From 3c83de940de6d61f71b4c60be1f1e92cd55604c3 Mon Sep 17 00:00:00 2001 From: Guitheg Date: Thu, 9 Dec 2021 10:18:10 +0100 Subject: [PATCH] Update btanalysis.py --- freqtrade/data/btanalysis.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index c697fde27..2c1995165 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -420,11 +420,11 @@ def calculate_mdd(data: dict, trades: pd.DataFrame, *, date_col: str = 'close_da data_join = df.set_index('date').join(trades_aux.set_index('date')) data_join["open_close_mark"] = data_join["open_close_mark"].fillna(0).astype(int) data_join['is_in_trade'] = data_join.open_close_mark.cumsum()&1 # &1 <=> %2 - data_join['is_in_trade'].loc[data_join['open_close_mark'] == 1] = 1 + data_join.loc[data_join['open_close_mark'] == 1, 'is_in_trade'] = 1 data_join['close_cummax'] = 0 data_join['close_cummax'] = data_join.groupby(data_join.open_close_mark.cumsum()).close.cummax() - data_join['close_cummax'].loc[data_join['is_in_trade'] == 0] = 0 + data_join.loc[data_join['is_in_trade'] == 0, 'close_cummax'] = 0 # print(mdd_df) return mdd_df