Adjust docstring

2020-02-16 13:46:07 +03:00 · 2020-02-16 13:46:07 +03:00 · 42dfda9231
commit 42dfda9231
parent fbe5cc44da
1 changed files with 3 additions and 0 deletions
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@ -28,6 +28,9 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
        Objective function, returns smaller number for more optimal results.

        Uses Sortino Ratio calculation.
+
+        Sortino Ratio calculated as described in
+        http://www.redrockcapital.com/Sortino__A__Sharper__Ratio_Red_Rock_Capital.pdf
        """
        resample_freq = '1D'
        slippage_per_trade_ratio = 0.0005