"""
MaxDrawDownRelativeHyperOptLoss

This module defines the alternative HyperOptLoss class which can be used for
Hyperoptimization.
"""
from datetime import datetime
from typing import Dict

from pandas import DataFrame

from freqtrade.data.btanalysis import calculate_underwater, calculate_max_drawdown
from freqtrade.optimize.hyperopt import IHyperOptLoss


class MaxDrawDownRelativeHyperOptLoss(IHyperOptLoss):

    """
    Defines the loss function for hyperopt.

    This implementation optimizes for max draw down and profit
    Less max drawdown more profit -> Lower return value
    """

    @staticmethod
    def hyperopt_loss_function(results: DataFrame, config: Dict,
                               *args, **kwargs) -> float:

        """
        Objective function.

        Uses profit ratio weighted max_drawdown when drawdown is available.
        Otherwise directly optimizes profit ratio.
        """
        total_profit = results['profit_abs'].sum()
        try:
            drawdown_df = calculate_underwater(results, value_col='profit_abs', starting_balance=config['available_capital'])
            max_drawdown = abs(min(drawdown_df['drawdown']))
            relative_drawdown = max(drawdown_df['drawdown_relative'])
            if max_drawdown == 0:
                return -total_profit
            return -total_profit / max_drawdown / relative_drawdown
        except (Exception, ValueError):
            return -total_profit