From 7d3b80fbde373208cfd340f707ea6fdd0b35b4ce Mon Sep 17 00:00:00 2001 From: zx <54022220+ediziks@users.noreply.github.com> Date: Sun, 6 Feb 2022 17:13:09 +0100 Subject: [PATCH] isort fix and leftover cleaning --- .DS_Store | Bin 0 -> 10244 bytes .../optimize/hyperopt_loss_profit_drawdown.py | 7 ++++--- 2 files changed, 4 insertions(+), 3 deletions(-) create mode 100644 .DS_Store diff --git a/.DS_Store b/.DS_Store new file mode 100644 index 0000000000000000000000000000000000000000..a67fb52e74d3dc023db3b44f1beea46a3926f230 GIT binary patch literal 10244 zcmeHM&1w`u5Uz=3)!mtN_0CQ<2SKF8*@Z45sjj; zJb4_if``Ys^*tl5=O$zXd!iM}XoI$Bnb!NXwL=+D29yD1Kp9X5{sso{o6XPYxRv@= z29yD1AZLKjhZv1z;$+WCb9CTkN&v_Ty3K>nr~`~m>}29(&q`y8Ic@b2In&6M7?Cx{ zc+BdMiIY7mtvN;3oFeBraurHsyu&Uw>J%kb>RTC52KpJ`+I@m%s6i?1i28j4J)5oO z+`>xM?pVX>yK?PzR;$%pSshx~j=izn&+l&^WYIXJMQ6=N6k~dvAT!j&jl-6Ywleu( z${+Kw{kY$Hbn=VAmfNC@Ur zGFZ#UL-dC6@H%$r8SYf*hK^;||t3^6_CHIV4XzlGxxYtFftLn15IDZo*2I3$B-o?ifle9ZUX zdiC*oe%{y^y1wtCapCuDf~jeYR*`!tJ;C1I#7c&Hyr z1vJ}+hd?91KAE5UeAeaj1Skh+NjwRh(b4?GmsobISLJAcW6I^EXCGiF&=CG#FR}kI zoRVGMlQ?4<$V=S+%T>PgwOA{_bKc=8m@mLpqABpX;({)5dVQ0)C?QQ-a|1-edA;_vi>wijpMzsFt`wCf4ntRrux|g-?zf%AI E2BFcLxBvhE literal 0 HcmV?d00001 diff --git a/freqtrade/optimize/hyperopt_loss_profit_drawdown.py b/freqtrade/optimize/hyperopt_loss_profit_drawdown.py index 104bacd2a..6df605c82 100644 --- a/freqtrade/optimize/hyperopt_loss_profit_drawdown.py +++ b/freqtrade/optimize/hyperopt_loss_profit_drawdown.py @@ -8,8 +8,10 @@ Possible to change `DRAWDOWN_MULT` to penalize drawdown objective for individual needs. """ from pandas import DataFrame -from freqtrade.optimize.hyperopt import IHyperOptLoss + from freqtrade.data.btanalysis import calculate_max_drawdown +from freqtrade.optimize.hyperopt import IHyperOptLoss + # higher numbers penalize drawdowns more severely DRAWDOWN_MULT = 0.075 @@ -20,9 +22,8 @@ class ProfitDrawDownHyperOptLoss(IHyperOptLoss): def hyperopt_loss_function(results: DataFrame, trade_count: int, *args, **kwargs) -> float: total_profit = results["profit_abs"].sum() - # from freqtrade.optimize.optimize_reports.generate_strategy_stats() try: - profit_abs, _, _, _, _ = calculate_max_drawdown(results, value_col="profit_ratio") + profit_abs, _, _, _, _ = calculate_max_drawdown(results, value_col="profit_abs") except ValueError: profit_abs = 0