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Update hyperopt-tools to use account drawdown

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This commit is contained in:
Matthias
2022-01-04 17:31:59 +01:00
parent 09fae25c94
commit 4d9b4ddc28
4 changed files with 41 additions and 33 deletions
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4
freqtrade/optimize/optimize_reports.py
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@@ -462,10 +462,13 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
}
try:
max_drawdown_legacy, _, _, _, _, _ = calculate_max_drawdown(
results, value_col='profit_ratio')
(drawdown_abs, drawdown_start, drawdown_end, high_val, low_val,
max_drawdown) = calculate_max_drawdown(
results, value_col='profit_abs', starting_balance=starting_balance)
strat_stats.update({
'max_drawdown': max_drawdown_legacy, # Deprecated - do not use
'max_drawdown_account': max_drawdown,
'max_drawdown_abs': drawdown_abs,
'drawdown_start': drawdown_start.strftime(DATETIME_PRINT_FORMAT),
@@ -485,6 +488,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
except ValueError:
strat_stats.update({
'max_drawdown': 0.0,
'max_drawdown_account': 0.0,
'max_drawdown_abs': 0.0,
'max_drawdown_low': 0.0,