From e8b9d88eb68cdda26b666dd42b8be39dccfc9940 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Fri, 7 Feb 2020 02:14:12 +0100 Subject: [PATCH] moved line for total_downside --- freqtrade/optimize/hyperopt_loss_sortino_daily.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py index 31482b981..891e2bf1c 100644 --- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py @@ -47,12 +47,12 @@ class SortinoHyperOptLossDaily(IHyperOptLoss): ) total_profit = sum_daily["profit_percent_after_slippage"] - risk_free_rate - total_downside = sum_daily['downside_returns'] - risk_free_rate expected_returns_mean = total_profit.mean() 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 down_stdev = total_downside.std() if (down_stdev != 0.):