From 17b984a7cd108ec41e96ac5893074e97fd11a05f Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Sat, 21 Oct 2017 10:28:43 +0300 Subject: [PATCH] adjust objective function to emphasize trade lenghts more --- freqtrade/tests/test_hyperopt.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py index 9576a2173..245481b93 100644 --- a/freqtrade/tests/test_hyperopt.py +++ b/freqtrade/tests/test_hyperopt.py @@ -74,9 +74,9 @@ def backtest(conf, pairs, mocker, buy_strategy): results = DataFrame.from_records(trades, columns=labels) print_results(results) - if len(results.index) < 800: + if len(results.index) < 800: # require at least 800 trades return 100000 # return large number to "ignore" this result - return results.duration.mean() * results.duration.mean() / results.profit.sum() / results.profit.mean() # the smaller the better + return results.duration.mean() ** 3 / results.profit.sum() / results.profit.mean() # the smaller the better def buy_strategy_generator(params): print(params)