Fix usage of vars in the commented out line

This commit is contained in:
hroff-1902 2020-02-16 15:26:40 +03:00
parent 42dfda9231
commit 674898bd32

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@ -65,5 +65,5 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
sortino_ratio = -20.
# print(t_index, sum_daily, total_profit)
# print(risk_free_rate, expected_returns_mean, down_stdev, sortino_ratio)
# print(minimum_acceptable_return, expected_returns_mean, down_stdev, sortino_ratio)
return -sortino_ratio