGET_TRADES to suit your number concurrent trades so its realistic
+# Set TARGET_TRADES to suit your number concurrent trades so its realistic
 # to the number of days
 TARGET_TRADES = 600
+
 # This is assumed to be expected avg profit * expected trade count.
 # For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
-# self.expected_max_profit = 3.85
+# expected max profit = 3.85
 # Check that the reported Σ% values do not exceed this!
 # Note, this is ratio. 3.85 stated above means 385Σ%.
 EXPECTED_MAX_PROFIT = 3.0
 
-# max average trade duration in minutes
-# if eval ends with higher value, we consider it a failed eval
+# Max average trade duration in minutes.
+# If eval ends with higher value, we consider it a failed eval.
 MAX_ACCEPTED_TRADE_DURATION = 300
 
 
diff --git a/freqtrade/optimize/hyperopt_loss_onlyprofit.py b/freqtrade/optimize/hyperopt_loss_onlyprofit.py
new file mode 100644
index 000000000..4a1fabe35
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_loss_onlyprofit.py
@@ -0,0 +1,34 @@
+"""
+OnlyProfitHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from pandas import DataFrame
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+# This is assumed to be expected avg profit * expected trade count.
+# For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
+# expected max profit = 3.85
+# Check that the reported Σ% values do not exceed this!
+# Note, this is ratio. 3.85 stated above means 385Σ%.
+EXPECTED_MAX_PROFIT = 3.0
+
+
+class OnlyProfitHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation takes only profit into account.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results.
+        """
+        total_profit = results.profit_percent.sum()
+        return max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
diff --git a/freqtrade/optimize/hyperopt_loss_sharpe.py b/freqtrade/optimize/hyperopt_loss_sharpe.py
index be1a3d4b4..f74b27744 100644
--- a/freqtrade/optimize/hyperopt_loss_sharpe.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe.py
@@ -1,8 +1,9 @@
 """
-IHyperOptLoss interface
-This module defines the interface for the loss-function for hyperopts
-"""
+SharpeHyperOptLoss
 
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
 from datetime import datetime
 
 from pandas import DataFrame
@@ -13,8 +14,9 @@ from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 class SharpeHyperOptLoss(IHyperOptLoss):
     """
-    Defines the a loss function for hyperopt.
-    This implementation uses the sharpe ratio calculation.
+    Defines the loss function for hyperopt.
+
+    This implementation uses the Sharpe Ratio calculation.
     """
 
     @staticmethod
@@ -22,8 +24,9 @@ class SharpeHyperOptLoss(IHyperOptLoss):
                                min_date: datetime, max_date: datetime,
                                *args, **kwargs) -> float:
         """
-        Objective function, returns smaller number for more optimal results
-        Using sharpe ratio calculation
+        Objective function, returns smaller number for more optimal results.
+
+        Uses Sharpe Ratio calculation.
         """
         total_profit = results.profit_percent
         days_period = (max_date - min_date).days