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Code Issues Actions 2 Packages Projects Releases Wiki Activity

.agg would like strings, not the sum function.

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Matthias 2023-01-31 11:22:04 +00:00
parent 2c1457fb95
commit 5073c780d8
2 changed files with 2 additions and 2 deletions
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2
freqtrade/optimize/hyperopt_loss/hyperopt_loss_sharpe_daily.py
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@ -44,7 +44,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
sum_daily = ( sum_daily = (
results.resample(resample_freq, on='close_date').agg( results.resample(resample_freq, on='close_date').agg(
{"profit_ratio_after_slippage": sum}).reindex(t_index).fillna(0) {"profit_ratio_after_slippage": 'sum'}).reindex(t_index).fillna(0)
) )
total_profit = sum_daily["profit_ratio_after_slippage"] - risk_free_rate total_profit = sum_daily["profit_ratio_after_slippage"] - risk_free_rate

2
freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino_daily.py
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@ -46,7 +46,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
sum_daily = ( sum_daily = (
results.resample(resample_freq, on='close_date').agg( results.resample(resample_freq, on='close_date').agg(
{"profit_ratio_after_slippage": sum}).reindex(t_index).fillna(0) {"profit_ratio_after_slippage": 'sum'}).reindex(t_index).fillna(0)
) )
total_profit = sum_daily["profit_ratio_after_slippage"] - minimum_acceptable_return total_profit = sum_daily["profit_ratio_after_slippage"] - minimum_acceptable_return