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

replaced use of old value total_profit

Browse Source
This commit is contained in:
Yazeed Al Oyoun 2020-01-31 20:07:18 +01:00
parent 0302ad0a67
commit 323192faaf
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

@ -43,7 +43,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
* 100.0 * 100.0
) )
if np.std(total_profit) != 0.0: if np.std(results.profit_percent) != 0.0:
sharp_ratio = ( sharp_ratio = (
sum_daily["profit_percent"].mean() sum_daily["profit_percent"].mean()
/ sum_daily["profit_percent"].std() / sum_daily["profit_percent"].std()