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In cases of no losing trade, sortino ratio can't be calculated.

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closes #7977
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Matthias 2023-01-04 17:55:24 +01:00
parent 7a43f37eb7
commit 6470635753
1 changed files with 1 additions and 1 deletions
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freqtrade/data/metrics.py
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@ -239,7 +239,7 @@ def calculate_sortino(trades: pd.DataFrame, min_date: datetime, max_date: dateti
down_stdev = np.std(trades.loc[trades['profit_abs'] < 0, 'profit_abs'] / starting_balance) down_stdev = np.std(trades.loc[trades['profit_abs'] < 0, 'profit_abs'] / starting_balance)
if down_stdev != 0: if down_stdev != 0 and not np.isnan(down_stdev):
sortino_ratio = expected_returns_mean / down_stdev * np.sqrt(365) sortino_ratio = expected_returns_mean / down_stdev * np.sqrt(365)
else: else:
# Define high (negative) sortino ratio to be clear that this is NOT optimal. # Define high (negative) sortino ratio to be clear that this is NOT optimal.