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max() removed

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hroff-1902 2019-07-25 08:17:41 +03:00
parent 0c2c094db6
commit e9b77298a7
1 changed files with 7 additions and 3 deletions
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10
freqtrade/optimize/hyperopt_loss_onlyprofit.py
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@ -12,8 +12,12 @@ from freqtrade.optimize.hyperopt import IHyperOptLoss
# This is assumed to be expected avg profit * expected trade count. # This is assumed to be expected avg profit * expected trade count.
# For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades, # For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
# expected max profit = 3.85 # expected max profit = 3.85
# Check that the reported Σ% values do not exceed this! #
# Note, this is ratio. 3.85 stated above means 385Σ%. # Note, this is ratio. 3.85 stated above means 385Σ%, 3.0 means 300Σ%.
#
# In this implementation it's only used in calculation of the resulting value
# of the objective function as a normalization coefficient and does not
# represent any limit for profits as in the Freqtrade legacy default loss function.
EXPECTED_MAX_PROFIT = 3.0 EXPECTED_MAX_PROFIT = 3.0
@ -31,4 +35,4 @@ class OnlyProfitHyperOptLoss(IHyperOptLoss):
Objective function, returns smaller number for better results. Objective function, returns smaller number for better results.
""" """
total_profit = results.profit_percent.sum() total_profit = results.profit_percent.sum()
return max(0, 1 - total_profit / EXPECTED_MAX_PROFIT) return 1 - total_profit / EXPECTED_MAX_PROFIT