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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Robert Roman 2021-09-22 09:21:43 -05:00 committed by GitHub
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commit c6b684603c
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@ -42,7 +42,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
except ValueError: except ValueError:
max_drawdown = 0 max_drawdown = 0
if max_drawdown != 0 and trade_count > 1000: if max_drawdown != 0:
calmar_ratio = expected_returns_mean / max_drawdown * np.sqrt(365) calmar_ratio = expected_returns_mean / max_drawdown * np.sqrt(365)
else: else:
calmar_ratio = -20. calmar_ratio = -20.