diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py index e6f73e04a..4fa32c00e 100644 --- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py +++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py @@ -5,11 +5,12 @@ This module defines the alternative HyperOptLoss class which can be used for Hyperoptimization. """ from datetime import datetime -from freqtrade.data.btanalysis import calculate_max_drawdown -from freqtrade.optimize.hyperopt import IHyperOptLoss from pandas import DataFrame +from freqtrade.data.btanalysis import calculate_max_drawdown +from freqtrade.optimize.hyperopt import IHyperOptLoss + class MaxDrawDownHyperOptLoss(IHyperOptLoss): @@ -31,7 +32,7 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss): Uses profit ratio weighted max_drawdown when drawdown is available. Otherwise directly optimizes profit ratio. """ - total_profit = results['profit_ratio'].sum() + total_profit = results['profit_ratio'].sum() try: max_drawdown = calculate_max_drawdown(results) except ValueError: @@ -39,4 +40,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss): return -total_profit max_drawdown_rev = 1 / max_drawdown[0] ret = max_drawdown_rev * total_profit - return -ret \ No newline at end of file + return -ret