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change objective to emphasize shorter trades and include average profit

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This commit is contained in:
Janne Sinivirta 2017-10-20 10:39:36 +03:00
parent bbb2c7cf62
commit 1196983d5f
1 changed files with 1 additions and 1 deletions
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freqtrade/tests/test_hyperopt.py
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@ -76,7 +76,7 @@ def backtest(conf, pairs, mocker, buy_strategy):
print_results(results) print_results(results)
if len(results.index) < 800: if len(results.index) < 800:
return 100000 # return large number to "ignore" this result return 100000 # return large number to "ignore" this result
return results.duration.mean() / results.profit.sum() # the smaller the better return results.duration.mean() * results.duration.mean() / results.profit.sum() / results.profit.mean() # the smaller the better
def buy_strategy_generator(params): def buy_strategy_generator(params):
print(params) print(params)