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updated commented out debug print line

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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
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4
freqtrade/optimize/hyperopt_loss_sharpe_daily.py
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@ -40,11 +40,13 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
total_profit = sum_daily["profit_percent"] total_profit = sum_daily["profit_percent"]
expected_returns_mean = total_profit.mean() expected_returns_mean = total_profit.mean()
up_stdev = np.std(total_profit)
if (np.std(total_profit) != 0.): 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: else:
# Define high (negative) sharpe ratio to be clear that this is NOT optimal. # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
sharp_ratio = -20. sharp_ratio = -20.
# print(expected_returns_mean, up_stdev, sharp_ratio)
return -sharp_ratio return -sharp_ratio