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Update hyperopt.py

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Italo 2022-02-06 15:32:59 +00:00
parent adf8f6b2d5
commit d03378b1df
1 changed files with 4 additions and 1 deletions
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freqtrade/optimize/hyperopt.py
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@ -538,7 +538,10 @@ class Hyperopt:
if not hasattr(self, 'r2_list'): if not hasattr(self, 'r2_list'):
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}') print(f'R2: {r2}')
r2 = r2 if r2 > -5 else -5 r2 = r2 if r2 > -5 else -5
self.r2_list.append(r2) self.r2_list.append(r2)