Small Adjustments to improve compatibility

This commit is contained in:
Matthias
2022-01-04 17:56:41 +01:00
parent 4d9b4ddc28
commit 8373a4e713
3 changed files with 10 additions and 7 deletions

View File

@@ -282,7 +282,7 @@ def test_create_cum_profit1(testdatadir):
def test_calculate_max_drawdown(testdatadir):
filename = testdatadir / "backtest-result_new.json"
bt_data = load_backtest_data(filename)
drawdown_abs, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown(
_, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown(
bt_data, value_col="profit_abs")
assert isinstance(drawdown, float)
assert pytest.approx(drawdown) == 0.59495234