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Avoid failure when calculating max-drawdown

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occurs if if no winning trade is recorded.
This commit is contained in:
Matthias 2022-01-06 13:51:15 +01:00
parent e88a1ab209
commit a0f9c1bf7b
1 changed files with 3 additions and 2 deletions
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5
freqtrade/data/btanalysis.py
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@ -413,8 +413,9 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date'
high_val = max_drawdown_df.loc[max_drawdown_df.iloc[:idxmin] high_val = max_drawdown_df.loc[max_drawdown_df.iloc[:idxmin]
['high_value'].idxmax(), 'cumulative'] ['high_value'].idxmax(), 'cumulative']
low_val = max_drawdown_df.loc[idxmin, 'cumulative'] low_val = max_drawdown_df.loc[idxmin, 'cumulative']
max_drawdown_rel = 0.0
max_drawdown_rel = (high_val - low_val) / (high_val + starting_balance) if high_val + starting_balance != 0:
max_drawdown_rel = (high_val - low_val) / (high_val + starting_balance)
return ( return (
abs(min(max_drawdown_df['drawdown'])), abs(min(max_drawdown_df['drawdown'])),