Fix values of downside_returns

2020-02-16 04:10:53 +03:00
parent 161dd1a3e6
commit 1e84b2770c
1 changed files with 1 additions and 2 deletions
--- 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()