hyperopt --min-trades parameter

This commit is contained in:
hroff-1902
2019-05-01 15:27:58 +03:00
parent e1acf0a94d
commit e7b81e4d46
3 changed files with 18 additions and 1 deletions

View File

@@ -204,7 +204,11 @@ class Hyperopt(Backtesting):
trade_count = len(results.index)
trade_duration = results.trade_duration.mean()
if trade_count == 0:
# If this evaluation contains too short small amount of trades
# to be interesting -- consider it as 'bad' (assign max. loss value)
# in order to cast this hyperspace point away from optimization
# path. We do not want to optimize 'hodl' strategies.
if trade_count < self.config['hyperopt_min_trades']:
return {
'loss': MAX_LOSS,
'params': params,