Adjust handling of zero stdev in loss functions
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@@ -51,7 +51,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
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expected_returns_mean = total_profit.mean()
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up_stdev = total_profit.std()
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if (up_stdev != 0.):
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if up_stdev != 0:
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sharp_ratio = expected_returns_mean / up_stdev * math.sqrt(days_in_year)
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else:
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# Define high (negative) sharpe ratio to be clear that this is NOT optimal.
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