added proper slippage to each trade

2020-01-31 19:56:07 +01:00 · 2020-01-31 19:56:07 +01:00 · 79727f3d7d
commit 79727f3d7d
parent 782493f418
1 changed files with 2 additions and 4 deletions
--- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
@ -33,10 +33,8 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):

        Uses Sharpe Ratio calculation.
        """
-        total_profit = results.profit_percent
-
-        # adding slippage of 0.1% per trade
-        total_profit = total_profit - 0.0005
+        # get profit_percent and apply slippage of 0.1% per trade
+        results.loc[:, 'profit_percent'] = results['profit_percent'] - 0.0005

        sum_daily = (
            results.resample("D", on="close_time").agg(