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moved line for total_downside

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Yazeed Al Oyoun 2020-02-07 02:14:12 +01:00 committed by hroff-1902
parent a46b7bcd6d
commit e8b9d88eb6
1 changed files with 1 additions and 1 deletions
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freqtrade/optimize/hyperopt_loss_sortino_daily.py
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@ -47,12 +47,12 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
) )
total_profit = sum_daily["profit_percent_after_slippage"] - risk_free_rate 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() expected_returns_mean = total_profit.mean()
sum_daily['downside_returns'] = 0 sum_daily['downside_returns'] = 0
sum_daily.loc[total_profit < 0, sum_daily.loc[total_profit < 0,
'downside_returns'] = sum_daily['profit_percent_after_slippage'] 'downside_returns'] = sum_daily['profit_percent_after_slippage']
total_downside = sum_daily['downside_returns'] - risk_free_rate
down_stdev = total_downside.std() down_stdev = total_downside.std()
if (down_stdev != 0.): if (down_stdev != 0.):