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renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

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Yazeed Al Oyoun 2020-02-02 20:20:16 +01:00
parent 04147eb7c7
commit 379bfc120a
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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@ -29,16 +29,16 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
Uses Sharpe Ratio calculation. Uses Sharpe Ratio calculation.
""" """
# get profit_percent and apply slippage of 0.1% per trade # 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 = ( sum_daily = (
results.resample("D", on="close_time").agg( results.resample("D", on="close_time").agg(
{"profit_percent": sum} {"profit_percent_after_slippage": sum}
) )
* 100.0 * 100.0
) )
total_profit = sum_daily["profit_percent"] total_profit = sum_daily["profit_percent_after_slippage"]
expected_returns_mean = total_profit.mean() expected_returns_mean = total_profit.mean()
up_stdev = np.std(total_profit) up_stdev = np.std(total_profit)