From 04147eb7c7be57e2f9c3f16a40a433478bd1f812 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sun, 2 Feb 2020 08:44:41 +0100 Subject: [PATCH] updated commented out debug print line --- freqtrade/optimize/hyperopt_loss_sharpe_daily.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py index 41217f4ca..3c2f2cb76 100644 --- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py @@ -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