diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py index 110edc78f..d4a399711 100644 --- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py +++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py @@ -19,14 +19,15 @@ Possible to change: from datetime import datetime from typing import Any, Dict -import numpy as np +import numpy as np from pandas import DataFrame from freqtrade.constants import Config -from freqtrade.data.metrics import calculate_max_drawdown, calculate_expectancy +from freqtrade.data.metrics import calculate_expectancy, calculate_max_drawdown from freqtrade.optimize.hyperopt import IHyperOptLoss + # smaller numbers penalize drawdowns more severely DRAWDOWN_MULT = 0.055 # A very large number to use as a replacement for infinity @@ -44,7 +45,6 @@ WINRATE_CONST = 1.2 class MultiMetricHyperOptLoss(IHyperOptLoss): @staticmethod def hyperopt_loss_function( - *, results: DataFrame, trade_count: int, min_date: datetime, @@ -99,4 +99,4 @@ class MultiMetricHyperOptLoss(IHyperOptLoss): * log_expectancy_ratio * log_winrate_coef * trade_count_penalty - ) \ No newline at end of file + )