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fixed downside_returns

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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
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4
freqtrade/optimize/hyperopt_loss_sortino_daily.py
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@ -50,7 +50,11 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
expected_returns_mean = total_profit.mean() expected_returns_mean = total_profit.mean()
results['downside_returns'] = 0 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_after_slippage']
=======
results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent']
>>>>>>> 0e8c569baadc9aefb80aab573def124666fb39ea
down_stdev = results['downside_returns'].std() down_stdev = results['downside_returns'].std()
if (down_stdev != 0.): if (down_stdev != 0.):