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