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removed commented code

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This commit is contained in:
Yazeed Al Oyoun 2020-01-31 05:23:19 +01:00
parent 66aad3d808
commit 56af3c929c
1 changed files with 0 additions and 11 deletions
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freqtrade/optimize/hyperopt_loss_sharpe_daily.py
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@ -34,20 +34,9 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
Uses Sharpe Ratio calculation.
"""
total_profit = results.profit_percent
# days_period = (max_date - min_date).days
# adding slippage of 0.1% per trade
total_profit = total_profit - 0.0005
# expected_yearly_return = total_profit.sum() / days_period
# if np.std(total_profit) != 0.0:
# sharp_ratio = expected_yearly_return / np.std(total_profit) * np.sqrt(365)
# else:
# # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
# sharp_ratio = -20.0
# # print(expected_yearly_return, np.std(total_profit), sharp_ratio)
# return -sharp_ratio
sum_daily = (
results.resample("D", on="close_time").agg(