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Fix bug where fitness function assigned higher fitness to worse results. #1043

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Jan 4, 2018
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Fix bug where fitness function assigned higher fitness to worse results. #1043

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3 changes: 2 additions & 1 deletion scripts/genetic_backtester/phenotype.js
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Original file line number Diff line number Diff line change
Expand Up @@ -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
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missing ';'?

var wlRatioRate = 1.0 / (1.0 + Math.pow(2.71828, wlRatio < 0 ? wlRatio:-(wlRatio)));
var rate = vsBuyHoldRate * (wlRatioRate);
return rate;
},
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