Pialat
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3de0f1b4fe
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fix flake8
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2019-09-16 14:46:19 +02:00 |
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Pialat
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7c6167fb5b
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total loss depends on multi criterias
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2019-09-16 12:01:24 +02:00 |
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Pialat
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490128b86b
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loss of calmar ratio now centered in 0
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2019-09-16 12:00:51 +02:00 |
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Pialat
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4b449075ff
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fix doc descr with new feature
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2019-09-16 11:59:27 +02:00 |
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Pialat
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12288362c3
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implement expected number of trades
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2019-09-16 11:58:51 +02:00 |
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Pialat
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2a06a95e77
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don't include slippage by defaut
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2019-09-16 11:57:13 +02:00 |
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Pialat
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1538523adf
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improvement : move to simulated annualized vs calculated
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2019-09-13 10:06:33 +02:00 |
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Pialat
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847aab0359
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be be flake 8 compliant
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2019-09-12 17:15:01 +02:00 |
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Pialat
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dc8fd641ad
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smooth normelization
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2019-09-12 16:55:33 +02:00 |
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Pialat
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2670960ec4
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fix typo
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2019-09-12 16:41:37 +02:00 |
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Pialat
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da419e6022
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remove precision on year calculation
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2019-09-12 16:27:42 +02:00 |
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Pialat
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78ae177a5b
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Fix : exit if no losing trades before applyting slippage
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2019-09-12 16:07:58 +02:00 |
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Pialat
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6958160ae6
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Fix calculation of calmar ratio
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2019-09-12 16:03:03 +02:00 |
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Pialat
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84aac56dd3
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explain maybe extra criterias needed to calculate loss
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2019-09-12 16:02:18 +02:00 |
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Pialat
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0d3542537e
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change CalmarHyperOptLoss description
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2019-09-12 15:35:27 +02:00 |
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Pialat
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62d9ac836d
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import MAX_LOSS constant instead create a new one
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2019-09-12 15:14:32 +02:00 |
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Pialat
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e1f7a31b63
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better explanation in comment of loss value of calmar ratio
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2019-09-12 15:03:52 +02:00 |
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Pialat
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c5ee01fe4b
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hyperopt loss function based on calmar ratio
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2019-09-11 19:40:59 +02:00 |
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