hroff-1902
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f3e94969b3
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No need for np; make flake happy
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2020-02-05 18:05:41 +03:00 |
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hroff-1902
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8e6ab0eaaf
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Reworked to fill leading and trailing days
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2020-02-05 16:54:04 +03:00 |
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Yazeed Al Oyoun
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379bfc120a
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renamed after slippage profit_percent so it wont affect _calculate_results_metrics()
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2020-02-02 20:20:16 +01:00 |
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Yazeed Al Oyoun
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04147eb7c7
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updated commented out debug print line
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2020-02-02 08:44:41 +01:00 |
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Yazeed Al Oyoun
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c541ae7266
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fixed method arguments indentation
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2020-02-02 07:17:50 +01:00 |
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Yazeed Al Oyoun
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e8439ae0bc
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better readability, kept np.sqrt(365) which results in annualized sharpe ratio
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2020-02-02 06:20:09 +01:00 |
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Yazeed Al Oyoun
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2cd7b329ce
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fixed syntax error
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2020-02-01 20:58:03 +01:00 |
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Yazeed Al Oyoun
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763b45b865
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fixed to bracket notation
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2020-02-01 20:50:39 +01:00 |
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Yazeed Al Oyoun
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19f397f59a
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fixed to bracket notation
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2020-02-01 20:50:01 +01:00 |
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Yazeed Al Oyoun
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a5911bae7f
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fixed standard deviation line
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2020-02-01 20:46:43 +01:00 |
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Yazeed Al Oyoun
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08011c82e2
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added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
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2020-02-01 20:17:07 +01:00 |
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Yazeed Al Oyoun
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c4e303aa66
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replaced use of old value total_profit
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2020-02-01 20:17:07 +01:00 |
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Yazeed Al Oyoun
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79727f3d7d
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added proper slippage to each trade
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2020-02-01 20:17:07 +01:00 |
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Yazeed Al Oyoun
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782493f418
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removed unused profit_abs
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2020-02-01 20:17:07 +01:00 |
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Yazeed Al Oyoun
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1ef139031f
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removed commented code
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2020-02-01 20:17:07 +01:00 |
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Yazeed Al Oyoun
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50cafc26fb
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added daily sharpe ratio hyperopt loss method, ty @djacky
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2020-02-01 20:17:07 +01:00 |
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