Update hyperopt.py

2022-02-06 15:32:59 +00:00 · 2022-02-06 15:32:59 +00:00 · d03378b1df
parent adf8f6b2d5
commit d03378b1df
1 changed files with 4 additions and 1 deletions
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@ -538,7 +538,10 @@ class Hyperopt:
        if not hasattr(self, 'r2_list'):
            self.r2_list = []

-        r2 = cross_val_score(res.models[-1], X=res.x_iters, y=res.func_vals, scoring='r2', cv=5, n_jobs=jobs).mean()
+        model = res.models[-1]
+        model.criterion = 'squared_error'
+
+        r2 = cross_val_score(model, X=res.x_iters, y=res.func_vals, scoring='r2', cv=5, n_jobs=jobs).mean()
        print(f'R2: {r2}')
        r2 = r2 if r2 > -5 else -5
        self.r2_list.append(r2)