From 0302ad0a6714835276a82686511db75a853ce393 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Fri, 31 Jan 2020 19:56:07 +0100 Subject: [PATCH] added proper slippage to each trade --- freqtrade/optimize/hyperopt_loss_sharpe_daily.py | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py index b3d6703fe..ea9ca9e39 100644 --- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py @@ -33,10 +33,8 @@ class SharpeHyperOptLossDaily(IHyperOptLoss): Uses Sharpe Ratio calculation. """ - total_profit = results.profit_percent - - # adding slippage of 0.1% per trade - total_profit = total_profit - 0.0005 + # get profit_percent and apply slippage of 0.1% per trade + results.loc[:, 'profit_percent'] = results['profit_percent'] - 0.0005 sum_daily = ( results.resample("D", on="close_time").agg(