adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

small balancing to hyperopt objective

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/tests/test_hyperopt.py
View File

@ -19,7 +19,7 @@ from freqtrade.vendor.qtpylib.indicators import crossed_above
logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot 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 # 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 TOTAL_TRIES = 4
current_tries = 0 current_tries = 0
@ -87,8 +87,8 @@ def test_hyperopt(backtest_conf, mocker):
total_profit = results.profit.sum() * 1000 total_profit = results.profit.sum() * 1000
trade_count = len(results.index) trade_count = len(results.index)
trade_loss = 1 - 0.4 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2) trade_loss = 1 - 0.35 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2)
profit_loss = max(0, 1 - total_profit / 15000) # max profit 15000 profit_loss = max(0, 1 - total_profit / 10000) # max profit 10000
global current_tries global current_tries
current_tries += 1 current_tries += 1