From 763b45b865868dd69fbdd1e6f6a376277f763d3e Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sat, 1 Feb 2020 20:50:39 +0100 Subject: [PATCH] fixed to bracket notation --- freqtrade/optimize/hyperopt_loss_sharpe_daily.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py index e915e4d20..7963a56b2 100644 --- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py @@ -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