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fixed standard deviation line

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This commit is contained in:
Yazeed Al Oyoun 2020-02-01 20:46:43 +01:00
parent 8410e453ed
commit a5911bae7f
1 changed files with 1 additions and 1 deletions
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2
freqtrade/optimize/hyperopt_loss_sharpe_daily.py
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@ -46,7 +46,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
if (np.std(sum_daily.profit_percent) != 0.): if (np.std(sum_daily.profit_percent) != 0.):
sharp_ratio = ( sharp_ratio = (
sum_daily["profit_percent"].mean() sum_daily["profit_percent"].mean()
/ sum_daily["profit_percent"].std() / np.std(sum_daily["profit_percent"])
* np.sqrt(365) * np.sqrt(365)
) )
else: else: