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

Fix risk free rate

Browse Source
This commit is contained in:
hroff-1902 2020-02-06 05:50:32 +03:00
parent f3e94969b3
commit 183062608f
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/optimize/hyperopt_loss_sharpe_daily.py
View File

@ -31,7 +31,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
resample_freq = '1D' resample_freq = '1D'
slippage_per_trade_ratio = 0.0005 slippage_per_trade_ratio = 0.0005
days_in_year = 365 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 risk_free_rate = annual_risk_free_rate / days_in_year
# apply slippage per trade to profit_percent # apply slippage per trade to profit_percent