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Update onlyprofit loss should use absolute profit

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closes #4934
This commit is contained in:
Matthias
2021-05-28 08:38:46 +02:00
parent b740ed8064
commit 8a56af9192
2 changed files with 5 additions and 17 deletions
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4
tests/optimize/test_hyperoptloss.py
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@@ -149,9 +149,9 @@ def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_result
def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
results_over = hyperopt_results.copy()
results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2
results_under = hyperopt_results.copy()
results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2
default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)