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fix hyperopt to use new backtesting result tuple

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This commit is contained in:
xmatthias 2018-06-10 13:56:10 +02:00
parent 27ee8f7360
commit 4710210cff
1 changed files with 3 additions and 3 deletions
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6
freqtrade/optimize/hyperopt.py
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@ -451,7 +451,7 @@ class Hyperopt(Backtesting):
total_profit = results.profit_percent.sum() total_profit = results.profit_percent.sum()
trade_count = len(results.index) trade_count = len(results.index)
trade_duration = results.duration.mean() trade_duration = results.trade_duration.mean()
if trade_count == 0 or trade_duration > self.max_accepted_trade_duration: if trade_count == 0 or trade_duration > self.max_accepted_trade_duration:
print('.', end='') print('.', end='')
@ -488,10 +488,10 @@ class Hyperopt(Backtesting):
'Total profit {: 11.8f} {} ({:.4f}Σ%). Avg duration {:5.1f} mins.').format( 'Total profit {: 11.8f} {} ({:.4f}Σ%). Avg duration {:5.1f} mins.').format(
len(results.index), len(results.index),
results.profit_percent.mean() * 100.0, results.profit_percent.mean() * 100.0,
results.profit_BTC.sum(), results.profit_abs.sum(),
self.config['stake_currency'], self.config['stake_currency'],
results.profit_percent.sum(), results.profit_percent.sum(),
results.duration.mean(), results.trade_duration.mean(),
) )
def start(self) -> None: def start(self) -> None: