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try a different objective function

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This commit is contained in:
Janne Sinivirta 2017-10-22 17:11:01 +03:00
parent 913488910c
commit 57acf85b42
1 changed files with 6 additions and 3 deletions
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9
freqtrade/tests/test_hyperopt.py
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@ -74,9 +74,12 @@ def backtest(conf, pairs, mocker, buy_strategy):
results = DataFrame.from_records(trades, columns=labels) results = DataFrame.from_records(trades, columns=labels)
print_results(results) print_results(results)
if len(results.index) < 800: # require at least 800 trades
return 100000 # return large number to "ignore" this result # set the value below to suit your number concurrent trades so its realistic to 20days of data
return results.duration.mean() ** 3 / results.profit.sum() / results.profit.mean() # the smaller the better 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): def buy_strategy_generator(params):
print(params) print(params)