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fix formatting

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sid 2021-10-06 13:46:05 +05:30
parent c0d01dbc26
commit 6ba46b38bd
1 changed files with 5 additions and 4 deletions
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9
freqtrade/optimize/hyperopt_loss_max_drawdown.py
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@ -5,11 +5,12 @@ This module defines the alternative HyperOptLoss class which can be used for
Hyperoptimization. Hyperoptimization.
""" """
from datetime import datetime from datetime import datetime
from freqtrade.data.btanalysis import calculate_max_drawdown
from freqtrade.optimize.hyperopt import IHyperOptLoss
from pandas import DataFrame from pandas import DataFrame
from freqtrade.data.btanalysis import calculate_max_drawdown
from freqtrade.optimize.hyperopt import IHyperOptLoss
class MaxDrawDownHyperOptLoss(IHyperOptLoss): class MaxDrawDownHyperOptLoss(IHyperOptLoss):
@ -31,7 +32,7 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
Uses profit ratio weighted max_drawdown when drawdown is available. Uses profit ratio weighted max_drawdown when drawdown is available.
Otherwise directly optimizes profit ratio. Otherwise directly optimizes profit ratio.
""" """
total_profit = results['profit_ratio'].sum() total_profit = results['profit_ratio'].sum()
try: try:
max_drawdown = calculate_max_drawdown(results) max_drawdown = calculate_max_drawdown(results)
except ValueError: except ValueError:
@ -39,4 +40,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
return -total_profit return -total_profit
max_drawdown_rev = 1 / max_drawdown[0] max_drawdown_rev = 1 / max_drawdown[0]
ret = max_drawdown_rev * total_profit ret = max_drawdown_rev * total_profit
return -ret return -ret