diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py index 6cdaa9045..285309db5 100644 --- a/freqtrade/tests/test_hyperopt.py +++ b/freqtrade/tests/test_hyperopt.py @@ -74,9 +74,12 @@ def backtest(conf, pairs, mocker, buy_strategy): results = DataFrame.from_records(trades, columns=labels) print_results(results) - if len(results.index) < 800: # require at least 800 trades - return 100000 # return large number to "ignore" this result - return results.duration.mean() ** 3 / results.profit.sum() / results.profit.mean() # the smaller the better + + # set the value below to suit your number concurrent trades so its realistic to 20days of data + TARGET_TRADES = 1200 + if results.profit.sum() == 0 or results.profit.mean() == 0: + return 49999999999 # avoid division by zero, return huge value to discard result + return abs(len(results.index) - 1200.1) / (results.profit.sum() ** 2) * results.duration.mean() # the smaller the better def buy_strategy_generator(params): print(params)