fix a bug

bobye · Feb 18, 2019 · 3029c63 · 3029c63
1 parent 1ee0b53
commit 3029c63
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Showing 2 changed files with 3 additions and 2 deletions.
diff --git a/include/impl/day_sharpe.hpp b/include/impl/day_sharpe.hpp
@@ -106,7 +106,8 @@ namespace d2 {
     struct sharpe {
       template <size_t days>
       static inline real_t op(const DaySharpeStats<days> &y_stats) {
-	return std::min(_sharpe_helper(y_stats.forward_return).sharpe, y_stats.best);
+	return _sharpe_helper(y_stats.forward_return).sharpe;
+	//return std::min(_sharpe_helper(y_stats.forward_return).sharpe, y_stats.best);
       }
     };
   }

diff --git a/tool/sharpe_finder.cpp b/tool/sharpe_finder.cpp
@@ -102,7 +102,7 @@ int main(int argc, char* argv[]) {
   vector<real_t> X_test;
   vector<d2_label_t> y_test;
   vector<unsigned long long int> orders_test;
-  int has_test = read_data(test_filename, X_test, y_test, orders_test, true);
+  bool has_test = read_data(test_filename, X_test, y_test, orders_test, true) == 0;
 
   for (auto i=0; i < filenames.size(); ++i) {
     string filename = filenames[i];