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Update btanalysis.py

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EmbraysiteReal 2021-12-07 12:09:08 +01:00
parent a5706e8432
commit 95e6f574f3
1 changed files with 6 additions and 0 deletions
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6
freqtrade/data/btanalysis.py
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@ -430,6 +430,12 @@ def calculate_mdd(data: dict, trades: pd.DataFrame, *, date_col: str = 'close_da
# close boundaries set to 1 (again)
df_bis["is_into_trade"].iloc[l_close] = 1
# trades_pair = trades.loc[trades['pair']==pair][["open_date","close_date"]]
# trades_pair = trades_pair['is_in_trade'] = np.ones(len(trades_pair))
# trades_list = pd.concat([trades_pair.rename(columns={'open_date':'date'})[['date','is_in_trade']],trades_pair.rename(columns={'close_date':'date'})[['date','is_in_trade']]]).sort_values(by='date')
# trades_join = df.set_index('date').join(trades_list.set_index('date'))
# trades_join = trades_join.fillna(0)
# print(mdd_df)
return mdd_df