From 4526f399038a4db9c5c2f30e70f40c51e99ab37c Mon Sep 17 00:00:00 2001 From: Rafael Rodrigues Date: Mon, 3 Jun 2019 23:05:05 -0300 Subject: [PATCH] alterado de acordo com o curso do udemy --- freqtrade/optimize/hyperopt.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 3e209254a..d64e8a410 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -158,15 +158,15 @@ class Hyperopt(Backtesting): #adding slippage of 0.1% per trade total_profit = total_profit - 0.0005 - expected_yearly_return = total_profit.sum()/days_period + expected_average_return = total_profit.sum()/days_period if (np.std(total_profit) != 0.): - sharp_ratio = expected_yearly_return/np.std(total_profit)*np.sqrt(365) + sharp_ratio = expected_average_return/np.std(total_profit)*np.sqrt(365) else: - sharp_ratio = 1. + sharp_ratio = -20 sharp_ratio = -sharp_ratio - # print(expected_yearly_return, np.std(total_profit), sharp_ratio) + # print(expected_average_return, np.std(total_profit), sharp_ratio) result = sharp_ratio