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Do not subtract risk_free_ratio twice

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hroff-1902
2020-02-13 07:07:35 +03:00
committed by GitHub
parent 9ec9a7b124
commit b2328cdf4f
1 changed files with 1 additions and 1 deletions
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freqtrade/optimize/hyperopt_loss_sortino_daily.py
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@@ -53,7 +53,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
sum_daily['downside_returns'] = 0
sum_daily.loc[total_profit < 0,
'downside_returns'] = sum_daily['profit_percent_after_slippage']
total_downside = sum_daily['downside_returns'] - risk_free_rate
total_downside = sum_daily['downside_returns']
down_stdev = total_downside.std()
if (down_stdev != 0.):