resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
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@ -27,6 +27,8 @@ class CalmarHyperOptLoss(IHyperOptLoss):
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trade_count: int,
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min_date: datetime,
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max_date: datetime,
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config: Dict,
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processed: Dict[str, DataFrame],
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backtest_stats: Dict[str, Any],
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*args,
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**kwargs
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@ -52,7 +54,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
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except ValueError:
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max_drawdown = 0
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if max_drawdown != 0:
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if max_drawdown != 0 and trade_count > 2000:
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calmar_ratio = expected_returns_mean / max_drawdown * msqrt(365)
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else:
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# Define high (negative) calmar ratio to be clear that this is NOT optimal.
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