Move hyperopt-loss functions to their own package

freqtrade/optimize/hyperopt_loss/hyperopt_loss_onlyprofit.py

@@ -0,0 +1,26 @@
+"""
+OnlyProfitHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from pandas import DataFrame
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+class OnlyProfitHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation takes only absolute profit into account, not looking at any other indicator.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results.
+        """
+        total_profit = results['profit_abs'].sum()
+        return -1 * total_profit