Merge pull request #10805 from bearvar/ComplexHyperOptLoss

Add new hyperopt loss function
2024-10-19 13:32:46 +02:00
parent 6a5feacd38 0a91189e6a
commit d56f46e1b1
3 changed files with 113 additions and 3 deletions
@@ -95,6 +95,7 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
        "MaxDrawDownRelativeHyperOptLoss",
        "CalmarHyperOptLoss",
        "ProfitDrawDownHyperOptLoss",
+        "MultiMetricHyperOptLoss",
    ],
 )
 def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None: