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fixed syntax error

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This commit is contained in:
Yazeed Al Oyoun 2020-02-01 20:58:03 +01:00
parent 763b45b865
commit 2cd7b329ce
1 changed files with 3 additions and 3 deletions
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6
freqtrade/optimize/hyperopt_loss_sharpe_daily.py
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@ -43,14 +43,14 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
* 100.0 * 100.0
) )
if (np.std(sum_daily["profit_percent"] != 0.): if (np.std(sum_daily["profit_percent"]) != 0.):
sharp_ratio=( sharp_ratio = (
sum_daily["profit_percent"].mean() sum_daily["profit_percent"].mean()
/ np.std(sum_daily["profit_percent"]) / np.std(sum_daily["profit_percent"])
* np.sqrt(365) * np.sqrt(365)
) )
else: else:
# Define high (negative) sharpe ratio to be clear that this is NOT optimal. # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
sharp_ratio=-20.0 sharp_ratio = -20.0
return -sharp_ratio return -sharp_ratio