From a5911bae7f04bb1fb655187eae7eb5592ac08ac7 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sat, 1 Feb 2020 20:46:43 +0100 Subject: [PATCH] fixed standard deviation line --- freqtrade/optimize/hyperopt_loss_sharpe_daily.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py index 7f751b419..3f6cfdc87 100644 --- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py @@ -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: