From 3de0f1b4fe129931f55fd452bcac30d57583e2dd Mon Sep 17 00:00:00 2001 From: Pialat Date: Mon, 16 Sep 2019 14:46:19 +0200 Subject: [PATCH] fix flake8 --- freqtrade/optimize/hyperopt_loss_calmar.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py index 759db2573..393701a72 100644 --- a/freqtrade/optimize/hyperopt_loss_calmar.py +++ b/freqtrade/optimize/hyperopt_loss_calmar.py @@ -70,12 +70,15 @@ class CalmarHyperOptLoss(IHyperOptLoss): 0 mean no profit """ calmar_loss = 0.5 - (norm.cdf(calmar_ratio, 0, 1.5/CALMAR_LOSS_WEIGHT)) + normalized_expected_trade_loss = norm.cdf(trade_count-NB_EXPECTED_TRADES, + -NB_EXPECTED_TRADES, + (NB_EXPECTED_TRADES*(2/3))*EXPECTED_TRADES_WEIGHT) """ Normalize loss value to be float between (0, 0.5) : Closed to 0 mean trade_count = NB_EXPECTED_TRADES """ - expected_trade_loss_penalty = 1 - norm.cdf(trade_count-NB_EXPECTED_TRADES,-NB_EXPECTED_TRADES,(NB_EXPECTED_TRADES*(2/3))*EXPECTED_TRADES_WEIGHT) + expected_trade_loss_penalty = 1 - normalized_expected_trade_loss # want to see the loss -> shorturl.at/DHX34 loss = calmar_loss + expected_trade_loss_penalty