fix: error in sharpee ratio

dev-abuke · Jun 27, 2024 · f7829fe · f7829fe
1 parent d898d8b
commit f7829fe
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Showing 2 changed files with 3 additions and 2 deletions.
diff --git a/requirements.txt b/requirements.txt
@@ -12,4 +12,5 @@ mlflow
 passlib
 python-jose
 kafka-python
-tensorflow
+tensorflow
+apache-airflow
diff --git a/scripts/backtesting/main.py b/scripts/backtesting/main.py
@@ -68,7 +68,7 @@ def run_backtest(config):
         mlflow.log_param("indicator", indicator)
 
         final_value = cerebro.broker.getvalue()
-        sharpe_ratio = strat.analyzers.sharperatio.get_analysis()['sharperatio']
+        sharpe_ratio = strat.analyzers.sharperatio.get_analysis()['sharperatio'] or 0
         metrics_analyzer = strat.analyzers.getbyname('MetricsAnalyzer')
         metrics = metrics_analyzer.get_analysis()
         percentage_return = metrics['return']