Merge branch 'develop' into feat/short

This commit is contained in:
Matthias
2022-01-07 10:09:17 +01:00
27 changed files with 211 additions and 216 deletions

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@@ -55,7 +55,8 @@ class MaxDrawdown(IProtection):
# Drawdown is always positive
try:
drawdown, _, _, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
# TODO: This should use absolute profit calculation, considering account balance.
drawdown, _, _, _, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
except ValueError:
return False, None, None