diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index fa125c251..4db88332d 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -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