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fixed to bracket notation

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This commit is contained in:
Yazeed Al Oyoun 2020-02-01 20:50:39 +01:00
parent 19f397f59a
commit 763b45b865
1 changed files with 3 additions and 3 deletions
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6
freqtrade/optimize/hyperopt_loss_sharpe_daily.py
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@ -43,14 +43,14 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
* 100.0
)
if (np.std(dataframe['profit_percent']) != 0.):
sharp_ratio = (
if (np.std(sum_daily["profit_percent"] != 0.):
sharp_ratio=(
sum_daily["profit_percent"].mean()
/ np.std(sum_daily["profit_percent"])
* np.sqrt(365)
)
else:
# Define high (negative) sharpe ratio to be clear that this is NOT optimal.
sharp_ratio = -20.0
sharp_ratio=-20.0
return -sharp_ratio