diff --git a/freqtrade/data/metrics.py b/freqtrade/data/metrics.py index 8401e31bb..9d32121e8 100644 --- a/freqtrade/data/metrics.py +++ b/freqtrade/data/metrics.py @@ -226,7 +226,7 @@ def calculate_sortino(trades: pd.DataFrame, min_date: datetime, max_date: dateti starting_balance: float) -> float: """ Calculate sortino - :param trades: DataFrame containing trades (requires columns profit_ratio) + :param trades: DataFrame containing trades (requires columns profit_abs) :return: sortino """ if (len(trades) == 0) or (min_date is None) or (max_date is None) or (min_date == max_date): @@ -255,7 +255,7 @@ def calculate_sharpe(trades: pd.DataFrame, min_date: datetime, max_date: datetim starting_balance: float) -> float: """ Calculate sharpe - :param trades: DataFrame containing trades (requires columns close_date and profit_ratio) + :param trades: DataFrame containing trades (requires column profit_abs) :return: sharpe """ if (len(trades) == 0) or (min_date is None) or (max_date is None) or (min_date == max_date): @@ -281,7 +281,7 @@ def calculate_calmar(trades: pd.DataFrame, min_date: datetime, max_date: datetim starting_balance: float) -> float: """ Calculate calmar - :param trades: DataFrame containing trades (requires columns close_date and profit_ratio) + :param trades: DataFrame containing trades (requires columns close_date and profit_abs) :return: calmar """ if (len(trades) == 0) or (min_date is None) or (max_date is None) or (min_date == max_date):