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chore: Fix test failure, sort imports
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78bf40eaa9
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@ -19,14 +19,15 @@ Possible to change:
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from datetime import datetime
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from datetime import datetime
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from typing import Any, Dict
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from typing import Any, Dict
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import numpy as np
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import numpy as np
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from pandas import DataFrame
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from pandas import DataFrame
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from freqtrade.constants import Config
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from freqtrade.constants import Config
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from freqtrade.data.metrics import calculate_max_drawdown, calculate_expectancy
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from freqtrade.data.metrics import calculate_expectancy, calculate_max_drawdown
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from freqtrade.optimize.hyperopt import IHyperOptLoss
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from freqtrade.optimize.hyperopt import IHyperOptLoss
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# smaller numbers penalize drawdowns more severely
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# smaller numbers penalize drawdowns more severely
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DRAWDOWN_MULT = 0.055
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DRAWDOWN_MULT = 0.055
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# A very large number to use as a replacement for infinity
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# A very large number to use as a replacement for infinity
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@ -44,7 +45,6 @@ WINRATE_CONST = 1.2
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class MultiMetricHyperOptLoss(IHyperOptLoss):
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class MultiMetricHyperOptLoss(IHyperOptLoss):
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@staticmethod
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@staticmethod
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def hyperopt_loss_function(
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def hyperopt_loss_function(
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*,
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results: DataFrame,
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results: DataFrame,
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trade_count: int,
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trade_count: int,
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min_date: datetime,
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min_date: datetime,
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@ -99,4 +99,4 @@ class MultiMetricHyperOptLoss(IHyperOptLoss):
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* log_expectancy_ratio
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* log_expectancy_ratio
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* log_winrate_coef
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* log_winrate_coef
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* trade_count_penalty
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* trade_count_penalty
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)
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)
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