lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

change objective to emphasize shorter trades and include average profit

Browse Source
This commit is contained in:
Janne Sinivirta 2017-10-20 10:39:36 +03:00
parent bbb2c7cf62
commit 1196983d5f
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/tests/test_hyperopt.py
View File

@ -76,7 +76,7 @@ def backtest(conf, pairs, mocker, buy_strategy):
print_results(results)
if len(results.index) < 800:
return 100000 # return large number to "ignore" this result
return results.duration.mean() / results.profit.sum() # the smaller the better
return results.duration.mean() * results.duration.mean() / results.profit.sum() / results.profit.mean() # the smaller the better
def buy_strategy_generator(params):
print(params)