fixed standard deviation line

This commit is contained in:
Yazeed Al Oyoun 2020-02-01 20:46:43 +01:00
parent 8410e453ed
commit a5911bae7f

View File

@ -46,7 +46,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
if (np.std(sum_daily.profit_percent) != 0.):
sharp_ratio = (
sum_daily["profit_percent"].mean()
/ sum_daily["profit_percent"].std()
/ np.std(sum_daily["profit_percent"])
* np.sqrt(365)
)
else: