Update btanalysis.py

This commit is contained in:
Guitheg 2021-12-13 11:09:34 +01:00
parent 44843910c6
commit b0ec82ab60

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@ -461,8 +461,8 @@ def calculate_trades_mdd(data: dict, trades: pd.DataFrame) -> float:
if trades_mdd_pair_list == []:
raise ValueError("All dataframe in candle data are None")
trades_mdd_pair_list = np.array(trades_mdd_pair_list)
return trades_mdd_pair_list.max()
trades_mdd_pair_array = np.array(trades_mdd_pair_list)
return trades_mdd_pair_array.max()
def calculate_csum(trades: pd.DataFrame, starting_balance: float = 0) -> Tuple[float, float]: