stable/freqtrade/optimize/hyperopt_loss_onlyprofit.py
2021-05-28 08:38:46 +02:00

27 lines
746 B
Python

"""
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