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