adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

updated commented out debug print line

Browse Source
This commit is contained in:
Yazeed Al Oyoun 2020-02-02 08:44:41 +01:00
parent c541ae7266
commit 04147eb7c7
1 changed files with 3 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/optimize/hyperopt_loss_sharpe_daily.py
View File

@ -40,11 +40,13 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
total_profit = sum_daily["profit_percent"]
expected_returns_mean = total_profit.mean()
up_stdev = np.std(total_profit)
if (np.std(total_profit) != 0.):
sharp_ratio = expected_returns_mean / np.std(total_profit) * np.sqrt(365)
sharp_ratio = expected_returns_mean / up_stdev * np.sqrt(365)
else:
# Define high (negative) sharpe ratio to be clear that this is NOT optimal.
sharp_ratio = -20.
# print(expected_returns_mean, up_stdev, sharp_ratio)
return -sharp_ratio