lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 18:23:55 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

fixed downside_returns to read from profit_percent_after_slippage

Browse Source
This commit is contained in:
Yazeed Al Oyoun 2020-02-07 01:24:03 +01:00 committed by hroff-1902
parent 728ab0ff21
commit 9bcc5d2eed
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/optimize/hyperopt_loss_sortino_daily.py
View File

@ -50,7 +50,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
expected_returns_mean = total_profit.mean() expected_returns_mean = total_profit.mean()
results['downside_returns'] = 0 results['downside_returns'] = 0
results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent'] results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent_after_slippage']
down_stdev = results['downside_returns'].std() down_stdev = results['downside_returns'].std()
if (down_stdev != 0.): if (down_stdev != 0.):