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the optimizer expects values in the order of smaller is better

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This commit is contained in:
Janne Sinivirta 2017-10-19 18:29:57 +03:00
parent 4feb038d0a
commit ff100bdac4
1 changed files with 4 additions and 4 deletions
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8
freqtrade/tests/test_hyperopt.py
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@ -74,9 +74,9 @@ def backtest(conf, pairs, mocker, buy_strategy):
results = DataFrame.from_records(trades, columns=labels)
print_results(results)
if len(results.index) < 800:
return 0
return results.profit.sum() / results.duration.mean()
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
def buy_strategy_generator(params):
print(params)
@ -121,4 +121,4 @@ def test_hyperopt(conf, pairs, mocker):
}
# print(hyperopt.pyll.stochastic.sample(space))
print(fmin(fn=optimizer, space=space, algo=tpe.suggest, max_evals=2))
print('Best parameters {}'.format(fmin(fn=optimizer, space=space, algo=tpe.suggest, max_evals=10)))