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This commit is contained in:
Yazeed Al Oyoun
2020-02-07 02:12:24 +01:00
committed by hroff-1902
parent 951a19fb00
commit a46b7bcd6d
2 changed files with 7 additions and 5 deletions
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4
tests/optimize/test_hyperopt.py
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@@ -380,9 +380,9 @@ def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) ->
def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
results_over = hyperopt_results.copy()
results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
results_over['profit_percent_after_slippage'] = hyperopt_results['profit_percent_after_slippage'] * 2
results_under = hyperopt_results.copy()
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
results_under['profit_percent_after_slippage'] = hyperopt_results['profit_percent_after_slippage'] / 2
default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'})
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)