Merge branch 'develop' into data_handler

This commit is contained in:
Matthias
2020-02-16 15:12:14 +01:00
70 changed files with 1831 additions and 398 deletions

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@@ -39,7 +39,8 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
results['profit_percent'] - slippage_per_trade_ratio
# create the index within the min_date and end max_date
t_index = date_range(start=min_date, end=max_date, freq=resample_freq)
t_index = date_range(start=min_date, end=max_date, freq=resample_freq,
normalize=True)
sum_daily = (
results.resample(resample_freq, on='close_time').agg(