added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

2020-01-31 22:16:44 +01:00
parent c4e303aa66
commit 08011c82e2
2 changed files with 27 additions and 3 deletions
--- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
@@ -1,5 +1,5 @@
 """
-SharpeHyperOptLoss
+SharpeHyperOptLossDaily

 This module defines the alternative HyperOptLoss class which can be used for
 Hyperoptimization.
@@ -43,7 +43,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
            * 100.0
        )

-        if np.std(results.profit_percent) != 0.0:
+        if (np.std(sum_daily.profit_percent) != 0.):
            sharp_ratio = (
                sum_daily["profit_percent"].mean()
                / sum_daily["profit_percent"].std()