change objective to emphasize shorter trades and include average profit

2017-10-20 10:39:36 +03:00 · 2017-10-20 10:39:36 +03:00 · 1196983d5f
commit 1196983d5f
parent bbb2c7cf62
1 changed files with 1 additions and 1 deletions
--- a/freqtrade/tests/test_hyperopt.py
+++ b/freqtrade/tests/test_hyperopt.py
@ -76,7 +76,7 @@ def backtest(conf, pairs, mocker, buy_strategy):
    print_results(results)
    if len(results.index) < 800:
        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):
    print(params)