diff --git a/.DS_Store b/.DS_Store new file mode 100644 index 000000000..a67fb52e7 Binary files /dev/null and b/.DS_Store differ diff --git a/freqtrade/optimize/hyperopt_loss_profit_drawdown.py b/freqtrade/optimize/hyperopt_loss_profit_drawdown.py index 104bacd2a..6df605c82 100644 --- a/freqtrade/optimize/hyperopt_loss_profit_drawdown.py +++ b/freqtrade/optimize/hyperopt_loss_profit_drawdown.py @@ -8,8 +8,10 @@ Possible to change `DRAWDOWN_MULT` to penalize drawdown objective for individual needs. """ from pandas import DataFrame -from freqtrade.optimize.hyperopt import IHyperOptLoss + from freqtrade.data.btanalysis import calculate_max_drawdown +from freqtrade.optimize.hyperopt import IHyperOptLoss + # higher numbers penalize drawdowns more severely DRAWDOWN_MULT = 0.075 @@ -20,9 +22,8 @@ class ProfitDrawDownHyperOptLoss(IHyperOptLoss): def hyperopt_loss_function(results: DataFrame, trade_count: int, *args, **kwargs) -> float: total_profit = results["profit_abs"].sum() - # from freqtrade.optimize.optimize_reports.generate_strategy_stats() try: - profit_abs, _, _, _, _ = calculate_max_drawdown(results, value_col="profit_ratio") + profit_abs, _, _, _, _ = calculate_max_drawdown(results, value_col="profit_abs") except ValueError: profit_abs = 0