isort fix and leftover cleaning
This commit is contained in:
parent
6b5f63d4d6
commit
7d3b80fbde
@ -8,8 +8,10 @@ Possible to change `DRAWDOWN_MULT` to penalize drawdown objective for
|
|||||||
individual needs.
|
individual needs.
|
||||||
"""
|
"""
|
||||||
from pandas import DataFrame
|
from pandas import DataFrame
|
||||||
from freqtrade.optimize.hyperopt import IHyperOptLoss
|
|
||||||
from freqtrade.data.btanalysis import calculate_max_drawdown
|
from freqtrade.data.btanalysis import calculate_max_drawdown
|
||||||
|
from freqtrade.optimize.hyperopt import IHyperOptLoss
|
||||||
|
|
||||||
|
|
||||||
# higher numbers penalize drawdowns more severely
|
# higher numbers penalize drawdowns more severely
|
||||||
DRAWDOWN_MULT = 0.075
|
DRAWDOWN_MULT = 0.075
|
||||||
@ -20,9 +22,8 @@ class ProfitDrawDownHyperOptLoss(IHyperOptLoss):
|
|||||||
def hyperopt_loss_function(results: DataFrame, trade_count: int, *args, **kwargs) -> float:
|
def hyperopt_loss_function(results: DataFrame, trade_count: int, *args, **kwargs) -> float:
|
||||||
total_profit = results["profit_abs"].sum()
|
total_profit = results["profit_abs"].sum()
|
||||||
|
|
||||||
# from freqtrade.optimize.optimize_reports.generate_strategy_stats()
|
|
||||||
try:
|
try:
|
||||||
profit_abs, _, _, _, _ = calculate_max_drawdown(results, value_col="profit_ratio")
|
profit_abs, _, _, _, _ = calculate_max_drawdown(results, value_col="profit_abs")
|
||||||
except ValueError:
|
except ValueError:
|
||||||
profit_abs = 0
|
profit_abs = 0
|
||||||
|
|
||||||
|
Loading…
Reference in New Issue
Block a user