Correctly test drawdown plot

2020-04-05 14:43:01 +02:00
parent e204170eb6
commit 41d5c40f10
3 changed files with 8 additions and 2 deletions
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -206,3 +206,7 @@ def test_calculate_max_drawdown2():
    # High must be before low
    assert h < low
    assert drawdown == 0.091755
+
+    df = DataFrame(zip(values[:5], dates[:5]), columns=['profit', 'open_time'])
+    with pytest.raises(ValueError, match='No losing trade, therefore no drawdown.'):
+        calculate_max_drawdown(df, date_col='open_time', value_col='profit')