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Fix some assumptions on the data

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available_capital is not guaranteed to be available, while dry-run-wallet is.
This commit is contained in:
Matthias
2022-05-02 19:44:14 +02:00
parent 7160f9085a
commit 1e2523af61
4 changed files with 6 additions and 6 deletions
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6
freqtrade/data/metrics.py
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@@ -1,5 +1,5 @@
import logging
from typing import Dict, Optional, Tuple
from typing import Dict, Tuple
import numpy as np
import pandas as pd
@@ -73,7 +73,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
def _calc_drawdown_series(profit_results: pd.DataFrame, *, date_col: str, value_col: str,
starting_balance: Optional[float] = 0.0) -> pd.DataFrame:
starting_balance: float) -> pd.DataFrame:
max_drawdown_df = pd.DataFrame()
max_drawdown_df['cumulative'] = profit_results[value_col].cumsum()
max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()
@@ -93,7 +93,7 @@ def _calc_drawdown_series(profit_results: pd.DataFrame, *, date_col: str, value_
def calculate_underwater(trades: pd.DataFrame, *, date_col: str = 'close_date',
value_col: str = 'profit_ratio', starting_balance: Optional[float] = 0.0
value_col: str = 'profit_ratio', starting_balance: float = 0.0
):
"""
Calculate max drawdown and the corresponding close dates