From d03378b1df7c76b7d1931c174af9197abf977357 Mon Sep 17 00:00:00 2001 From: Italo <45588475+italodamato@users.noreply.github.com> Date: Sun, 6 Feb 2022 15:32:59 +0000 Subject: [PATCH] Update hyperopt.py --- freqtrade/optimize/hyperopt.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 19132a14a..ba32943cb 100644 --- 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)