use date info to calculate trade durations

This commit is contained in:
Janne Sinivirta
2018-02-05 18:09:09 +02:00
parent 192521523f
commit 8c7b29734e
3 changed files with 10 additions and 10 deletions

View File

@@ -406,7 +406,7 @@ def optimizer(params):
total_profit = results.profit_percent.sum()
trade_count = len(results.index)
trade_duration = results.duration.mean() * 5
trade_duration = results.duration.mean()
if trade_count == 0 or trade_duration > MAX_ACCEPTED_TRADE_DURATION:
print('.', end='')