Fix some tests after drawdown calculation change

This commit is contained in:
Matthias
2022-01-04 16:16:08 +01:00
parent 7a2b50ce8b
commit 09fae25c94
5 changed files with 15 additions and 14 deletions

View File

@@ -55,7 +55,8 @@ class MaxDrawdown(IProtection):
# Drawdown is always positive
try:
drawdown, _, _, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
# TODO: This should use absolute profit calculation, considering account balance.
drawdown, _, _, _, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
except ValueError:
return False, None, None