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

Fix SharpeHyperOptLossDaily
This commit is contained in:
Matthias 2020-02-09 17:06:22 +01:00 committed by GitHub
commit 7c91c77fd9
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23

View File

@ -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(