Fix some assumptions on the data

available_capital is not guaranteed to be available, while dry-run-wallet is.

freqtrade/data/metrics.py

@@ -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

freqtrade/optimize/hyperopt_loss/hyperopt_loss_max_drawdown_relative.py

@@ -36,7 +36,7 @@ class MaxDrawDownRelativeHyperOptLoss(IHyperOptLoss):
             drawdown_df = calculate_underwater(
                 results,
                 value_col='profit_abs',
-                starting_balance=config['available_capital']
+                starting_balance=config['dry_run_wallet']
             )
             max_drawdown = abs(min(drawdown_df['drawdown']))
             relative_drawdown = max(drawdown_df['drawdown_relative'])

freqtrade/plot/plotting.py

@@ -692,7 +692,8 @@ def plot_profit(config: Dict[str, Any]) -> None:
     # this could be useful to gauge the overall market trend
     fig = generate_profit_graph(plot_elements['pairs'], plot_elements['ohlcv'],
                                 trades, config['timeframe'],
-                                config.get('stake_currency', ''), config['available_capital'])
+                                config.get('stake_currency', ''),
+                                config.get('available_capital', config['dry_run_wallet']))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
                     directory=config['user_data_dir'] / 'plot',
                     auto_open=config.get('plot_auto_open', False))

tests/test_plotting.py

@@ -454,7 +454,6 @@ def test_plot_profit(default_conf, mocker, testdatadir):
     default_conf['datadir'] = testdatadir
     default_conf['exportfilename'] = testdatadir / 'backtest-result_test_nofile.json'
     default_conf['pairs'] = ['ETH/BTC', 'LTC/BTC']
-    default_conf['available_capital'] = 1000
 
     profit_mock = MagicMock()
     store_mock = MagicMock()