Rename ComplexHyperOptLoss to MultiMetricHyperOptLoss. Add it to test_loss_functions_better_profits.
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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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@@ -95,6 +95,7 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
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"MaxDrawDownRelativeHyperOptLoss",
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"MaxDrawDownRelativeHyperOptLoss",
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"CalmarHyperOptLoss",
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"CalmarHyperOptLoss",
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"ProfitDrawDownHyperOptLoss",
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"ProfitDrawDownHyperOptLoss",
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"MultiMetricHyperOptLoss",
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],
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],
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)
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)
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def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
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def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
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