From 379bfc120a538e0767f11f25f186a04bce69c7c7 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sun, 2 Feb 2020 20:20:16 +0100 Subject: [PATCH] renamed after slippage profit_percent so it wont affect _calculate_results_metrics() --- freqtrade/optimize/hyperopt_loss_sharpe_daily.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py index 3c2f2cb76..d32e6d3b7 100644 --- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py @@ -29,16 +29,16 @@ class SharpeHyperOptLossDaily(IHyperOptLoss): Uses Sharpe Ratio calculation. """ # get profit_percent and apply slippage of 0.1% per trade - results.loc[:, 'profit_percent'] = results['profit_percent'] - 0.0005 + results.loc[:, 'profit_percent_after_slippage'] = results['profit_percent'] - 0.0005 sum_daily = ( results.resample("D", on="close_time").agg( - {"profit_percent": sum} + {"profit_percent_after_slippage": sum} ) * 100.0 ) - total_profit = sum_daily["profit_percent"] + total_profit = sum_daily["profit_percent_after_slippage"] expected_returns_mean = total_profit.mean() up_stdev = np.std(total_profit)