adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Explicitly raise ValueError if trades are empty

Browse Source
This commit is contained in:
Matthias 2020-05-21 07:12:23 +02:00
parent ff7bcb5aae
commit 1a984ac677
2 changed files with 7 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

3
freqtrade/data/btanalysis.py
View File

@ -194,7 +194,10 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
:param col_name: Column name that will be assigned the results
:param timeframe: Timeframe used during the operations
:return: Returns df with one additional column, col_name, containing the cumulative profit.
:raise: ValueError if trade-dataframe was found empty.
"""
if len(trades) == 0:
raise ValueError("Trade dataframe empty.")
from freqtrade.exchange import timeframe_to_minutes
timeframe_minutes = timeframe_to_minutes(timeframe)
# Resample to timeframe to make sure trades match candles

4
tests/data/test_btanalysis.py
View File

@ -178,6 +178,10 @@ def test_create_cum_profit1(testdatadir):
assert cum_profits.iloc[0]['cum_profits'] == 0
assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
with pytest.raises(ValueError, match='Trade dataframe empty.'):
create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'],
"cum_profits", timeframe="5m")
def test_calculate_max_drawdown(testdatadir):
filename = testdatadir / "backtest-result_test.json"