removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
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@ -42,7 +42,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
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except ValueError:
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except ValueError:
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max_drawdown = 0
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max_drawdown = 0
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if max_drawdown != 0 and trade_count > 1000:
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if max_drawdown != 0:
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calmar_ratio = expected_returns_mean / max_drawdown * np.sqrt(365)
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calmar_ratio = expected_returns_mean / max_drawdown * np.sqrt(365)
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else:
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else:
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calmar_ratio = -20.
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calmar_ratio = -20.
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