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handle the case where we have zero buys

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This commit is contained in:
Janne Sinivirta 2018-07-02 11:44:33 +03:00
parent aec3f582e1
commit fa8fc3e4ce
1 changed files with 11 additions and 1 deletions
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12
freqtrade/optimize/hyperopt.py
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@ -31,6 +31,8 @@ from freqtrade.optimize.backtesting import Backtesting
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
MAX_LOSS = 100000 # just a big enough number to be bad result in loss optimization
class Hyperopt(Backtesting): class Hyperopt(Backtesting):
""" """
@ -152,7 +154,8 @@ class Hyperopt(Backtesting):
trade_loss = 1 - 0.25 * exp(-(trade_count - self.target_trades) ** 2 / 10 ** 5.8) trade_loss = 1 - 0.25 * exp(-(trade_count - self.target_trades) ** 2 / 10 ** 5.8)
profit_loss = max(0, 1 - total_profit / self.expected_max_profit) profit_loss = max(0, 1 - total_profit / self.expected_max_profit)
duration_loss = 0.4 * min(trade_duration / self.max_accepted_trade_duration, 1) duration_loss = 0.4 * min(trade_duration / self.max_accepted_trade_duration, 1)
return trade_loss + profit_loss + duration_loss result = trade_loss + profit_loss + duration_loss
return result
@staticmethod @staticmethod
def generate_roi_table(params: Dict) -> Dict[int, float]: def generate_roi_table(params: Dict) -> Dict[int, float]:
@ -293,6 +296,13 @@ class Hyperopt(Backtesting):
trade_count = len(results.index) trade_count = len(results.index)
trade_duration = results.trade_duration.mean() trade_duration = results.trade_duration.mean()
if trade_count == 0:
return {
'loss': MAX_LOSS,
'params': params,
'result': result_explanation,
}
loss = self.calculate_loss(total_profit, trade_count, trade_duration) loss = self.calculate_loss(total_profit, trade_count, trade_duration)
return { return {