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Merge pull request #2891 from freqtrade/hroff-1902-patch-2

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Fix SharpeHyperOptLossDaily
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Matthias 2020-02-09 17:06:22 +01:00 committed by GitHub
commit 7c91c77fd9
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1 changed files with 2 additions and 1 deletions
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freqtrade/optimize/hyperopt_loss_sharpe_daily.py
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@ -39,7 +39,8 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
results['profit_percent'] - slippage_per_trade_ratio
# create the index within the min_date and end max_date
t_index = date_range(start=min_date, end=max_date, freq=resample_freq)
t_index = date_range(start=min_date, end=max_date, freq=resample_freq,
normalize=True)
sum_daily = (
results.resample(resample_freq, on='close_time').agg(