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Fix values of downside_returns

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hroff-1902 2020-02-16 04:10:53 +03:00
parent 161dd1a3e6
commit 1e84b2770c
1 changed files with 1 additions and 2 deletions
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3
freqtrade/optimize/hyperopt_loss_sortino_daily.py
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@ -50,8 +50,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
expected_returns_mean = total_profit.mean()
sum_daily['downside_returns'] = 0
sum_daily.loc[total_profit < 0,
'downside_returns'] = sum_daily['profit_percent_after_slippage']
sum_daily.loc[total_profit < 0, 'downside_returns'] = total_profit
total_downside = sum_daily['downside_returns']
down_stdev = total_downside.std()