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be be flake 8 compliant

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Pialat 2019-09-12 17:15:01 +02:00
parent dc8fd641ad
commit 847aab0359
1 changed files with 2 additions and 2 deletions
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freqtrade/optimize/hyperopt_loss_calmar.py
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@ -18,8 +18,8 @@ class CalmarHyperOptLoss(IHyperOptLoss):
Calmar ratio is based on average annual rate of return for the last 36 months divided by the Calmar ratio is based on average annual rate of return for the last 36 months divided by the
maximum drawdown for the last 36 months. maximum drawdown for the last 36 months.
But you maybe don't have running hyperopt with 36 months of data so we will simulate 36 months But you maybe don't have running hyperopt with 36 months of data so we will simulate 36 months
of trading with a montecarlo simulation and find the median drawdown (what's happenned if the trades of trading with a montecarlo simulation and find the median drawdown (what's happenned if the
orders changes, the max drawdown change ?) trades orders changes, the max drawdown change ?)
shorturl.at/ioAK2 shorturl.at/ioAK2
""" """