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isort fix and leftover cleaning

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zx 2022-02-06 17:13:09 +01:00
parent 6b5f63d4d6
commit 7d3b80fbde
2 changed files with 4 additions and 3 deletions
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freqtrade/optimize/hyperopt_loss_profit_drawdown.py
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@ -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