From 183062608fe1d3cba0e2b9dd7fcbbd773b53efb7 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 6 Feb 2020 05:50:32 +0300 Subject: [PATCH] Fix risk free rate --- freqtrade/optimize/hyperopt_loss_sharpe_daily.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py index 2c73b8e61..d8ea3c5fe 100644 --- 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