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Reset index to correctly gather index

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This commit is contained in:
Matthias 2020-04-12 10:40:02 +02:00
parent 41d5c40f10
commit 4ee0cbb575
1 changed files with 1 additions and 1 deletions
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2
freqtrade/data/btanalysis.py
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@ -213,7 +213,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time'
"""
if len(trades) == 0:
raise ValueError("Trade dataframe empty.")
profit_results = trades.sort_values(date_col)
profit_results = trades.sort_values(date_col).reset_index()
max_drawdown_df = pd.DataFrame()
max_drawdown_df['cumulative'] = profit_results[value_col].cumsum()
max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()