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Don't use profit_percent for backtesting results anymore

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Matthias
2021-01-23 13:02:48 +01:00
parent 48977493bb
commit 8ee264bc59
17 changed files with 78 additions and 101 deletions
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4
freqtrade/optimize/hyperopt_loss_sortino.py
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@@ -28,7 +28,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
Uses Sortino Ratio calculation.
"""
total_profit = results["profit_percent"]
total_profit = results["profit_ratio"]
days_period = (max_date - min_date).days
# adding slippage of 0.1% per trade
@@ -36,7 +36,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
expected_returns_mean = total_profit.sum() / days_period
results['downside_returns'] = 0
results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent']
results.loc[total_profit < 0, 'downside_returns'] = results['profit_ratio']
down_stdev = np.std(results['downside_returns'])
if down_stdev != 0: