import MAX_LOSS constant instead create a new one

This commit is contained in:
Pialat 2019-09-12 15:14:32 +02:00
parent e1f7a31b63
commit 62d9ac836d

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@ -1,12 +1,12 @@
from datetime import datetime
from pandas import DataFrame, Series
from freqtrade.optimize.hyperopt import IHyperOptLoss
import numpy as np
from scipy.stats import norm
from freqtrade.optimize.hyperopt import IHyperOptLoss, MAX_LOSS
NB_SIMULATIONS = 1000
SIMULATION_YEAR_DURATION = 3
HIGH_NUMBER = 100000
CALMAR_LOSS_WEIGHT = 1
SLIPPAGE_PERCENT = 0.001
@ -42,7 +42,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
# exclude the case when no trade was lost
if(results.profit_percent.min() >= 0):
return HIGH_NUMBER
return MAX_LOSS
# simulate n years of run to define a median max drawdown
for i in range(0, NB_SIMULATIONS):