From 1e84b2770cfa2e0e5e8177615dfee178ac136c1f Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 16 Feb 2020 04:10:53 +0300 Subject: [PATCH] Fix values of downside_returns --- freqtrade/optimize/hyperopt_loss_sortino_daily.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py index 72f70e3f9..26eb54c25 100644 --- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py @@ -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()