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Correctly test drawdown plot

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Matthias
2020-04-05 14:43:01 +02:00
parent e204170eb6
commit 41d5c40f10
3 changed files with 8 additions and 2 deletions
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2
freqtrade/data/btanalysis.py
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@@ -220,6 +220,8 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time'
max_drawdown_df['drawdown'] = max_drawdown_df['cumulative'] - max_drawdown_df['high_value']
idxmin = max_drawdown_df['drawdown'].idxmin()
if idxmin == 0:
raise ValueError("No losing trade, therefore no drawdown.")
high_date = profit_results.loc[max_drawdown_df.iloc[:idxmin]['high_value'].idxmax(), date_col]
low_date = profit_results.loc[idxmin, date_col]
return abs(min(max_drawdown_df['drawdown'])), high_date, low_date