This repository has been archived by the owner on Feb 15, 2022. It is now read-only.
Fix bug where fitness function assigned higher fitness to worse results. #1043
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
The fitness calculation does not appear to work correctly when win < loss AND buyvsHold value is negative. It results in a higher fitness value being assigned to worse results. In generation runs where ONLY negative results are returned, each subsequent generation gets progressively worse, not better. To test this I ran trend_ema, 60 days on cexio.ETH_USD and the results now assign the best fitness to the best result correctly, where it was incorrect before.
SlackerATX
reviewed
Jan 4, 2018
| @@ -68,7 +68,8 @@ module.exports = { | |||
| if (typeof phenotype.sim === 'undefined') return 0; | |||
|
|
|||
| var vsBuyHoldRate = (phenotype.sim.vsBuyHold / 50); | |||
| var wlRatioRate = 1.0 / (1.0 + Math.pow(2.71828, -(phenotype.sim.wins - phenotype.sim.losses))); | |||
| var wlRatio = phenotype.sim.wins - phenotype.sim.losses | |||
|
Why not use |
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
The fitness calculation does not appear to work correctly when win < loss AND buyvsHold value is negative. It results in a higher fitness value being assigned to worse results. In generation runs where ONLY negative results are returned, each subsequent generation gets progressively worse, not better. To test this I ran trend_ema, 60 days on cexio.ETH_USD and the results now assign the best fitness to the best result correctly, where it was incorrect before.