remove precision on year calculation

This commit is contained in:
Pialat 2019-09-12 16:27:42 +02:00
parent 78ae177a5b
commit da419e6022

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@ -38,7 +38,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
simulated_drawdowns = []
backtest_duration_years = ((max_date-min_date).days/365.2425)
backtest_duration_years = ((max_date-min_date).days/365)
trade_count_average_per_year = trade_count/backtest_duration_years
# add slipage to be closed to live