Fix SharpeHyperOptLossDaily

6 years ago · c89a32224c
parent f41de38498
commit c89a32224c
1 changed files with 2 additions and 1 deletions
--- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
@ -39,7 +39,8 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
            results['profit_percent'] - slippage_per_trade_ratio

        # create the index within the min_date and end max_date
-        t_index = date_range(start=min_date, end=max_date, freq=resample_freq)
+        t_index = date_range(start=min_date, end=max_date, freq=resample_freq,
+                             normalize=True)

        sum_daily = (
            results.resample(resample_freq, on='close_time').agg(