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small balancing to hyperopt objective

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This commit is contained in:
Janne Sinivirta 2017-11-18 10:24:18 +02:00
parent 7903f3a546
commit 6f5b418f0b
1 changed files with 3 additions and 3 deletions
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6
freqtrade/tests/test_hyperopt.py
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@ -19,7 +19,7 @@ from freqtrade.vendor.qtpylib.indicators import crossed_above
logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
# set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
TARGET_TRADES = 1300
TARGET_TRADES = 1100
TOTAL_TRIES = 4
current_tries = 0
@ -87,8 +87,8 @@ def test_hyperopt(backtest_conf, mocker):
total_profit = results.profit.sum() * 1000
trade_count = len(results.index)
trade_loss = 1 - 0.4 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2)
profit_loss = max(0, 1 - total_profit / 15000) # max profit 15000
trade_loss = 1 - 0.35 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2)
profit_loss = max(0, 1 - total_profit / 10000) # max profit 10000
global current_tries
current_tries += 1