Correctly test drawdown plot

freqtrade/data/btanalysis.py

@@ -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

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')

tests/test_plotting.py

@@ -266,7 +266,7 @@ def test_generate_profit_graph(testdatadir):
     filename = testdatadir / "backtest-result_test.json"
     trades = load_backtest_data(filename)
     timerange = TimeRange.parse_timerange("20180110-20180112")
-    pairs = ["TRX/BTC", "ADA/BTC"]
+    pairs = ["TRX/BTC", "XLM/BTC"]
     trades = trades[trades['close_time'] < pd.Timestamp('2018-01-12', tz='UTC')]
 
     data = history.load_data(datadir=testdatadir,
@@ -292,7 +292,7 @@ def test_generate_profit_graph(testdatadir):
 
     profit = find_trace_in_fig_data(figure.data, "Profit")
     assert isinstance(profit, go.Scatter)
-    profit = find_trace_in_fig_data(figure.data, "Max drawdown 0.00%")
+    profit = find_trace_in_fig_data(figure.data, "Max drawdown 10.45%")
     assert isinstance(profit, go.Scatter)
 
     for pair in pairs: