freqtrade_origin/freqtrade/optimize/hyperopt_loss_onlyprofit.py

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2019-07-23 15:51:24 +00:00
"""
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.
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"""
@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