Add sample loss and improve docstring

This commit is contained in:
Matthias
2019-07-17 06:32:24 +02:00
parent c5b244419d
commit 0e500de1a0
3 changed files with 3 additions and 16 deletions

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@@ -37,10 +37,11 @@ class DefaultHyperOptLoss(IHyperOptLoss):
*args, **kwargs) -> float:
"""
Objective function, returns smaller number for better results
This is the legacy algorithm (used until now in freqtrade).
This is the Default algorithm
Weights are distributed as follows:
* 0.4 to trade duration
* 0.25: Avoiding trade loss
* 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
"""
total_profit = results.profit_percent.sum()
trade_duration = results.trade_duration.mean()