Fix some tests after drawdown calculation change

2022-01-04 16:16:08 +01:00
parent 7a2b50ce8b
commit 09fae25c94
5 changed files with 15 additions and 14 deletions
--- a/freqtrade/optimize/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@@ -47,10 +47,9 @@ class CalmarHyperOptLoss(IHyperOptLoss):

        # calculate max drawdown
        try:
-            _, _, _, high_val, low_val = calculate_max_drawdown(
+            _, _, _, _, _, max_drawdown = calculate_max_drawdown(
                results, value_col="profit_abs"
            )
-            max_drawdown = (high_val - low_val) / high_val
        except ValueError:
            max_drawdown = 0