Fix risk free rate

2020-02-06 05:50:32 +03:00 · 2020-02-06 05:50:32 +03:00 · 183062608f
commit 183062608f
parent f3e94969b3
1 changed files with 1 additions and 1 deletions
--- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
@ -31,7 +31,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
        resample_freq = '1D'
        slippage_per_trade_ratio = 0.0005
        days_in_year = 365
-        annual_risk_free_rate = 0.03
+        annual_risk_free_rate = 0.0
        risk_free_rate = annual_risk_free_rate / days_in_year

        # apply slippage per trade to profit_percent