adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

PEP8 code compliance

Browse Source
This commit is contained in:
Nicolas Papp
2022-04-23 13:15:14 -03:00
parent c8e4687833
commit 0f943c482b
4 changed files with 37 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files

10
freqtrade/optimize/hyperopt_loss_max_drawdown_relative.py
View File

@@ -4,12 +4,11 @@ MaxDrawDownRelativeHyperOptLoss
This module defines the alternative HyperOptLoss class which can be used for
Hyperoptimization.
"""
from datetime import datetime
from typing import Dict
from pandas import DataFrame
from freqtrade.data.btanalysis import calculate_underwater, calculate_max_drawdown
from freqtrade.data.btanalysis import calculate_underwater
from freqtrade.optimize.hyperopt import IHyperOptLoss
@@ -34,7 +33,11 @@ class MaxDrawDownRelativeHyperOptLoss(IHyperOptLoss):
"""
total_profit = results['profit_abs'].sum()
try:
drawdown_df = calculate_underwater(results, value_col='profit_abs', starting_balance=config['available_capital'])
drawdown_df = calculate_underwater(
results,
value_col='profit_abs',
starting_balance=config['available_capital']
)
max_drawdown = abs(min(drawdown_df['drawdown']))
relative_drawdown = max(drawdown_df['drawdown_relative'])
if max_drawdown == 0:
@@ -42,4 +45,3 @@ class MaxDrawDownRelativeHyperOptLoss(IHyperOptLoss):
return -total_profit / max_drawdown / relative_drawdown
except (Exception, ValueError):
return -total_profit

2
freqtrade/optimize/optimize_reports.py
View File

@@ -769,7 +769,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
if 'max_drawdown_account' in strat_results else (
'Drawdown', f"{strat_results['max_drawdown']:.2%}"),
('Absolute Drawdown', round_coin_value(strat_results['max_drawdown_abs'],
strat_results['stake_currency'])),
strat_results['stake_currency'])),
('Drawdown high', round_coin_value(strat_results['max_drawdown_high'],
strat_results['stake_currency'])),
('Drawdown low', round_coin_value(strat_results['max_drawdown_low'],