diff --git a/CustomPerformanceLoss.py b/CustomPerformanceLoss.py deleted file mode 100644 index a595075..0000000 --- a/CustomPerformanceLoss.py +++ /dev/null @@ -1,30 +0,0 @@ -from freqtrade.optimize.hyperopt import IHyperOptLoss -from math import sqrt - - -class CustomPerformanceLoss(IHyperOptLoss): - - @staticmethod - def hyperopt_loss_function(results, trade_count, *args, **kwargs): - - total_profit = results['profit_total_abs'] - max_dd = results['max_drawdown'] - profit_factor = results['profit_factor'] - sqn = results['sqn'] - - # Sécurité minimale - if trade_count < 30: - return 1000 - - # Éviter division par zéro - if max_dd == 0: - max_dd = 0.0001 - - # Score principal - performance_score = ( - (profit_factor * sqn * total_profit) - / (max_dd ** 1.5) - ) - - # On retourne l'inverse car hyperopt minimise - return -performance_score \ No newline at end of file