Fix dtype mismatch error

This commit is contained in:
Matthias
2023-09-08 07:05:38 +02:00
parent 7b6e2eac49
commit f8b97b6aa7

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@@ -52,7 +52,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
total_profit = sum_daily["profit_ratio_after_slippage"] - minimum_acceptable_return
expected_returns_mean = total_profit.mean()
sum_daily['downside_returns'] = 0
sum_daily['downside_returns'] = 0.0
sum_daily.loc[total_profit < 0, 'downside_returns'] = total_profit
total_downside = sum_daily['downside_returns']
# Here total_downside contains min(0, P - MAR) values,