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proper var name

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This commit is contained in:
zx 2022-02-07 06:22:27 +01:00
parent 7d3b80fbde
commit 2893d0b50d
1 changed files with 4 additions and 4 deletions
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8
freqtrade/optimize/hyperopt_loss_profit_drawdown.py
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@ -14,7 +14,7 @@ from freqtrade.optimize.hyperopt import IHyperOptLoss
# higher numbers penalize drawdowns more severely
DRAWDOWN_MULT = 0.075
DRAWDOWN_MULT = 0.01
class ProfitDrawDownHyperOptLoss(IHyperOptLoss):
@ -23,8 +23,8 @@ class ProfitDrawDownHyperOptLoss(IHyperOptLoss):
total_profit = results["profit_abs"].sum()
try:
profit_abs, _, _, _, _ = calculate_max_drawdown(results, value_col="profit_abs")
max_drawdown_abs, _, _, _, _ = calculate_max_drawdown(results, value_col="profit_abs")
except ValueError:
profit_abs = 0
max_drawdown_abs = 0
return -1 * (total_profit * (1 - profit_abs * DRAWDOWN_MULT))
return -1 * (total_profit * (1 - max_drawdown_abs * DRAWDOWN_MULT))