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fix flake8

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This commit is contained in:
Pialat 2019-09-16 14:46:19 +02:00
parent f8efb4c887
commit 3de0f1b4fe
1 changed files with 4 additions and 1 deletions
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5
freqtrade/optimize/hyperopt_loss_calmar.py
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@ -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