From 56af3c929cfcfd395b88a04396bbbc5ca5aee6cf Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Fri, 31 Jan 2020 05:23:19 +0100 Subject: [PATCH] removed commented code --- freqtrade/optimize/hyperopt_loss_sharpe_daily.py | 11 ----------- 1 file changed, 11 deletions(-) diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py index 24a992250..bf073c04f 100644 --- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py @@ -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(