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resolved mypy error

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error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
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Robert Roman 2021-09-27 17:32:49 -05:00 committed by GitHub
parent 67e9626da1
commit c3414c3b78
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1 changed files with 3 additions and 1 deletions
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freqtrade/optimize/hyperopt_loss_calmar.py
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@ -27,6 +27,8 @@ class CalmarHyperOptLoss(IHyperOptLoss):
trade_count: int,
min_date: datetime,
max_date: datetime,
config: Dict,
processed: Dict[str, DataFrame],
backtest_stats: Dict[str, Any],
*args,
**kwargs
@ -52,7 +54,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
except ValueError:
max_drawdown = 0
if max_drawdown != 0:
if max_drawdown != 0 and trade_count > 2000:
calmar_ratio = expected_returns_mean / max_drawdown * msqrt(365)
else:
# Define high (negative) calmar ratio to be clear that this is NOT optimal.