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total loss depends on multi criterias

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Pialat 2019-09-16 12:01:24 +02:00
parent 490128b86b
commit 7c6167fb5b
1 changed files with 2 additions and 2 deletions
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freqtrade/optimize/hyperopt_loss_calmar.py
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@ -77,8 +77,8 @@ class CalmarHyperOptLoss(IHyperOptLoss):
""" """
expected_trade_loss_penalty = 1 - norm.cdf(trade_count-NB_EXPECTED_TRADES,-NB_EXPECTED_TRADES,(NB_EXPECTED_TRADES*(2/3))*EXPECTED_TRADES_WEIGHT) expected_trade_loss_penalty = 1 - norm.cdf(trade_count-NB_EXPECTED_TRADES,-NB_EXPECTED_TRADES,(NB_EXPECTED_TRADES*(2/3))*EXPECTED_TRADES_WEIGHT)
# feel free to add other criterias (e.g avg expected time duration) # want to see the loss -> shorturl.at/DHX34
loss = (calmar_loss * CALMAR_LOSS_WEIGHT) loss = calmar_loss + expected_trade_loss_penalty
# print('calmar_ratio {}'.format(calmar_ratio)) # print('calmar_ratio {}'.format(calmar_ratio))