""" OnlyProfitHyperOptLoss This module defines the alternative HyperOptLoss class which can be used for Hyperoptimization. """ from pandas import DataFrame from freqtrade.optimize.hyperopt import IHyperOptLoss class OnlyProfitHyperOptLoss(IHyperOptLoss): """ Defines the loss function for hyperopt. This implementation takes only absolute profit into account, not looking at any other indicator. """ @staticmethod def hyperopt_loss_function(results: DataFrame, trade_count: int, *args, **kwargs) -> float: """ Objective function, returns smaller number for better results. """ total_profit = results['profit_abs'].sum() return -1 * total_profit