From 42dfda92316b4678107eac65359d56d5e8b6ee0a Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 16 Feb 2020 13:46:07 +0300 Subject: [PATCH] Adjust docstring --- freqtrade/optimize/hyperopt_loss_sortino_daily.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py index 09042cb48..22cd93984 100644 --- 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