Adjust handling of zero stdev in loss functions

2020-03-10 13:44:16 +03:00
parent c49fefc94d
commit 73c19da4b9
4 changed files with 4 additions and 4 deletions
--- a/freqtrade/optimize/hyperopt_loss_sharpe.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe.py
@@ -36,7 +36,7 @@ class SharpeHyperOptLoss(IHyperOptLoss):
        expected_returns_mean = total_profit.sum() / days_period
        up_stdev = np.std(total_profit)

-        if (np.std(total_profit) != 0.):
+        if up_stdev != 0:
            sharp_ratio = expected_returns_mean / up_stdev * np.sqrt(365)
        else:
            # Define high (negative) sharpe ratio to be clear that this is NOT optimal.