From 62d9ac836dc5908749ae813634087ed110c4d079 Mon Sep 17 00:00:00 2001 From: Pialat Date: Thu, 12 Sep 2019 15:14:32 +0200 Subject: [PATCH] import MAX_LOSS constant instead create a new one --- freqtrade/optimize/hyperopt_loss_calmar.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py index 18809178a..0f7f00605 100644 --- a/freqtrade/optimize/hyperopt_loss_calmar.py +++ b/freqtrade/optimize/hyperopt_loss_calmar.py @@ -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):