adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

simplify expression

Browse Source
This commit is contained in:
sid
2021-10-09 06:36:23 +05:30
parent 45b7a0c837
commit 30bc96cf3f
1 changed files with 1 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/optimize/hyperopt_loss_max_drawdown.py
View File

@@ -38,6 +38,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
except ValueError: except ValueError:
# No losing trade, therefore no drawdown. # No losing trade, therefore no drawdown.
return -total_profit return -total_profit
max_drawdown_rev = 1 / max_drawdown[0] return -total_profit / max_drawdown[0]
ret = max_drawdown_rev * total_profit
return -ret