diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino_daily.py index f5fe4590e..5beacc6fc 100644 --- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino_daily.py +++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino_daily.py @@ -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,