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

fixed downside_returns

Browse Source
This commit is contained in:
Yazeed Al Oyoun 2020-02-07 01:25:16 +01:00
commit 0b5c243437
1 changed files with 4 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/optimize/hyperopt_loss_sortino_daily.py
View File

@ -50,7 +50,11 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
expected_returns_mean = total_profit.mean()
results['downside_returns'] = 0
<<<<<<< HEAD
results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent_after_slippage']
=======
results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent']
>>>>>>> 0e8c569baadc9aefb80aab573def124666fb39ea
down_stdev = results['downside_returns'].std()
if (down_stdev != 0.):